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Data-Driven Optimal Control of Affine Systems: A Linear Programming Perspective (2203.12044v2)
Published 22 Mar 2022 in eess.SY, cs.SY, and math.OC
Abstract: In this letter, we discuss the problem of optimal control for affine systems in the context of data-driven linear programming. First, we introduce a unified framework for the fixed point characterization of the value function, Q-function and relaxed Bellman operators. Then, in a model-free setting, we show how to synthesize and estimate Bellman inequalities from a small but sufficiently rich dataset. To guarantee exploration richness, we complete the extension of Willem's fundamental lemma to affine systems.
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