Predictive Control with Learning-Based Terminal Costs Using Approximate Value Iteration

TL;DR

This paper introduces a novel predictive control method that combines approximate value iteration with learning-based terminal costs, enabling shorter horizons and stability without needing a local stabilizing controller.

Contribution

It merges terminally unconstrained predictive control with approximate value iteration to derive stability-guaranteeing horizons without initial stabilizing controllers.

Findings

Shorter minimal horizons compared to previous methods

Achieves asymptotic stability with approximation errors considered

Extends recent ADP-based terminal cost studies

Abstract

Stability under model predictive control (MPC) schemes is frequently ensured by terminal ingredients. Employing a (control) Lyapunov function as the terminal cost constitutes a common choice. Learning-based methods may be used to construct the terminal cost by relating it to, for instance, an infinite-horizon optimal control problem in which the optimal cost is a Lyapunov function. Value iteration, an approximate dynamic programming (ADP) approach, refers to one particular cost approximation technique. In this work, we merge the results of terminally unconstrained predictive control and approximate value iteration to draw benefits from both fields. A prediction horizon is derived in dependence on different factors such as approximation-related errors to render the closed-loop asymptotically stable further allowing a suboptimality estimate in comparison to an infinite horizon optimal cost. The result extends recent studies on predictive control with ADP-based terminal costs, not requiring a local initial stabilizing controller. We compare this controller in simulation with other terminal cost options to show that the proposed approach leads to a shorter minimal horizon in comparison to previous results.