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Topic 

Stability of optimal and near-optimal control laws

Abstract

This talk presents an overview of our recent results on stability of various optimal and near-optimal control laws for nonlinear systems. Our work lies in the intersection of (approximate) dynamic programming and Lyapunov stability theory. The talk will start with discounted optimal control and we will state conditions under which the closed-loop system with the optimal controller is stabilizing. Both stochastic and deterministic results will be highlighted. Then we will present a summary of our recent results on the classical approximate dynamic programming algorithms for nonlinear deterministic systems: value iteration (VI) and policy iteration (PI). VI and PI provide a foundation for a range of optimal control, planning, and reinforcement learning algorithms.

Novel applications of VI-based control algorithms, such as reinforcement learning, in safety-critical systems imposes extra requirements on control laws generated by VI – in particular, stability and safety. We will discuss results on stability, robustness and near optimality of VI-based control laws to address such questions. Finally, if the time permits, a summary of our recent work on PI, which proposes a new type of PI algorithm that guarantees its recursive feasibility and stability, will be presented.

This work was done in collaboration with Mathieu Granzotto, Romain Postoyan, Jamal Daafouz and Lucian Busoniu.

About the speaker

Dr. Dragan Nesic is a Professor at the Department of Electrical and Electronic Engineering,  The University of Melbourne. His research interests are in the broad area of nonlinear systems and their applications, including networked control, extremum seeking control, optimization-based control, applications in neural science and hybrid systems. He is a recipient of numerous awards and prizes, including the George S. Axelby Outstanding Paper Award, Doctorate Honoris Causa (University of Lorraine), Humboldt Research Award, an ARC Future Fellowship and an Australian Professorial Fellowship and an Alexander von Humboldt Research Fellowship. He has served as Associate Editor for the following journals: IEEE  Transactions on Network Control Systems (CONES), IEEE Transactions on Automatic Control , Automatica , European Journal of Control and Systems and Control Letters.

Dr. Nesic has served on International Program Committees of many international conferences, he was a General Co-Chair of 2017 IEEE Conference on Decision and Control and a General Chair of the 2011 Australian Control Conference. Prof. Nesic is a Fellow of IEEE and IFAC and he served as a Distinguished Lecturer of the CSS IEEE. Prof. Nesic also served on various committees including the Board of Governors, IEEE Control Systems Society.

Your host

Michelle S. Chong, Assistant Professor at the Department of Mechanical Engineering, will host Professor Dr. Dragan Nesic.

Registration is required but free of charge.