Topic

Optimal Control

All digests tagged Optimal Control

Stanford AA203 Optimal and Learning-Based Control | Spring 2026 | Lecture 17: RL Value-Based Methods thumbnail

· 1:17:40

Stanford AA203 Optimal and Learning-Based Control | Spring 2026 | Lecture 17: RL Value-Based Methods

This lecture provides a comprehensive review of model-free Reinforcement Learning (RL) value-based methods. The discussion progresses from foundational concepts—distinguishing between prediction and control—to comparing Monte Carlo (MC) and Temporal Difference (TD) learning. Key algorithms covered include SARSA and Q-learning, which are differentiated by their on-policy versus off-policy nature. To scale these methods to high-dimensional state spaces, the necessity of function approximation is introduced, leading into Deep Q Networks (DQN). The lecture concludes by detailing two critical stabilization techniques for DQN: Experience Replay (to decorrelate samples) and using Fixed Q Targets (to stabilize the target value during training).

Key takeaways

  1. MC vs. TD Learning Paradigms 17:03

    Monte Carlo methods estimate the expected return ($G_t$) by rolling out an episode until a terminal state, requiring full episodes. Temporal Difference (TD) learning improves upon this by using bootstrapping—defining the target as the instantaneous reward plus the discounted future value ($ ext{Reward} + ext{Discounted Future Value}$), allowing for online updates and handling non-terminal environments.

  2. On-Policy vs. Off-Policy Learning 23:50

    SARSA is an on-policy algorithm, meaning it improves the policy ($ ext{e.g., } ext{epsilon-greedy}$) that is actively used to generate data in the environment. Q-learning is off-policy; it learns about a target optimal policy (the greedy policy) while using data generated by a different behavior policy (also $ ext{epsilon-greedy}$), which is crucial for utilizing historical or simulated data.

  3. Scaling with Function Approximation 35:05

    To overcome the curse of dimensionality inherent in tabular value function representations, RL methods transition to parametric functions (e.g., neural networks) that approximate $V(s)$ or $Q(s, a)$. This allows generalization across states and controls.

  4. DQN Stabilization Techniques 1:03:20

    Deep Q Networks (DQN) stabilize learning using two methods: Experience Replay (storing transitions in a buffer to decorrelate samples, satisfying the IID assumption required for regression) and Fixed Q Targets (using a delayed copy of the network parameters ($ ext{Q}_{ ext{target}}$) to prevent the target from being a moving variable during optimization).

Watch on YouTube Full article

AStanford AA203 Optimal and Learning-Based Control | Spring 2026 | Lecture 8: Nonlinearity thumbnail

· 1:14:05

AStanford AA203 Optimal and Learning-Based Control | Spring 2026 | Lecture 8: Nonlinearity

This lecture provides an advanced overview of Linear-Quadratic Regulator (LQR) theory, extending its application from simple state regulation to complex nonlinear trajectory tracking and optimization. Key concepts include reformulating nonlinear tracking problems using deviation variables ($\delta x$, $\delta u$) to create an auxiliary LQR problem. The discussion culminates in two sophisticated iterative methods: Iterative LQR (iLQR), which linearizes dynamics and quadratizes costs, and Differential Dynamic Programming (DDP), which directly approximates the Bellman equation, offering a second-order approach for optimal control.

Key takeaways

  1. LQR as a General Tool 18:03

    While LQR is fundamentally designed to drive a state to the origin (regulation), it can be generalized to perform trajectory tracking by defining an auxiliary problem based on deviation variables. The optimal control law structure remains consistent: $u = u_{nominal} + ext{feedback term}$.

  2. Nonlinear Tracking via Linearization 24:10

    For nonlinear dynamics ($x_{k+1} = f(x_k, u_k)$), the tracking problem can be linearized by performing a Taylor expansion around the nominal trajectory ($\bar{x}, \bar{u}$), allowing the use of LQR techniques on the deviation variables.

  3. iLQR vs. DDP 35:05

    Both iLQR and DDP are methods for solving nonlinear optimal control problems iteratively. iLQR linearizes dynamics and quadratizes costs, while DDP directly approximates the Bellman equation by quadratizing the Q-function, making it a second-order algorithm in terms of dynamic derivatives.

Watch on YouTube Full article