2022/10/26 by Mathieu Granzotto, Olivier Lindamulage de Silva, Granzotto, Mathieu +7
Engineering · #Advanced Control Systems Optimization #FOS: Electrical engineering #FOS: Mathematics #Fuel Cells and Related Materials #Mechanical Circulatory Support Devices #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · pdf · doi:10.48550/arxiv.2210.14459
openalex publication_date 2022/10/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
This paper investigates recursive feasibility, recursive robust stability and near-optimality properties of policy iteration (PI). For this purpose, we consider deterministic nonlinear discrete-time systems whose inputs are generated by PI for undiscounted cost functions. We first assume that PI is recursively feasible, in the sense that the optimization problems solved at each iteration admit a solution. In this case, we provide novel conditions to establish recursive robust stability properties for a general attractor, meaning that the policies generated at each iteration ensure a robust \KL-stability property with respect to a general state measure. We then derive novel explicit bounds on the mismatch between the (suboptimal) value function returned by PI at each iteration and the optimal one. Afterwards, motivated by a counter-example that shows that PI may fail to be recursively feasible, we modify PI so that recursive feasibility is guaranteed a priori under mild conditions. This modified algorithm, called PI+, is shown to preserve the recursive robust stability when the attractor is compact. Additionally, PI+ enjoys the same near-optimality properties as its PI counterpart under the same assumptions. Therefore, PI+ is an attractive tool for generating near-optimal stabilizing control of deterministic discrete-time nonlinear systems.