Towards global optimal control via Koopman lifts

DOI10.1016/J.AUTOMATICA.2021.109610zbMATH Open1478.49015arXiv2003.01265OpenAlexW3184301789MaRDI QIDQ2665634FDOQ2665634

Authors: Mario E. Villanueva, Colin N. Jones, Boris Houska 

Publication date: 19 November 2021

Published in: Automatica (Search for Journal in Brave)

Abstract: This paper introduces a framework for solving time-autonomous nonlinear infinite horizon optimal control problems, under the assumption that all minimizers satisfy Pontryagin's necessary optimality conditions. In detail, we use methods from the field of symplectic geometry to analyze the eigenvalues of a Koopman operator that lifts Pontryagin's differential equation into a suitably defined infinite dimensional symplectic space. This has the advantage that methods from the field of spectral analysis can be used to characterize globally optimal control laws. A numerical method for constructing optimal feedback laws for nonlinear systems is then obtained by computing the eigenvalues and eigenvectors of a matrix that is obtained by projecting the Pontryagin-Koopman operator onto a finite dimensional space. We illustrate the effectiveness of this approach by computing accurate approximations of the optimal nonlinear feedback law for a Van der Pol control system, which cannot be stabilized by a linear control law.

Full work available at URL: https://arxiv.org/abs/2003.01265

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zbMATH Keywords

Pontryagin's maximum principleoptimal feedback controlsymplectic geometryKoopman operators

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Symplectic manifolds (general theory) (53D05) Feedback control (93B52) Optimal feedback synthesis (49N35) Operator-theoretic methods (93B28)

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Cited In (3)

• Methodologies. Solving optimal control problems for monotone systems using the Koopman operator
• Optimal control formulation of pulse-based control using Koopman operator
• Koopman modeling and optimal control for microbial fed-batch fermentation with switching operators

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