Model-free learning-based control methods have seen great success recently. However, such methods typically suffer from poor sample complexity and limited convergence guarantees. This is in sharp contrast to classical model-based control, which has a rich theory but typically requires strong modeling assumptions. In this paper, we combine the two approaches to achieve the best of both worlds. We consider a dynamical system with both linear and non-linear components and develop a novel approach to use the linear model to define a warm start for a model-free, policy gradient method. We show this hybrid approach outperforms the model-based controller while avoiding the convergence issues associated with model-free approaches via both numerical experiments and theoretical analyses, in which we derive sufficient conditions on the non-linear component such that our approach is guaranteed to converge to the (nearly) global optimal controller.
@article{arxiv.2006.07476,
title = {Combining Model-Based and Model-Free Methods for Nonlinear Control: A Provably Convergent Policy Gradient Approach},
author = {Guannan Qu and Chenkai Yu and Steven Low and Adam Wierman},
journal= {arXiv preprint arXiv:2006.07476},
year = {2020}
}