Towards Bridging Data-Driven Control Synthesis with Hamiltonian-Jacobi-Bellman Theory
Published in MAE 546 Term Paper, 2025
Synthesising robust control policies for uncertain dynamical systems is traditionally hindered by the computational intractability of the Hamilton-Jacobi-Bellman equation, particularly in high-dimensional or parametric settings. To address this, we propose a data-driven framework that bridges classical optimal control theory with certificate synthesis. Leveraging the Scenario Approach, we extend the subsurface descent algorithm to jointly learn a robust controller and a corresponding reachability certificate from a finite set of sampled parameters. We demonstrate that the certificate conditions function as a relaxation of the discrete-time Bellman equation, with the certificate approximating the optimal Value Function. Numerical validation confirms that the synthesised data-driven controller closely approximates the optimal policy, offering a scalable alternative for robust control synthesis without requiring explicit solutions to partial differential equations.
Recommended citation: Claudio Vestini. (2025). "Towards Bridging Data-Driven Control Synthesis with Hamiltonian-Jacobi-Bellman Theory." MAE 546 Term Paper.
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