Papers › Robust exploration in linear quadratic reinforcement learning

Robust exploration in linear quadratic reinforcement learning

4 Jun 2019NeurIPS 2019 12arXiv:1906.01584archive 2025-07-28

Jack Umenberger, Mina Ferizbegovic, Thomas B. Schön, Håkan Hjalmarsson

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we minimize the worst-case cost, accounting for system uncertainty given the observed data. The method balances exploitation and exploration, exciting the system in such a way so as to reduce uncertainty in the model parameters to which the worst-case cost is most sensitive. Numerical simulations and application to a hardware-in-the-loop servo-mechanism demonstrate the approach, with appreciable performance and robustness gains over alternative methods observed in both.

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Reinforcement LearningReinforcement Learning (RL)reinforcement-learning

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