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optimal control

nounAlso: optimal control theory, linear-quadratic regulator, LQR, iterative LQR, iLQR, differential dynamic programming

In plain wordsFinding the best way to steer a system over time, such as the most fuel-efficient path for a rocket or the smoothest motion for a robot arm, by minimizing a cost while obeying the laws of motion.

  1. The branch of control theorycontrol theory, n.: The mathematics of making machines behave as intended by constantly measuring what they are doing and correcting them, as a thermostat, cruise control or self-balancing robot does. that seeks control inputs, as functions of time or of state, that minimize a cost functional — typically a running cost on state and effort plus a terminal cost — subject to the system's dynamics and constraints. Its two classical foundations are Pontryagin's maximum principle, which gives necessary conditions for an optimal trajectory, and Bellman's dynamic programmingdynamic programming, n.: A problem-solving method that breaks a big problem into smaller overlapping pieces, solves each piece once and reuses the answers — the basis for computing the best long-term strategy step by step., which characterizes the optimal feedback law through a value function satisfying the Hamilton–Jacobi–Bellman equation, the continuous-time counterpart of the Bellman equationBellman equation, n.: A rule saying that how good a situation is equals the reward you get now plus how good the next situation is, slightly discounted — so long-term planning can be solved one step at a time. in reinforcement learningreinforcement learning, n.: A way of teaching a computer program by trial and error: it tries actions, earns points for good results and penalties for bad ones, and gradually learns which choices pay off over time.. The linear-quadratic regulator (LQR), for linear dynamics and quadratic costs, has a closed-form solution through the Riccati equation and is a workhorse of robotics; for nonlinear systems, differential dynamic programming and iterative LQR solve a sequence of local approximations. Trajectory optimizationtrajectory optimization, n.: Calculating the best way for a robot to move over time, choosing exact positions, speeds and forces moment by moment so the motion is smooth, fast or energy-efficient and avoids obstacles. and model predictive controlmodel predictive control, n.: A control method that repeatedly plans the best moves a few seconds ahead using a model of the machine, carries out only the first move, then plans again with fresh measurements. are its main computational offshoots, and reinforcement learning can be viewed as optimal control with unknown or sampled dynamics.

    We linearize around the upright pose and use LQR to keep the robot balanced.

min⁡u(⋅)  ϕ(x(T))+∫0Tℓ(x(t),u(t)) dts.t.x˙=f(x,u)\min_{u(\cdot)}\; \phi\big(x(T)\big) + \int_{0}^{T} \ell\big(x(t), u(t)\big)\, dt \quad \text{s.t.}\quad \dot{x} = f(x, u)

Origin

Rooted in the calculus of variations, beginning with Johann Bernoulli's brachistochrone problem (1696), optimal control took its modern form in the 1950s with Richard Bellman's dynamic programming and the maximum principle of Lev Pontryagin and colleagues (announced 1956), followed by Rudolf Kálmán's linear-quadratic regulator (1960) and David Mayne's differential dynamic programming (1966).

Related

See also
  • control theorycontrol theory, n.: The mathematics of making machines behave as intended by constantly measuring what they are doing and correcting them, as a thermostat, cruise control or self-balancing robot does.
  • model predictive controlmodel predictive control, n.: A control method that repeatedly plans the best moves a few seconds ahead using a model of the machine, carries out only the first move, then plans again with fresh measurements.
  • trajectory optimizationtrajectory optimization, n.: Calculating the best way for a robot to move over time, choosing exact positions, speeds and forces moment by moment so the motion is smooth, fast or energy-efficient and avoids obstacles.
  • dynamic programmingdynamic programming, n.: A problem-solving method that breaks a big problem into smaller overlapping pieces, solves each piece once and reuses the answers — the basis for computing the best long-term strategy step by step.
  • Bellman equationBellman equation, n.: A rule saying that how good a situation is equals the reward you get now plus how good the next situation is, slightly discounted — so long-term planning can be solved one step at a time.
  • reinforcement learningreinforcement learning, n.: A way of teaching a computer program by trial and error: it tries actions, earns points for good results and penalties for bad ones, and gradually learns which choices pay off over time.

Sources

  1. Pontryagin, L. S., Boltyanskii, V. G., Gamkrelidze, R. V. & Mishchenko, E. F. (1962). The Mathematical Theory of Optimal Processes. Interscience.
  2. Bellman, R. (1957). Dynamic Programming. Princeton University Press.

Mentioned in

control theorycontrol theory, n.: The mathematics of making machines behave as intended by constantly measuring what they are doing and correcting them, as a thermostat, cruise control or self-balancing robot does., model predictive controlmodel predictive control, n.: A control method that repeatedly plans the best moves a few seconds ahead using a model of the machine, carries out only the first move, then plans again with fresh measurements., PID controllerPID controller, n.: The most common automatic controller in industry. It corrects a machine using three ingredients: how far off it is now, how long it has been off, and how fast the error is changing., trajectory optimizationtrajectory optimization, n.: Calculating the best way for a robot to move over time, choosing exact positions, speeds and forces moment by moment so the motion is smooth, fast or energy-efficient and avoids obstacles.