Youla-REN: Learning Nonlinear Feedback Policies with Robust Stability Guarantees
Ruigang Wang, Ian R. Manchester

TL;DR
This paper introduces Youla-REN, a neural network-based nonlinear control framework with built-in stability guarantees, enabling unconstrained policy learning for uncertain systems.
Contribution
It develops a novel nonlinear Youla parameterization combined with recurrent equilibrium networks, ensuring globally exponentially stable policies with minimal assumptions.
Findings
Guarantees of stability for all policies in the search space
Simplifies learning with unconstrained optimization methods
Validated through diverse simulation examples
Abstract
This paper presents a parameterization of nonlinear controllers for uncertain systems building on a recently developed neural network architecture, called the recurrent equilibrium network (REN), and a nonlinear version of the Youla parameterization. The proposed framework has "built-in" guarantees of stability, i.e., all policies in the search space result in a contracting (globally exponentially stable) closed-loop system. Thus, it requires very mild assumptions on the choice of cost function and the stability property can be generalized to unseen data. Another useful feature of this approach is that policies are parameterized directly without any constraints, which simplifies learning by a broad range of policy-learning methods based on unconstrained optimization (e.g. stochastic gradient descent). We illustrate the proposed approach with a variety of simulation examples.
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Taxonomy
TopicsControl and Stability of Dynamical Systems · Model Reduction and Neural Networks · Advanced Thermodynamics and Statistical Mechanics
