HJB Optimal Feedback Control with Deep Differential Value Functions and Action Constraints
Learning optimal feedback control laws capable of executing optimal trajectories is essential for many robotic applications. Such policies can be learned using reinforcement learning or planned using optimal control. While reinforcement learning is sample inefficient, optimal control only plans an optimal trajectory from a specific starting configuration. In this paper we propose deep optimal feedback control to learn an optimal feedback policy rather than a single trajectory. By exploiting the inherent structure of the robot dynamics and strictly convex action cost, we can derive principled cost functions such that the optimal policy naturally obeys the action limits, is globally optimal and stable on the training domain given the optimal value function. The corresponding optimal value function is learned end-to-end by embedding a deep differential network in the Hamilton-Jacobi-Bellmann differential equation and minimizing the error of this equality while simultaneously decreasing the discounting from short- to far-sighted to enable the learning. Our proposed approach enables us to learn an optimal feedback control law in continuous time, that in contrast to existing approaches generates an optimal trajectory from any point in state-space without the need of replanning. The resulting approach is evaluated on non-linear systems and achieves optimal feedback control, where standard optimal control methods require frequent replanning.
Code (0)
등록된 구현이 없습니다.
Tasks
reinforcement-learningReinforcement LearningReinforcement Learning (RL)Similar Papers 제목 키워드 기반
On Differential Controllability and Observability Functions
Differential balancing theory for nonlinear model reduction relies on differential controllability and observability functions. In this paper, we further investigate them from two different perspectives. First, we establ…
Regularity and stability of feedback relaxed controls
This paper proposes a relaxed control regularization with general exploration rewards to design robust feedback controls for multi-dimensional continuous-time stochastic exit time problems. We establish that the regulari…
Decision MakingBeyond Quadratic Costs in LQR: Bregman Divergence Control
In the past couple of decades, the use of ``non-quadratic" convex cost functions has revolutionized signal processing, machine learning, and statistics, allowing one to customize solutions to have desired structures and …
Model Predictive ControlRectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems
In this paper, we establish that for a wide class of controlled stochastic differential equations (SDEs) with stiff coefficients, the value functions of corresponding zero-sum games can be represented by a deep artificia…
Visibility Optimization for Surveillance-Evasion Games
We consider surveillance-evasion differential games, where a pursuer must try to constantly maintain visibility of a moving evader. The pursuer loses as soon as the evader becomes occluded. Optimal controls for game can …