ABC-LMPC: Safe Sample-Based Learning MPC for Stochastic Nonlinear Dynamical Systems with Adjustable Boundary Conditions

Abstract: Sample-based learning model predictive control (LMPC) strategies have recently attracted attention due to their desirable theoretical properties and their good empirical performance on robotic tasks. However, prior analysis of LMPC controllers for stochastic systems has mainly focused on linear systems in the iterative learning control setting. We present a novel LMPC algorithm, Adjustable Boundary Condition LMPC (ABC-LMPC), which enables rapid adaptation to novel start and goal configurations and theoretically show that the resulting controller guarantees iterative improvement in expectation for stochastic nonlinear systems. We present results with a practical instantiation of this algorithm and experimentally demonstrate that the resulting controller adapts to a variety of initial and terminal conditions on 3 stochastic continuous control tasks.