arXiv:2604.18507math.OCcs.AI2026-04

用深度算子网络学习时变LQR的Riccati解,实现快速近似最优控制。

Learning the Riccati solution operator for time-varying LQR via Deep Operator Networks

论文配图:Learning the Riccati solution operator for time-varying LQR via Deep Operator Networks
图 1 · 摘自论文原文
  • 构建Riccati解算子的深度学习代理模型,替代重复求解微分方程。
  • 在多种系统配置下保持高精度,计算速度比传统方法快数倍。
  • 适用于需要实时控制的参数化系统,具备理论性能保障。

我们提出一种计算框架,用学习到的算子代理替代有限时域线性二次调节器(LQR)中反复求解微分Riccati方程的过程。不再对每个新系统实例求解非线性矩阵微分方程,而是离线构建系统参数随时间变化时对应的Riccati轨迹的近似算子。该模型可在线快速评估广泛系统类别的近似最优反馈,将计算负担从重复数值积分转移到一次性学习阶段。理论上,我们建立了基于算子逼近的控制保证:推导出算子误差如何传播至反馈性能、轨迹精度和代价次优性的界,并证明在足够精确的算子逼近下闭环系统的指数稳定性得以保持。这些结果为数据驱动近似在最优控制中的可靠性提供了评估框架。计算上,我们设计了针对矩阵值、时变问题的专用DeepONet结构,并引入渐进式学习策略以应对系统维度扩展问题。在时不变与时变LQR问题上的数值实验表明,该方法在广泛系统配置下实现高精度与强泛化能力,同时相比经典求解器获得显著计算加速。该方法为参数化与实时最优控制应用提供了一种有效且可扩展的替代方案。

原文摘要 · Abstract (English)

We propose a computational framework for replacing the repeated numerical solution of differential Riccati equations in finite-horizon Linear Quadratic Regulator (LQR) problems by a learned operator surrogate. Instead of solving a nonlinear matrix-valued differential equation for each new system instance, we construct offline an approximation of the associated solution operator mapping time-dependent system parameters to the Riccati trajectory. The resulting model enables fast online evaluation of approximate optimal feedbacks across a wide class of systems, thereby shifting the computational burden from repeated numerical integration to a one-time learning stage. From a theoretical perspective, we establish control-theoretic guarantees for this operator-based approximation. In particular, we derive bounds quantifying how operator approximation errors propagate to feedback performance, trajectory accuracy, and cost suboptimality, and we prove that exponential stability of the closed-loop system is preserved under sufficiently accurate operator approximation. These results provide a framework to assess the reliability of data-driven approximations in optimal control. On the computational side, we design tailored DeepONet architectures for matrix-valued, time-dependent problems and introduce a progressive learning strategy to address scalability with respect to the system dimension. Numerical experiments on both time-invariant and time-varying LQR problems demonstrate that the proposed approach achieves high accuracy and strong generalization across a wide range of system configurations, while delivering substantial computational speedups compared to classical solvers. The method offers an effective and scalable alternative for parametric and real-time optimal control applications.

最优控制深度算子网络LQR实时计算

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