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We study optimality for the safety-constrained Markov decision process which is the underlying framework for safe reinforcement learning. Specifically, we consider a constrained Markov decision process (with finite states and finite…

Systems and Control · Electrical Eng. & Systems 2023-07-13 Rahul Misra , Rafał Wisniewski , Carsten Skovmose Kallesøe

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

This paper presents a constraint-lifting control framework for designing stabilizing controllers that guarantee the forward invariance of a prescribed safe set. State-of-the-art safety-enforcing methods, such as control barrier functions…

Optimization and Control · Mathematics 2026-04-29 Jhon Manuel Portella Delgado , Ankit Goel

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

In this paper, we revisit the computation of controlled invariant sets for linear discrete-time systems through a trajectory-based viewpoint. We begin by introducing the notion of convex feasible points, which provides a new…

Optimization and Control · Mathematics 2026-05-06 Emmanuel Junior Wafo Wembe , Adnane Saoud

We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…

Optimization and Control · Mathematics 2021-04-23 Dongchan Lee , Konstantin Turitsyn , Jean-Jacques Slotine

In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…

Machine Learning · Computer Science 2022-01-04 Arun Raman , Keerthan Shagrithaya , Shalabh Bhatnagar

Multi-objective safety-critical control entails a diligent design to avoid possibly conflicting scenarios and ensure safety. This paper addresses multi-objective safety-critical control through a novel approach utilizing barrier states…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Hassan Almubarak , Nader Sadegh , Evangelos A. Theodorou

This paper presents algorithms for identifying and reducing a dedicated set of controllable transition rates of a state-labelled continuous-time Markov chain model. The purpose of the reduction is to make states to satisfy a given…

Systems and Control · Computer Science 2016-08-03 Bharath Siva Kumar Tati , Markus Siegle

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

We consider the problem of synthesizing optimal linear feedback policies subject to arbitrary convex constraints on the feedback matrix. This is known to be a hard problem in the usual formulations ($\Htwo,\Hinf,\LQR$) and previous works…

Systems and Control · Computer Science 2013-10-28 Krishnamurthy Dvijotham , Emanuel Todorov , Maryam Fazel

This paper focuses on finding reinforcement learning policies for control systems with hard state and action constraints. Despite its success in many domains, reinforcement learning is challenging to apply to problems with hard constraints,…

Machine Learning · Computer Science 2020-03-24 Liyuan Zheng , Yuanyuan Shi , Lillian J. Ratliff , Baosen Zhang

In this paper, a novel online, output-feedback, critic-only, model-based reinforcement learning framework is developed for safety-critical control systems operating in complex environments. The developed framework ensures system stability…

Systems and Control · Electrical Eng. & Systems 2024-06-28 Tochukwu Elijah Ogri , Muzaffar Qureshi , Zachary I. Bell , Rushikesh Kamalapurkar

A key challenge in science and engineering is to design experiments to learn about some unknown quantity of interest. Classical experimental design optimally allocates the experimental budget to maximize a notion of utility (e.g., reduction…

Machine Learning · Computer Science 2022-11-10 Mojmír Mutný , Tadeusz Janik , Andreas Krause

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

Here we derive a nonsmooth maximum principle for optimal control problems with both state and mixed constraints. Crucial to our development is a convexity assumption on the "velocity set". The approach consists of applying known…

Optimization and Control · Mathematics 2013-03-12 Md. Haider Ali Biswas , Maria do Rosario de Pinho

We consider the synthesis of control policies for probabilistic systems, modeled by Markov decision processes, operating in partially known environments with temporal logic specifications. The environment is modeled by a set of Markov…

Logic in Computer Science · Computer Science 2012-03-07 Tichakorn Wongpiromsarn , Emilio Frazzoli

Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…

Systems and Control · Computer Science 2015-06-08 Sergio Grammatico , Xiaojing Zhang , Kostas Margellos , Paul Goulart , John Lygeros

In this paper, we consider the problem of safety assessment for Markov decision processes without explicit knowledge of the model. We aim to learn probabilistic safety specifications associated with a given policy without compromising the…

Systems and Control · Electrical Eng. & Systems 2023-12-11 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

This paper develops a new control design for guaranteeing a vehicle's safety during lane change maneuvers in a complex traffic environment. The proposed method uses a finite state machine (FSM), where a quadratic program based optimization…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Suiyi He , Jun Zeng , Bike Zhang , Koushil Sreenath