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Online learning with stability guarantees: A memory-based real-time model predictive controller.
arXiv: Optimization and Control, (2020)
Abstract
We propose and analyze a real-time model predictive control (MPC) scheme that utilizes stored data to improve its performance by learning the value function online with stability guarantees. The suboptimality of the applied control input resulting from the real-time requirements is shown to vanish over time as more and more data is collec...More
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