Koopman-based Policy Iteration for Robust Optimal Control
Optimization and Control
2022-04-26 v1 Systems and Control
Systems and Control
Abstract
Classically, the optimal control problem in the presence of an adversary is formulated as a two-player zero-sum differential game or an control problem. The solution to these problems can be obtained by solving the Hamilton-Jacobi-Issac equation (HJIE). We provide a novel Koopman-based expression of the HJIE, where the solutions can be obtained through the approximation of the Koopman operator itself. In particular, we developed a data-driven and model based policy iteration algorithm for approximating the optimal value function using a finite-dimensional approximation of the Koopman operator and generator.
Cite
@article{arxiv.2204.10987,
title = {Koopman-based Policy Iteration for Robust Optimal Control},
author = {Alexander Krolicki and Sarang Sutavani and Umesh Vaidya},
journal= {arXiv preprint arXiv:2204.10987},
year = {2022}
}