Intersection of Reinforcement Learning and Bayesian Optimization for Intelligent Control of Industrial Processes: A Safe MPC-based DPG using Multi-Objective BO

Fuente: arXiv
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Autori principali: Esfahani, Hossein Nejatbakhsh, Velni, Javad Mohammadpour
Natura: Preprint
Pubblicazione: 2025
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author Esfahani, Hossein Nejatbakhsh
Velni, Javad Mohammadpour
author_facet Esfahani, Hossein Nejatbakhsh
Velni, Javad Mohammadpour
contents Model Predictive Control (MPC)-based Reinforcement Learning (RL) offers a structured and interpretable alternative to Deep Neural Network (DNN)-based RL methods, with lower computational complexity and greater transparency. However, standard MPC-RL approaches often suffer from slow convergence, suboptimal policy learning due to limited parameterization, and safety issues during online adaptation. To address these challenges, we propose a novel framework that integrates MPC-RL with Multi-Objective Bayesian Optimization (MOBO). The proposed MPC-RL-MOBO utilizes noisy evaluations of the RL stage cost and its gradient, estimated via a Compatible Deterministic Policy Gradient (CDPG) approach, and incorporates them into a MOBO algorithm using the Expected Hypervolume Improvement (EHVI) acquisition function. This fusion enables efficient and safe tuning of the MPC parameters to achieve improved closed-loop performance, even under model imperfections. A numerical example demonstrates the effectiveness of the proposed approach in achieving sample-efficient, stable, and high-performance learning for control systems.
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id arxiv_https___arxiv_org_abs_2507_09864
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Intersection of Reinforcement Learning and Bayesian Optimization for Intelligent Control of Industrial Processes: A Safe MPC-based DPG using Multi-Objective BO
Esfahani, Hossein Nejatbakhsh
Velni, Javad Mohammadpour
Systems and Control
Artificial Intelligence
Machine Learning
Optimization and Control
Model Predictive Control (MPC)-based Reinforcement Learning (RL) offers a structured and interpretable alternative to Deep Neural Network (DNN)-based RL methods, with lower computational complexity and greater transparency. However, standard MPC-RL approaches often suffer from slow convergence, suboptimal policy learning due to limited parameterization, and safety issues during online adaptation. To address these challenges, we propose a novel framework that integrates MPC-RL with Multi-Objective Bayesian Optimization (MOBO). The proposed MPC-RL-MOBO utilizes noisy evaluations of the RL stage cost and its gradient, estimated via a Compatible Deterministic Policy Gradient (CDPG) approach, and incorporates them into a MOBO algorithm using the Expected Hypervolume Improvement (EHVI) acquisition function. This fusion enables efficient and safe tuning of the MPC parameters to achieve improved closed-loop performance, even under model imperfections. A numerical example demonstrates the effectiveness of the proposed approach in achieving sample-efficient, stable, and high-performance learning for control systems.
title Intersection of Reinforcement Learning and Bayesian Optimization for Intelligent Control of Industrial Processes: A Safe MPC-based DPG using Multi-Objective BO
topic Systems and Control
Artificial Intelligence
Machine Learning
Optimization and Control
url https://arxiv.org/abs/2507.09864