Seminar Slides for From the Earth to the Moon. How can we make decisions? General considerations. 3. A simple system k b m Force exerted by the spring: Force exerted by the damper: adaptive optimal control algorithm •Great impact on the field of Reinforcement Learning – smaller representation than models – automatically focuses attention to where it is needed i.e., no sweeps through state space – though does not solve the exploration versus exploitation issue I My mathematically oriented research monograph “Stochastic Optimal Control" (with S. Today’s Lecture 1. The tissue is embedded in paraffin blocks, cut at an optimal thickness, and placed on an unbaked SuperFrost® Plus Slide. Optimal Reactive Power Control in Renewable Energy Sources: Comparing a metaheuristic versus a deterministic method Renewable energy sources such as photovoltaics and wind turbines are increasingly penetrating electricity grids. The following slides are supplied to aid control educators in the preparation and presentation of course material. Alternatively for the individual reader, the slides provide a summary of key control concepts presented in the text. Optimal Control and Planning CS 294-112: Deep Reinforcement Learning Sergey Levine. For control inequality constraints, the solution to LQR applies with the resulting control truncated at limit values. • Optimal control trajectories converge to (0,0) • If N is large, the part of the problem for t > N can be neglected • Infinite-horizon optimal control ≈ horizon-N optimal control x1 x2 t > N Optimal control trajectories . References Quite a fewExact DPbooks (1950s-present starting with Bellman). Contribute to mail-ecnu/Reinforcement-Learning-and-Optimal-Control development by creating an account on GitHub. •Start early, this one will take a bit longer! Reinforcement Learning turns out to be the key to this! It is emerging as the computational framework of choice for studying the neural control of movement, in much the same way that probabilistic infer- ... namely, the optimal currency float. Introduction. •Non-linear motion, Quadratic reward, Gaussian noise: 3 Units. Optimal Control through Calculus of Variation. Remember project proposals next Wednesday! Generally not Optimal Optimal Control is off-line, and needs to know the system dynamics to solve design eqs. Videos and slides on Reinforcement Learning and Optimal Control. linear or neural net) n Roll-out u 0, u 1, …, u Hor OR: n Model-Predictive Control (MPC) n Just take the first action u 0or then resolve the optimization Classical Numerical Methods to Solve Optimal Control Problems; Linear Quadratic Regulator (LQR) Theory Problem Formulation. Optimal control with several targets: the need of a rate-independent memory Fabio Bagagiolo University of Trento –Italy CoSCDS Padova September 25-29 2017. To this end, the opti-mization objective J Other Course Slide Sets Lecture Slides for Aircraft Flight Dynamics. Once the optimal path or value of the control variables is found, the - Some(quadratic) function of state (e.g. Riccati Equation, Differential Dynamic Programming; Feb 20: Ways to reduce the curse of dimensionality Goal: Tricks of the trade. Necessary Conditions of Optimality - Linear Systems Linear Systems Without and with state constraints. Review of Calculus of Variations – I; Review of Calculus of Variations – II; Optimal Control Formulation Using Calculus of Variations; Classical Numerical Techniques for Optimal Control. Essentials of Robust Control These slides will be updated when I have time. Optimal Control Theory is a modern approach to the dynamic optimization without being constrained to Interior Solutions, nonetheless it still relies on di erentiability. Today’s Lecture 1. Optimal Control: Linear Quadratic Regulator (LQR) System Performance Index Leibniz’s formula‐ Optimal Control is SVFB Algebraic Riccati equation dV dHx u Ax Bu Px xQx uRu(, , ) 2( ) 0 TT T du x du Stationarity Condition 20Ru B Px T ()() ()TT T T T T T T d V x … Variations on optimal control problem • time varying costs, dynamics, constraints – discounted cost – convergence to nonzero desired state – tracking time-varying desired trajectory • coupled state and input constraints, e.g., (x(t),u(t)) ∈ P ... mpc_slides.dvi Created Date: Linear Optimal Control *Slides based in part on Dr. Mike Stilman’sslides 11/04/2014 2 Linear Quadratic Regulator (LQR) • Remember Gains: K p and K d • LQR is an automated method for choosing OPTIMAL gains • Optimal with respect to what? I For slides and videolecturesfrom 2019 and 2020 ASU courses, see my website. Classes of problems. EE392m - Spring 2005 Gorinevsky Control Engineering 14-13 Realization theory. Time-varying and periodic systems. control and states) and how to approximate the continuous time dynamics. Minimum time. Linear quadratic regulator. The slides are closely related to the text, aiding the educator in producing carefully integrated course material. Methods differs for the variables to be discretized (i.e. Read the TexPoint manual before you delete this box. The approach di ers from Calculus of Variations in that it uses Control Variables to optimize the functional. Many slides and figures adapted from Stephen Boyd [optional] Boyd and Vandenberghe, Convex Optimization, Chapters 9 – 11 [optional] Betts, Practical Methods for Optimal Control Using Nonlinear Programming TexPoint fonts used in EMF. 2. discrete time linear optimal control (LQR) 3. linearizing around an operating point 4. linear model predictive control 5. Class Notes 1. Optimal Control Lectures 19-20: Direct Solution Methods Benoˆıt Chachuat Department of Chemical Engineering Spring 2009 Benoˆıt Chachuat (McMaster University) Direct Methods Optimal Control 1 / 32 Optimal Control Formulation We are concerned with numerical solution procedures for optimal control • Assuming already know the optimal path from each new terminal point (xj k+1), can establish optimal path to take from xi k using J (x k i,t k) = min ΔJ(x ki,x j +1)+ J (xj) xj k+1 – Then for each x ki, output is: iBest x k+1 to pick, because it gives lowest cost Control input required to … Dealing with state- or state-control (mixed) constraints is more difficult, and the resulting conditions of optimality are very complex. Classes of optimal control systems •Linear motion, Quadratic reward, Gaussian noise: •Solved exactly and in closed form over all state space by “Linear Quadratic Regulator” (LQR). Examples are countries that ... of whether optimal capital control policy is macroprudential in the slides chapter 10 fixed exchange rates, taxes, and capital controls. The original optimal control problem is discretized and transcribed to a Non Linear Programming (NLP). Lecture Slides for Space System Design. A 13-lecture course, Arizona State University, 2019 Videos on Approximate Dynamic Programming. Through the use of inverters they can aid in the compensation of reactive power when needed, lowering their power factor. Bellman equation, slides; Feb 18: Linear Quadratic Regulator, Goal: An important special case. Introduction to model-based reinforcement learning 2. We want to find optimal control solutions Online in real-time Using adaptive control techniques Without knowing the full dynamics For nonlinear systems and general performance indices What if we know the dynamics? : AAAAAAAAAAAA. • Optimal control of dynamic systems (ODE, DAE) • Multi-objective optimization (joint work with Filip Logist) • State and parameter estimation • Feedback control (NMPC) and closed loop simulation tools • Robust optimal control • Real-Time MPC and Code Export ACADO Toolkit - Automatic Control and Dynamic Optimization – p. 5/24 Optimal Control Solution • Method #1: Partial Discretization – Divide Trajectory into Segments and Nodes – Numerically integrate node states – Impulsive Control at Nodes (or Constant Thrust Between Nodes) – Numerically integrated gradients – Solve Using Subspace Trust Region Method • Method #2: Transcription and Nonlinear Programming Optimal control and dynamic programming; linear quadratic regulator. AN INTRODUCTION TO OPTIMAL CONTROL 23 Definition 5 (Lie Algebra of F) Let F be a family of smooth vector fields on a smooth manifold Mand denote by ˜(M)the set of all C1 vector fields on M. The Lie algebra Lie(F) generated by F is the smallest Lie subalgebra of ˜(M) containing Minimize distance to goal) Examples and applications from digital filters, circuits, signal processing, and control systems. Optimal Control --Approaches shooting collocation Return open-loop controls u 0, u 1, …, u H Return feedback policy (e.g. Contents •The need of rate-independent memory –Continuous memory/hysteresis •Dynamic programming with hysteresis The principal reference is Stengel, R., Optimal Control and Estimation, Dover Publications, NY, 1994. In MPC, one often introduces additional terminal conditions, consisting of a ter-minal constraint set X 0 X and a terminal cost F : X 0!R. My books: I My two-volume textbook "Dynamic Programming and Optimal Control" was updated in 2017. Control slides are prepared using human tissue that has been collected, tracked, maintained and processed with the highest standards. Issues in optimal control theory 2. Homework 3 is out! Class Notes 1. Optimal Control and Planning CS 285: Deep Reinforcement Learning, Decision Making, and Control Sergey Levine. Optimal Control Theory Emanuel Todorov University of California San Diego Optimal control theory is a mature mathematical discipline with numerous applications in both science and engineering. One of the two big algorithms in control (along with EKF). More general optimal control problems Many features left out here for simplicity of presentation: • multiple dynamic stages • differential algebraic equations (DAE) instead of ODE • explicit time dependence • constant design parameters LQR variants 6. model predictive control for non-linear systems. MAE 546, Optimal Control and Estimation But some countries lack the ability to conduct exchange-rate policy. The NLP is solved using well-established optimization methods. Goal: Use of value function is what makes optimal control special. We investigate optimal control of linear port-Hamiltonian systems with control constraints, in which one aims to perform a state transition with minimal energy supply. Allow 7-10 business days for delivery. Motivation. Linear estimation and the Kalman filter. See Applied optimal control… 2. Homework 3 is out! solving the optimal control problem in Step 1 of Algorithm 1, which is usually done numerically. Lyapunov theory and methods. Introduction to model-based reinforcement learning 2. … Last updated on August 28, 2000. Lecture Slides for Robotics and Intelligent Systems. Introduction to Optimal Control Organization 1. slides •Start early, this one will take a bit longer! 2 Introduction ... 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