Finite Horizon Reinforcement Learning in Solving Optimal Control of State-Dependent Switched Systems
In this article, the deep deterministic policy gradient (DDPG) method is used to learn an optimal control policy of a multi-region state-dependent switched system. We observe good performance of this model-free method and explain it in a rigorous mathematical language. The performance of the learning-based methods is compared with the optimal solution given by vanilla differential dynamic programming (DDP) in three customized environments.