Integrating Reinforcement Learning and Model Predictive Control with Applications to Microgrids

• URL: http://arxiv.org/abs/2409.11267v1
• Date: Tue, 17 Sep 2024 15:17:16 GMT
• Title: Integrating Reinforcement Learning and Model Predictive Control with Applications to Microgrids
• Authors: Caio Fabio Oliveira da Silva, Azita Dabiri, Bart De Schutter,
• Abstract summary: This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve optimal control problems in mixed-logical dynamical systems. The proposed method significantly reduces the online computation time of the MPC approach and that it generates policies with small optimality gaps and high feasibility rates.
• Score: 14.389086937116582
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to efficiently solve finite-horizon optimal control problems in mixed-logical dynamical systems. Optimization-based control of such systems with discrete and continuous decision variables entails the online solution of mixed-integer quadratic or linear programs, which suffer from the curse of dimensionality. Our approach aims at mitigating this issue by effectively decoupling the decision on the discrete variables and the decision on the continuous variables. Moreover, to mitigate the combinatorial growth in the number of possible actions due to the prediction horizon, we conceive the definition of decoupled Q-functions to make the learning problem more tractable. The use of reinforcement learning reduces the online optimization problem of the MPC controller from a mixed-integer linear (quadratic) program to a linear (quadratic) program, greatly reducing the computational time. Simulation experiments for a microgrid, based on real-world data, demonstrate that the proposed method significantly reduces the online computation time of the MPC approach and that it generates policies with small optimality gaps and high feasibility rates.

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