Title :
Reinforcement Learning Versus Model Predictive Control: A Comparison on a Power System Problem
Author :
Ernst, Damien ; Glavic, Mevludin ; Capitanescu, Florin ; Wehenkel, Louis
Author_Institution :
Belgian Nat. Fund for Sci. Res., Brussels
fDate :
4/1/2009 12:00:00 AM
Abstract :
This paper compares reinforcement learning (RL) with model predictive control (MPC) in a unified framework and reports experimental results of their application to the synthesis of a controller for a nonlinear and deterministic electrical power oscillations damping problem. Both families of methods are based on the formulation of the control problem as a discrete-time optimal control problem. The considered MPC approach exploits an analytical model of the system dynamics and cost function and computes open-loop policies by applying an interior-point solver to a minimization problem in which the system dynamics are represented by equality constraints. The considered RL approach infers in a model-free way closed-loop policies from a set of system trajectories and instantaneous cost values by solving a sequence of batch-mode supervised learning problems. The results obtained provide insight into the pros and cons of the two approaches and show that RL may certainly be competitive with MPC even in contexts where a good deterministic system model is available.
Keywords :
closed loop systems; control system synthesis; nonlinear control systems; open loop systems; optimal control; power system control; predictive control; unsupervised learning; batch-mode supervised learning; cost function; deterministic electrical power oscillations damping problem; discrete-time optimal control problem; interior-point solver; minimization problem; model predictive control; model-free way closed-loop policies; nonlinear controller synthesis; open-loop policies; power system problem; reinforcement learning; Approximate dynamic programming (ADP); electric power oscillations damping; fitted $Q$ iteration; fitted $Q$ iteration; interior-point method (IPM); model predictive control (MPC); reinforcement learning (RL); tree-based supervised learning (SL);
Journal_Title :
Systems, Man, and Cybernetics, Part B: Cybernetics, IEEE Transactions on
Conference_Location :
12/16/2008 12:00:00 AM
DOI :
10.1109/TSMCB.2008.2007630