Online Optimization of Closed-Loop Control Systems

We propose a novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. We establish the connection between our algorithms and the cyber-physical systems through the classic two-degree-of-freedom control loop. We also incorporate an approximate model of the dynamics as prior knowledge into the learning process, and characterize the impact of modeling errors in the system dynamics on the convergence rate of the algorithms. We show that even rough estimates of the dynamics can significantly improve the convergence of our algorithms. Finally, we evaluate our algorithms in simulations of a flexible beam and a four-legged walking robot.