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Sampling-based model predictive control (MPC) has found significant successin optimal control problems with non-smooth system dynamics and cost function.Many machine learning-based works proposed to improve MPC by a) learning orfine-tuning the dynamics/ cost function, or b) learning to optimize for theupdate of the MPC controllers. For the latter, imitation learning-basedoptimizers are trained to update the MPC controller by mimicking the expertdemonstrations, which, however, are expensive or even unavailable. Moresignificantly, many sequential decision-making problems are in non-stationaryenvironments, requiring that an optimizer should be adaptable and generalizableto update the MPC controller for solving different tasks. To address thoseissues, we propose to learn an optimizer based on meta-reinforcement learning(RL) to update the controllers. This optimizer does not need expertdemonstration and can enable fast adaptation (e.g., few-shots) when it isdeployed in unseen control tasks. Experimental results validate theeffectiveness of the learned optimizer regarding fast adaptation.

Towards an Adaptable and Generalizable Optimization Engine in Decision and Control: A Meta Reinforcement Learning Approach