Near-optimal control with adaptive receding horizon for discrete-time piecewise affine systems

Jia Xu, Lucian Buşoniu, Bart De Schutter

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

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Abstract

We consider the infinite-horizon optimal control of discrete-time, Lipschitz continuous piecewise affine systems with a single input. Stage costs are discounted, bounded, and use a 1 or ∞-norm. Rather than using the usual fixed-horizon approach from model-predictive control, we tailor an adaptive-horizon method called optimistic planning for continuous actions (OPC) to solve the piecewise affine control problem in receding horizon. The main advantage is the ability to solve problems requiring arbitrarily long horizons. Furthermore, we introduce a novel extension that provides guarantees on the closed-loop performance, by reusing data (“learning”) across different steps. This extension is general and works for a large class of nonlinear dynamics. In experiments with piecewise affine systems, OPC improves performance compared to a fixed-horizon approach, while the data-reuse approach yields further improvements.

Original languageEnglish
Title of host publicationIFAC-PapersOnLine
Subtitle of host publicationProceedings 20th IFAC World Congress
EditorsD Dochain, D Henrion, D Peaucelle
Place of PublicationLaxenburg, Austria
PublisherElsevier
Pages4168-4173
Volume50-1
DOIs
Publication statusPublished - 2017
Event20th World Congress of the International Federation of Automatic Control (IFAC), 2017 - Toulouse, France
Duration: 9 Jul 201714 Jul 2017
Conference number: 20
https://www.ifac2017.org

Publication series

NameIFAC-PapersOnLine
PublisherIFAC-Elsevier
Number1
Volume50
ISSN (Print)2405-8963

Conference

Conference20th World Congress of the International Federation of Automatic Control (IFAC), 2017
Abbreviated titleIFAC 2017
Country/TerritoryFrance
CityToulouse
Period9/07/1714/07/17
Internet address

Keywords

  • near-optimality analysis
  • nonlinear predictive control
  • optimistic planning
  • piecewise affine systems

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