Model predictive control and reinforcement learning as two complementary frameworks

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.