Mixed $\mathcal{H}_2/\mathcal{H}_\infty$-Policy Learning Synthesis
Optimization and Control
2023-04-18 v2 Systems and Control
Systems and Control
Abstract
A robustly stabilizing optimal control policy in a model-free mixed -control setting is here put forward for counterbalancing the slow convergence and non-robustness of traditional high-variance policy optimization (and by extension policy gradient) algorithms. Leveraging It\^{o}'s stochastic differential calculus, we iteratively solve the system's continuous-time closed-loop generalized algebraic Riccati equation whilst updating its admissible controllers in a two-player, zero-sum differential game setting. Our new results are illustrated by learning-enabled control systems which gather previously disseminated results in this field in one holistic data-driven presentation with greater simplification, improvement, and clarity.
Cite
@article{arxiv.2302.08846,
title = {Mixed $\mathcal{H}_2/\mathcal{H}_\infty$-Policy Learning Synthesis},
author = {Lekan Molu},
journal= {arXiv preprint arXiv:2302.08846},
year = {2023}
}