Reinforcement Learning-Based Model Predictive Control for Discrete-Time Systems.

Abstract

This article proposes a novel reinforcement learning-based model predictive control (RLMPC) scheme for discrete-time systems. The scheme integrates model predictive control (MPC) and reinforcement learning (RL) through policy iteration (PI), where MPC is a policy generator and the RL technique is employed to evaluate the policy. Then the obtained value function is taken as the terminal cost of MPC, thus improving the generated policy. The advantage of doing so is that it rules out the need for the offline design paradigm of the terminal cost, the auxiliary controller, and the terminal constraint in traditional MPC. Moreover, RLMPC proposed in this article enables a more flexible choice of prediction horizon due to the elimination of the terminal constraint, which has great potential in reducing the computational burden. We provide a rigorous analysis of the convergence, feasibility, and stability properties of RLMPC. Simulation results show that RLMPC achieves nearly the same performance as traditional MPC in the control of linear systems and exhibits superiority over traditional MPC for nonlinear ones.