English

Learning-based MPC from Big Data Using Reinforcement Learning

Systems and Control 2023-01-05 v1 Machine Learning Systems and Control

Abstract

This paper presents an approach for learning Model Predictive Control (MPC) schemes directly from data using Reinforcement Learning (RL) methods. The state-of-the-art learning methods use RL to improve the performance of parameterized MPC schemes. However, these learning algorithms are often gradient-based methods that require frequent evaluations of computationally expensive MPC schemes, thereby restricting their use on big datasets. We propose to tackle this issue by using tools from RL to learn a parameterized MPC scheme directly from data in an offline fashion. Our approach derives an MPC scheme without having to solve it over the collected dataset, thereby eliminating the computational complexity of existing techniques for big data. We evaluate the proposed method on three simulated experiments of varying complexity.

Keywords

Cite

@article{arxiv.2301.01667,
  title  = {Learning-based MPC from Big Data Using Reinforcement Learning},
  author = {Shambhuraj Sawant and Akhil S Anand and Dirk Reinhardt and Sebastien Gros},
  journal= {arXiv preprint arXiv:2301.01667},
  year   = {2023}
}