Aims

The aims of the course are to:

• introduce methods for feedback system design based on the optimization of an objective, including reinforcement learning and predictive control.
• demonstrate how such control laws can be computed and implemented in practice.

Objectives

As specific objectives, by the end of the course students should be able to:

• understand the derivation and application of optimal control methods.
• appreciate the main ideas, applications and techniques of predictive control and reinforcement learning.

Content

Optimal Control (7L + 1 examples class, Prof F Forni)

• Formulation of convex optimisation problems
• Status of theoretical results and algorithms
• Formulation of optimal control problems. Typical applications
• Optimal control with full information (dynamic programming)
• Control of Linear Systems with a quadratic objective function
• Output feedback: ‘LQG’ control
• Control design with an “H-infinity” criterion

Predictive Control and an Introduction to Reinforcement Learning (7L + 1 examples class, Prof G Vinnicombe)

• What is predictive control? Importance of constraints. Flexibility of specifications. Typical applications
• Basic formulation of predictive control problem without constraints and the receding horizon concept. Comparison with unconstrained Linear Quadratic Regulator
• Including constraints in the problem formulation. Constrained convex optimization
• Terminal conditions for stability 
• Emerging applications: advantages and challenges
• Policy and generalized policy iteration; rollout algorithms and predictive control
• Approximate dynamic programming
• Deep neural nets as universal approximators for value and policy.
• Simulation based vs state space models - Q learning.