Model predictive control with stage cost shaping inspired by reinforcement learning

This work presents a suboptimality study of a particular model predictive control with stage cost shaping based on the ideas of reinforcement learning. The focus of the study is to derive quantities relating the infinite-horizon cost under the said variant of model predictive control to the respective infinite-horizon value function. The basis control scheme involves usual stabilizing constraints comprising of a terminal set and a terminal cost in the form of a local Lyapunov function. The stage cost is adapted using the principles of Q-learning, a particular approach to reinforcement learning. The work is concluded by case studies with two systems for wide ranges of initial conditions.