An Actor Critic Method for Free Terminal Time Optimal Control
Optimization and Control
2022-08-08 v2
Abstract
Optimal control problems with free terminal time present many challenges including nonsmooth and discontinuous control laws, irregular value functions, many local optima, and the curse of dimensionality. To overcome these issues, we propose an adaptation of the model-based actor-critic paradigm from the field of Reinforcement Learning via an exponential transformation to learn an approximate feedback control and value function pair. We demonstrate the algorithm's effectiveness on prototypical examples featuring each of the main pathological issues present in problems of this type.
Cite
@article{arxiv.2208.00065,
title = {An Actor Critic Method for Free Terminal Time Optimal Control},
author = {Evan Burton and Tenavi Nakamura-Zimmerer and Qi Gong and Wei Kang},
journal= {arXiv preprint arXiv:2208.00065},
year = {2022}
}