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We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…

Machine Learning · Computer Science 2023-11-02 Udaya Ghai , Arushi Gupta , Wenhan Xia , Karan Singh , Elad Hazan

We propose a new family of multilevel methods for unconstrained minimization. The resulting strategies are multilevel extensions of high-order optimization methods based on q-order Taylor models (with q >= 1) that have been recently…

Numerical Analysis · Mathematics 2019-04-10 Henri Calandra , Serge Gratton , Elisa Riccietti , Xavier Vasseur

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

We propose a new framework for black-box convex optimization which is well-suited for situations where gradient computations are expensive. We derive a new method for this framework which leverages several concepts from convex optimization,…

Optimization and Control · Mathematics 2016-02-17 Sébastien Bubeck , Yin-Tat Lee

Motivated by the ubiquity of control-affine systems in optimal control theory, we investigate the geometry of point-affine control systems with metric structures in dimensions two and three. We compute local isometric invariants for…

Differential Geometry · Mathematics 2013-04-18 Jeanne N. Clelland , Christopher G. Moseley , George R. Wilkens

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while…

Optimization and Control · Mathematics 2026-02-05 Demyan Yarmoshik , Nhat Trung Nguyen , Alexander Rogozin , Alexander Gasnikov

We study continuity and robustness properties of infinite-horizon average expected cost problems with respect to (controlled) transition kernels, and applications of these results to the problem of robustness of control policies designed…

Systems and Control · Electrical Eng. & Systems 2020-12-22 Ali Devran Kara , Maxim Raginsky , Serdar Yuksel

We consider the problem of controlling an unknown linear dynamical system under adversarially changing convex costs and full feedback of both the state and cost function. We present the first computationally-efficient algorithm that attains…

Machine Learning · Computer Science 2022-06-06 Asaf Cassel , Alon Cohen , Tomer Koren

We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…

Optimization and Control · Mathematics 2025-07-28 Etienne Buehrle , Ömer Şahin Taş , Christoph Stiller

This work presents a suboptimality study of a particular model predictive control with a stage cost shaping based on the ideas of reinforcement learning. The focus of the suboptimality study is to derive quantities relating the…

Optimization and Control · Mathematics 2020-04-28 Lukas Beckenbach , Pavel Osinenko , Stefan Streif

This paper proposes a computational framework for the design optimization of stable structures under large deformations by incorporating nonlinear buckling constraints. A novel strategy for suppressing spurious buckling modes related to…

Computational Engineering, Finance, and Science · Computer Science 2023-06-07 Guodong Zhang , Kapil Khandelwal , Tong Guo

Control synthesis under constraints is at the forefront of research on autonomous systems, in part due to its broad application from low-level control to high-level planning, where computing control inputs is typically cast as a constrained…

Optimization and Control · Mathematics 2026-03-23 Panagiotis Rousseas , Haejoon Lee , Dimos V. Dimarogonas , Dimitra Panagou

Policy optimization (PO) is a key ingredient for reinforcement learning (RL). For control design, certain constraints are usually enforced on the policies to optimize, accounting for either the stability, robustness, or safety concerns on…

Optimization and Control · Mathematics 2021-02-16 Kaiqing Zhang , Bin Hu , Tamer Başar

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…

Machine Learning · Computer Science 2020-10-08 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

Robust optimal or min-max model predictive control (MPC) approaches aim to guarantee constraint satisfaction over a known, bounded uncertainty set while minimizing a worst-case performance bound. Traditionally, these methods compute a…

Systems and Control · Electrical Eng. & Systems 2025-09-04 J. Wehbeh , E. C. Kerrigan

We introduce a new technique to optimize a linear cost function subject to a one-dimensional affine homogeneous quadratic integral inequality, i.e., the requirement that a homogeneous quadratic integral functional, affine in the…

Optimization and Control · Mathematics 2017-12-12 Giovanni Fantuzzi , Andrew Wynn , Paul Goulart , Antonis Papachristodoulou

In this manuscript, we investigate symbolic abstractions that capture the behavior of piecewise-affine systems under input constraints and bounded external noise. This is accomplished by considering local affine feedback controllers that…

Optimization and Control · Mathematics 2022-11-23 Lucas N. Egidio , Thiago Alves Lima , Raphaël M. Jungers

We propose an approach based on convex relaxations for certifiably optimal robust multiview triangulation. To this end, we extend existing relaxation approaches to non-robust multiview triangulation by incorporating a truncated least…

Computer Vision and Pattern Recognition · Computer Science 2023-04-06 Linus Härenstam-Nielsen , Niclas Zeller , Daniel Cremers