Stabilizing Dynamical Systems via Policy Gradient Methods
- URL: http://arxiv.org/abs/2110.06418v1
- Date: Wed, 13 Oct 2021 00:58:57 GMT
- Title: Stabilizing Dynamical Systems via Policy Gradient Methods
- Authors: Juan C. Perdomo and Jack Umenberger and Max Simchowitz
- Abstract summary: We provide a model-free algorithm for stabilizing fully observed dynamical systems.
We prove that this method efficiently recovers a stabilizing controller for linear systems.
We empirically evaluate the effectiveness of our approach on common control benchmarks.
- Score: 32.88312419270879
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Stabilizing an unknown control system is one of the most fundamental problems
in control systems engineering. In this paper, we provide a simple, model-free
algorithm for stabilizing fully observed dynamical systems. While model-free
methods have become increasingly popular in practice due to their simplicity
and flexibility, stabilization via direct policy search has received
surprisingly little attention. Our algorithm proceeds by solving a series of
discounted LQR problems, where the discount factor is gradually increased. We
prove that this method efficiently recovers a stabilizing controller for linear
systems, and for smooth, nonlinear systems within a neighborhood of their
equilibria. Our approach overcomes a significant limitation of prior work,
namely the need for a pre-given stabilizing control policy. We empirically
evaluate the effectiveness of our approach on common control benchmarks.
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