Model predictive control and reinforcement learning as two complementary frameworks

in International Journal of Tomography & Statistics (2007), 6

Model predictive control (MPC) and reinforcement learning (RL) are two popular families of methods to control system dynamics. In their traditional setting, they formulate the control problem as a ... [more ▼]

Model predictive control (MPC) and reinforcement learning (RL) are two popular families of methods to control system dynamics. In their traditional setting, they formulate the control problem as a discrete-time optimal control problem and compute a suboptimal control policy. We present in this paper in a unified framework these two families of methods. We run for MPC and RL algorithms simulations on a benchmark control problem taken from the power system literature and discuss the results obtained. [less ▲]