Learning-based optimal control of linear time-varying systems over large time intervals

Vasanth Reddy, Almuatazbellah Boker, Hoda Eldardiry

Abstract: We solve the problem of two-point boundary optimal control of linear time-varying systems with unknown model dynamics using reinforcement learning. Leveraging singular perturbation theory techniques, we transform the time-varying optimal control problem into two time-invariant subproblems. This allows using an off-policy iteration method to learn the controller gains. We show that the performance of the learning-based controller approximates that of the model-based optimal controller and the approximation accuracy improves as the control problem’s time horizon increases. We also provide a simulation example to verify the results.