Data-Driven Optimal Control via Linear Programming: Boundedness Guarantees

The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation, versatility, and predisposition to be employed in model-free settings,...

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Vydáno v:IEEE transactions on automatic control Ročník 70; číslo 3; s. 1683 - 1697
Hlavní autoři: Falconi, Lucia, Martinelli, Andrea, Lygeros, John
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York IEEE 01.03.2025
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Témata:
Aerospace electronics
Approximate dynamic programming (ADP)
Constraints
Costs
data-driven control
Dynamic programming
Linear programming
linear programming (LP)
Mathematical models
Optimal control
Symmetric matrices
ISSN:0018-9286, 1558-2523
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Shrnutí:The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation, versatility, and predisposition to be employed in model-free settings, the LP approach has not enjoyed the same popularity as the other methods. The reason is the often poor scalability of the exact LP approach and the difficulty to obtain bounded solutions for a reasonable amount of constraints. We mitigate these issues here, by investigating fundamental geometric features of the LP and developing sufficient conditions to guarantee finite solutions with minimal constraints. In the model-free context, we show that boundedness can be guaranteed by a suitable choice of dataset and objective function.
Bibliografie:ObjectType-Article-1
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ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2024.3465536