Learning‐based model predictive control under value iteration with finite approximation errors

Abstract

AbstractThis paper proposes a novel learning‐based model predictive control (LMPC) scheme for discrete‐time nonlinear systems. It overcomes the challenge of manually designing the terminal conditions for traditional MPC and enhances the control performance. The scheme employs the value iteration (VI) in reinforcement learning (RL), and autonomously designs the terminal cost by iteratively performing value function learning and policy update under known dynamics and constraints. In contrast to the existing schemes that combine RL with MPC, the proposed scheme explicitly considers the approximation errors in each iteration. Further, a rigorous theoretical analysis is provided, including the convergence of VI, the stability and performance of the closed‐loop system. In addition, the influences of the prediction horizon and the initial terminal cost on performance are also investigated. Simulation results of a linear system verify the theoretical properties of the LMPC and show that it achieves (near‐)optimal performance. Moreover, its unique superiority over traditional MPC is fully demonstrated in a nonholonomic vehicle regulation example.