Lessons from AlphaZero for Optimal, Model Predictive, and Adaptive Control

• URL: http://arxiv.org/abs/2108.10315v1
• Date: Fri, 20 Aug 2021 19:17:35 GMT
• Title: Lessons from AlphaZero for Optimal, Model Predictive, and Adaptive Control
• Authors: Dimitri Bertsekas
• Abstract summary: We show that the principal AlphaZero/TDGammon ideas of approximation in value space and rollout apply very broadly to deterministic and optimal control problems. These ideas can be effectively integrated with other important methodologies such as model control, adaptive control, decentralized control, and neural network-based value and policy approximations.
• Score: 0.0
• License: http://creativecommons.org/licenses/by-nc-nd/4.0/
• Abstract: In this paper we aim to provide analysis and insights (often based on visualization), which explain the beneficial effects of on-line decision making on top of off-line training. In particular, through a unifying abstract mathematical framework, we show that the principal AlphaZero/TD-Gammon ideas of approximation in value space and rollout apply very broadly to deterministic and stochastic optimal control problems, involving both discrete and continuous search spaces. Moreover, these ideas can be effectively integrated with other important methodologies such as model predictive control, adaptive control, decentralized control, discrete and Bayesian optimization, neural network-based value and policy approximations, and heuristic algorithms for discrete optimization.

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