Related papers: Path Integral Policy Improvement with Covariance M…

This work addresses the problem of vehicle path planning in the presence of obstacles and uncertainties, which is a fundamental problem in robotics. While many path planning algorithms have been proposed for decades, many of them have dealt…

In a recent work, we proposed Reliable Policy Iteration (RPI), that restores policy iteration's monotonicity-of-value-estimates property to the function approximation setting. Here, we assess the robustness of RPI's empirical performance on…

This paper proposes Mode-Aware Probabilistic Scheduling (MAPS), a novel adaptive control framework tailored for DC motor systems experiencing varying friction. MAPS uniquely integrates an Interacting Multiple Model (IMM) estimator with a…

When transferring a control policy from simulation to a physical system, the policy needs to be robust to variations in the dynamics to perform well. Commonly, the optimal policy overfits to the approximate model and the corresponding…

Most methods in reinforcement learning use a Policy Gradient (PG) approach to learn a parametric stochastic policy that maps states to actions. The standard approach is to implement such a mapping via a neural network (NN) whose parameters…

This paper presents a novel control approach for autonomous systems operating under uncertainty. We combine Model Predictive Path Integral (MPPI) control with Covariance Steering (CS) theory to obtain a robust controller for general…

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Searching the space of policies directly for the optimal policy has been one popular method for solving partially observable reinforcement learning problems. Typically, with each change of the target policy, its value is estimated from the…

Importance sampling (IS) is a Monte Carlo methodology that allows for approximation of a target distribution using weighted samples generated from another proposal distribution. Adaptive importance sampling (AIS) implements an iterative…

Proportional-integral-derivative (PID) controllers have been widely used in the process industry. However, the satisfactory control performance of a PID controller depends strongly on the tuning parameters. Conventional PID tuning methods…

Single-objective optimization algorithms search for the single highest-quality solution with respect to an objective. Quality diversity (QD) optimization algorithms, such as Covariance Matrix Adaptation MAP-Elites (CMA-ME), search for a…

Several researchers have recently investigated the connection between reinforcement learning and classification. We are motivated by proposals of approximate policy iteration schemes without value functions which focus on policy…

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…

We develop a new class of model-free deep reinforcement learning algorithms for data-driven, learning-based control. Our Generalized Policy Improvement algorithms combine the policy improvement guarantees of on-policy methods with the…

We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on Policy Search algorithms, that compute an approximately optimal policy by following the standard Policy Iteration (PI)…

Model-based reinforcement learning algorithms tend to achieve higher sample efficiency than model-free methods. However, due to the inevitable errors of learned models, model-based methods struggle to achieve the same asymptotic performance…

Proportional-integral-derivative (PID) control, the most common control strategy in the industry, always suffers from health problems resulting from external disturbances, improper tuning, etc. Therefore, there have been many studies on…

We study derivative-free methods for policy optimization over the class of linear policies. We focus on characterizing the convergence rate of these methods when applied to linear-quadratic systems, and study various settings of driving…

We develop a framework for obtaining polynomial time approximation schemes (PTAS) for a class of stochastic dynamic programs. Using our framework, we obtain the first PTAS for the following stochastic combinatorial optimization problems:…

Leveraging planning during learning and decision-making is central to the long-term development of intelligent agents. Recent works have successfully combined tree-based search methods and self-play learning mechanisms to this end. However,…