Abstract

In this work, we devise a new, general-purpose reinforcement learning strategy for the optimal control of parametric dynamical systems. Such problems frequently arise in applied sciences and engineering and entail a significant complexity when control and/or state variables are distributed in high-dimensional space or depend on varying parameters. Traditional numerical methods, relying on either iterative minimization algorithms -- exploiting, e.g., the solution of the adjoint problem -- or dynamic programming -- also involving the solution of the Hamilton-Jacobi-Bellman (HJB) equation -- while reliable, often become computationally infeasible. In this paper, we propose HypeRL a deep reinforcement learning (DRL) framework to overcome the limitations shown by traditional methods. HypeRL aims at approximating the optimal control policy directly. Specifically, we employ an actor-critic DRL approach to learn an optimal feedback control strategy that can generalize across the range of varia

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