اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدThe Mixed-Observable Constrained Linear Quadratic Regulator Problem: the Exact Solution and Practical Algorithms
262
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
This paper studies the problem of steering a linear time-invariant system subject to state and input constraints towards a goal location that may be inferred only through partial observations. We assume mixed-observable settings, where the systems state is fully observable and the environments state defining the goal location is only partially observed. In these settings, the planning problem is an infinite-dimensional optimization problem where the objective is to minimize the expected cost. We show how to reformulate the control problem as a finite-dimensional deterministic problem by optimizing over a trajectory tree. Leveraging this result, we demonstrate that when the environment is static, the observation model piecewise, and cost function convex, the original control problem can be reformulated as a Mixed-Integer Convex Program (MICP) that can be solved to global optimality using a branch-and-bound algorithm. The effectiveness of the proposed approach is demonstrated on navigation tasks, where the system has to reach a goal location identified from partial observations.
قيم البحث
اقرأ أيضاً
The behaviour of a stochastic dynamical system may be largely influenced by those low-probability, yet extreme events. To address such occurrences, this paper proposes an infinite-horizon risk-constrained Linear Quadratic Regulator (LQR) framework wi
th time-average cost. In addition to the standard LQR objective, the average one-stage predictive variance of the state penalty is constrained to lie within a user-specified level. By leveraging the duality, its optimal solution is first shown to be stationary and affine in the state, i.e., $u(x,lambda^*) = -K(lambda^*)x + l(lambda^*)$, where $lambda^*$ is an optimal multiplier, used to address the risk constraint. Then, we establish the stability of the resulting closed-loop system. Furthermore, we propose a primal-dual method with sublinear convergence rate to find an optimal policy $u(x,lambda^*)$. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed framework and the primal-dual method.
Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these approaches are of
ten poorly understood because of the nonconvex nature of the underlying optimization problems and the lack of exact gradient computation. In this paper, we take a step towards demystifying the performance and efficiency of such methods by focusing on the standard infinite-horizon linear quadratic regulator problem for continuous-time systems with unknown state-space parameters. We establish exponential stability for the ordinary differential equation (ODE) that governs the gradient-flow dynamics over the set of stabilizing feedback gains and show that a similar result holds for the gradient descent method that arises from the forward Euler discretization of the corresponding ODE. We also provide theoretical bounds on the convergence rate and sample complexity of the random search method with two-point gradient estimates. We prove that the required simulation time for achieving $epsilon$-accuracy in the model-free setup and the total number of function evaluations both scale as $log , (1/epsilon)$.
Many reinforcement learning methods achieve great success in practice but lack theoretical foundation. In this paper, we study the convergence analysis on the problem of the Linear Quadratic Regulator (LQR). The global linear convergence properties a
nd sample complexities are established for several popular algorithms such as the policy gradient algorithm, TD-learning and the actor-critic (AC) algorithm. Our results show that the actor-critic algorithm can reduce the sample complexity compared with the policy gradient algorithm. Although our analysis is still preliminary, it explains the benefit of AC algorithm in a certain sense.
Risk-aware control, though with promise to tackle unexpected events, requires a known exact dynamical model. In this work, we propose a model-free framework to learn a risk-aware controller with a focus on the linear system. We formulate it as a disc
rete-time infinite-horizon LQR problem with a state predictive variance constraint. To solve it, we parameterize the policy with a feedback gain pair and leverage primal-dual methods to optimize it by solely using data. We first study the optimization landscape of the Lagrangian function and establish the strong duality in spite of its non-convex nature. Alongside, we find that the Lagrangian function enjoys an important local gradient dominance property, which is then exploited to develop a convergent random search algorithm to learn the dual function. Furthermore, we propose a primal-dual algorithm with global convergence to learn the optimal policy-multiplier pair. Finally, we validate our results via simulations.
We introduce a new problem setting for continuous control called the LQR with Rich Observations, or RichLQR. In our setting, the environment is summarized by a low-dimensional continuous latent state with linear dynamics and quadratic costs, but the
agent operates on high-dimensional, nonlinear observations such as images from a camera. To enable sample-efficient learning, we assume that the learner has access to a class of decoder functions (e.g., neural networks) that is flexible enough to capture the mapping from observations to latent states. We introduce a new algorithm, RichID, which learns a near-optimal policy for the RichLQR with sample complexity scaling only with the dimension of the latent state space and the capacity of the decoder function class. RichID is oracle-efficient and accesses the decoder class only through calls to a least-squares regression oracle. Our results constitute the first provable sample complexity guarantee for continuous control with an unknown nonlinearity in the system model and general function approximation.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
