Data-driven optimal control via linear transfer operators: a convex approach
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Publication:6157809
Abstract: This paper is concerned with data-driven optimal control of nonlinear systems. We present a convex formulation to the optimal control problem (OCP) with a discounted cost function. We consider OCP with both positive and negative discount factor. The convex approach relies on lifting nonlinear system dynamics in the space of densities using the linear Perron-Frobenius (P-F) operator. This lifting leads to an infinite-dimensional convex optimization formulation of the optimal control problem. The data-driven approximation of the optimization problem relies on the approximation of the Koopman operator using the polynomial basis function. We write the approximate finite-dimensional optimization problem as a polynomial optimization which is then solved efficiently using a sum-of-squares-based optimization framework. Simulation results are presented to demonstrate the efficacy of the developed data-driven optimal control framework.
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Cited in
(10)- Data-driven optimal control with a relaxed linear program
- Data-driven control via Petersen's lemma
- Data-driven nonlinear stabilization using Koopman operator
- Towards global optimal control via Koopman lifts
- Mini-workshop: Analysis of data-driven optimal control. Abstracts from the mini-workshop held May 9--15, 2021 (hybrid meeting)
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