Machine learning control (MLC) is a subfield of machine learning, intelligent control, and control theory which aims to solve optimal control problems with machine learning methods. Key applications are complex nonlinear systems for which linear control theory methods are not applicable.
Four types of problems are commonly encountered:
Adaptive Dynamic Programming (ADP), also known as approximate dynamic programming or neuro-dynamic programming, is a machine learning control method that combines reinforcement learning with dynamic programming to solve optimal control problems for complex systems. ADP addresses the "curse of dimensionality" in traditional dynamic programming by approximating value functions or control policies using parametric structures such as neural networks. The core idea revolves around learning a control policy that minimizes a long-term cost function , defined as , where is the system state, is the control input, is the instantaneous reward, and is a discount factor. ADP employs two interacting components: a critic that estimates the value function , and an actor that updates the control policy . The critic and actor are trained iteratively using temporal difference learning or gradient descent to satisfy the Hamilton-Jacobi-Bellman (HJB) equation: ÃÂ
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where describes the system dynamics. Key variants include heuristic dynamic programming (HDP), dual heuristic programming (DHP), and globalized dual heuristic programming (GDHP).
ADP has been applied to robotics, power systems, and autonomous vehicles, offering a data-driven framework for near-optimal control without requiring full system models. Challenges remain in ensuring stability guarantees and convergence for general nonlinear systems. ÃÂ
MLC has been successfully applied to many nonlinear control problems, exploring unknown and often unexpected actuation mechanisms. Example applications include:
Many more engineering MLC application are summarized in the review article of PJ Fleming & RC Purshouse (2002).
As is the case for all general nonlinear methods, MLC does not guarantee convergence, optimality, or robustness for a range of operating conditions.