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Data-driven Rollout for Deterministic Optimal Control

2021/05/07 by Yuchao Li, Li, Yuchao, Karl Henrik Johansson +4
Computer Science · Engineering · #Advanced Control Systems Optimization #Control Systems and Identification #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Reinforcement Learning in Robotics #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2105.03116

openalex publication_date 2021/05/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for continuous dynamics and iterative tasks, and propose a rollout algorithm that relies on sampled data generated by some base policy. The proposed algorithm is based on value and policy iteration ideas, and applies to deterministic problems with arbitrary state and control spaces, and arbitrary dynamics. It admits extensions to problems with trajectory constraints, and a multiagent structure.

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