paper-with-me

홈 › Papers

Reinforcement Learning for Mixed-Integer Problems Based on MPC

2020-04-03 · Sebastien Gros, Mario Zanon

Model Predictive Control has been recently proposed as policy approximation for Reinforcement Learning, offering a path towards safe and explainable Reinforcement Learning. This approach has been investigated for Q-learning and actor-critic methods, both in the context of nominal Economic MPC and Robust (N)MPC, showing very promising results. In that context, actor-critic methods seem to be the most reliable approach. Many applications include a mixture of continuous and integer inputs, for which the classical actor-critic methods need to be adapted. In this paper, we present a policy approximation based on mixed-integer MPC schemes, and propose a computationally inexpensive technique to generate exploration in the mixed-integer input space that ensures a satisfaction of the constraints. We then propose a simple compatible advantage function approximation for the proposed policy, that allows one to build the gradient of the mixed-integer MPC-based policy.

📄 PDF Abstract BibTeX arXiv:2004.01430

Code (0)

등록된 구현이 없습니다.

Tasks

Model Predictive ControlQ-Learningreinforcement-learningReinforcement LearningReinforcement Learning (RL)

Methods 이 논문이 사용한 방법론

Q-Learning Q-Learning is an off-policy temporal difference control algorithm: $$Q\left(S\_{t}, A\_{t}\right) \leftarrow Q\left(S\_{t}, A\_{t}\right) + \alpha\left[R_{t+1} +…

Similar Papers 제목 키워드 기반

Convex mixed-integer optimization with Frank-Wolfe methods

2022-08-23 · Deborah Hendrych, Hannah Troppens, Mathieu Besançon, Sebastian Pokutta

Mixed-integer nonlinear optimization encompasses a broad class of problems that present both theoretical and computational challenges. We propose a new type of method to solve these problems based on a branch-and-bound a…

Mixed-Integer Optimal Control via Reinforcement Learning: A Case Study on Hybrid Electric Vehicle Energy Management

2023-05-02 · Jinming Xu, Nasser Lashgarian Azad, Yuan Lin

Many optimal control problems require the simultaneous output of discrete and continuous control variables. These problems are usually formulated as mixed-integer optimal control (MIOC) problems, which are challenging to…

continuous-controlContinuous Controlenergy managementManagement+3

Fast Switching in Mixed-Integer Model Predictive Control

2024-11-28 · Artemi Makarow, Christian Kirches

We derive stability results for finite control set and mixed-integer model predictive control with a downstream oversampling phase. The presentation rests upon the inherent robustness of model predictive control with sta…

Model Predictive Control

Accelerating Cutting-Plane Algorithms via Reinforcement Learning Surrogates

2023-07-17 · Kyle Mana, Fernando Acero, Stephen Mak, Parisa Zehtabi 외

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimizat…

Combinatorial OptimizationManagementreinforcement-learningReinforcement Learning+1

Smart Feasibility Pump: Reinforcement Learning for (Mixed) Integer Programming

2021-02-18 · Meng Qi, Mengxin Wang, Zuo-Jun Shen

In this work, we propose a deep reinforcement learning (DRL) model for finding a feasible solution for (mixed) integer programming (MIP) problems. Finding a feasible solution for MIP problems is critical because many suc…

Deep Reinforcement Learningreinforcement-learningReinforcement LearningReinforcement Learning (RL)