Controller tuning problem

$$$$(ll) """minimize""" J(theta)

"""(subject to)""" theta in Theta

Examples of COCPs

$$$$(llll) phi(x) == u_0 * argmin sum(g(x_t, u_t, w_t_hat) + g_H(x_H)

)

"""(subject to)""" x_(t + 1) == f(x_t, u_t, w_t_hat), t == 0,

ldots, H - 1, x_0 == x

LQR

$$$$phi(x) == u * argmin(u**TRu + norm_2(theta(A * x + B * u))**2)

Controller tuning problem

$$$$(ll) """minimize""" J(theta)

"""(subject to)""" theta in Theta

Examples of COCPs

$$$$(llll) phi(x) == u_0 * argmin sum(g(x_t, u_t, w_t_hat) + g_H(x_H)

)

"""(subject to)""" x_(t + 1) == f(x_t, u_t, w_t_hat), t == 0,

ldots, H - 1, x_0 == x

LQR

$$$$phi(x) == u * argmin(u**TRu + norm_2(theta(A * x + B * u))**2)

Controller tuning problem

$$$$(ll) """minimize""" J(theta)

"""(subject to)""" theta in Theta

Examples of COCPs

$$$$(llll) phi(x) == u_0 * argmin sum(g(x_t, u_t, w_t_hat) + g_H(x_H)

)

"""(subject to)""" x_(t + 1) == f(x_t, u_t, w_t_hat), t == 0,

ldots, H - 1, x_0 == x

LQR

$$$$phi(x) == u * argmin(u**TRu + norm_2(theta(A * x + B * u))**2)