This article surveys reinforcement learning from the perspective of optimization and control, with a focus on continuous control applications. It reviews the general formulation, terminology, and typical experimental implementations of reinforcement learning as well as competing solution paradigms. In order to compare the relative merits of various techniques, it presents a case study of the linear quadratic regulator (LQR) with unknown dynamics, perhaps the simplest and best-studied problem in optimal control. It also describes how merging techniques from learning theory and control can provide nonasymptotic characterizations of LQR performance and shows that these characterizations tend to match experimental behavior. In turn, when revisiting more complex applications, many of the observed phenomena in LQR persist. In particular, theory and experiment demonstrate the role and importance of models and the cost of generality in reinforcement learning algorithms. The article concludes with a discussion of some of the challenges in designing learning systems that safely and reliably interact with complex and uncertain environments and how tools from reinforcement learning and control might be combined to approach these challenges.
Comparison of Linear Quadratic – Regulator and Gaussian – Controllers’ Performance, LQR and LQG: Ball-on-Sphere System as a Case Study
