2018
DOI: 10.1109/lcsys.2018.2843682
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Learning an Approximate Model Predictive Controller With Guarantees

Abstract: A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of nonlinear systems. Any standard supervised learning technique (e.g. neural networks) can be employed to approximate the MPC from samples. In order to obtain closed-loop guarantees for the learned MPC, a robust MPC design is combined with statistical learning bounds. The MPC desi… Show more

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Cited by 196 publications
(113 citation statements)
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“…Proof. The proof is analogous to [19], except for the satisfaction of the terminal constraint, which is guaranteed by Assumption 4, compare also [48,Thm. 7].…”
Section: ) Robust Tracking Mpcmentioning
confidence: 97%
See 1 more Smart Citation
“…Proof. The proof is analogous to [19], except for the satisfaction of the terminal constraint, which is guaranteed by Assumption 4, compare also [48,Thm. 7].…”
Section: ) Robust Tracking Mpcmentioning
confidence: 97%
“…In [19] the robust constraint tightening is considered for an MPC scheme without terminal constraints, compare Remark 4. Some details regarding the extension/modification of the robust MPC scheme to a setting with terminal constraints are based on [48].…”
Section: ) Terminal Ingredientsmentioning
confidence: 99%
“…However, it is possible to make statistical statements about π approx using Hoeffding's inequality [21]. For the statistical guarantees, we adopt the approach from [13] and use our improved validation criterion as introduced in Proposition 2.…”
Section: Proposition 2 Let Assumption 1 Hold Suppose the Model Mismmentioning
confidence: 99%
“…3) Algorithm: The overall procedure for the AMPC is summarized in Algorithm 3, based on Hertneck et al in [13].…”
Section: Proposition 2 Let Assumption 1 Hold Suppose the Model Mismmentioning
confidence: 99%
“…Although there are some novel results in the research on guarantees, e.g. [11], [12], the problem is still open.…”
Section: Introductionmentioning
confidence: 99%