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We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…

Machine Learning · Computer Science 2020-06-30 Andrea Zanette , Alessandro Lazaric , Mykel Kochenderfer , Emma Brunskill

This paper presents an auto-optimal model predictive control (MPC) framework enhanced with active learning, designed to autonomously track optimal operational conditions in an unknown environment,where the conditions may dynamically adjust…

Systems and Control · Electrical Eng. & Systems 2025-12-05 Yuan Tan , Jun Yang , Zhongguo Li , Wen-Hua Chen , Shihua Li

Following the recent resurgence in establishing linear control theoretic benchmarks for reinforcement leaning (RL)-based policy optimization (PO) for complex dynamical systems with continuous state and action spaces, an optimal control…

Systems and Control · Electrical Eng. & Systems 2023-06-30 Leilei Cui , Lekan Molu

A learning based method for obtaining feedback laws for nonlinear optimal control problems is proposed. The learning problem is posed such that the open loop value function is its optimal solution. This infinite dimensional, function space,…

Optimization and Control · Mathematics 2022-10-26 Karl Kunisch , Donato Vásquez-Varas , Daniel Walter

Reinforcement learning has been established over the past decade as an effective tool to find optimal control policies for dynamical systems, with recent focus on approaches that guarantee safety during the learning and/or execution phases.…

Systems and Control · Electrical Eng. & Systems 2021-10-06 S M Nahid Mahmud , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

Online approximation of an infinite horizon optimal path-following strategy for a kinematic unicycle is considered. The solution to the optimal control problem is approximated using an approximate dynamic programming technique that uses…

Systems and Control · Computer Science 2013-10-02 Patrick Walters , Rushikesh Kamalapurkar , Lindsey Andrews , Warren E. Dixon

This paper considers the problem of regulating a dynamical system to equilibria that are defined as solutions of an input- and state-constrained optimization problem. To solve this regulation task, we design a state feedback controller…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Yiting Chen , Liliaokeawawa Cothren , Jorge Cortes , Emiliano Dall'Anese

This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…

Systems and Control · Computer Science 2017-09-20 Marco M. Nicotra , Dominic Liao-McPherson , Ilya V. Kolmanovsky

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

Machine Learning · Computer Science 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

With the growing needs of online A/B testing to support the innovation in industry, the opportunity cost of running an experiment becomes non-negligible. Therefore, there is an increasing demand for an efficient continuous monitoring…

Machine Learning · Computer Science 2023-04-04 Runzhe Wan , Yu Liu , James McQueen , Doug Hains , Rui Song

Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Tochukwu Elijah Ogri , S. M. Nahid Mahmud , Zachary I. Bell , Rushikesh Kamalapurkar

Applying reinforcement learning to robotic systems poses a number of challenging problems. A key requirement is the ability to handle continuous state and action spaces while remaining within a limited time and resource budget.…

Machine Learning · Computer Science 2020-06-29 Benjamin van Niekerk , Andreas Damianou , Benjamin Rosman

Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Bruce D. Lee , Ingvar Ziemann , George J. Pappas , Nikolai Matni

Most modern reinforcement learning algorithms optimize a cumulative single-step cost along a trajectory. The optimized motions are often 'unnatural', representing, for example, behaviors with sudden accelerations that waste energy and lack…

Machine Learning · Computer Science 2024-07-03 Motoya Ohnishi , Isao Ishikawa , Kendall Lowrey , Masahiro Ikeda , Sham Kakade , Yoshinobu Kawahara

In this paper the infinite horizon optimal regulation problem is solved online for a deterministic control-affine nonlinear dynamical system using the state following (StaF) kernel method to approximate the value function. Unlike…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Joel A. Rosenfeld , Warren E. Dixon

In this paper a novel model-free algorithm is proposed. This algorithm can learn the nearly optimal control law of constrained-input systems from online data without requiring any a priori knowledge of system dynamics. Based on the concept…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Han Zhao , Lei Guo

This paper studies optimal consensus tracking problem of heterogeneous linear multi-agent systems. By introducing tracking error dynamics, the optimal tracking problem is reformulated as finding a Nash-equilibrium solution of a multi-player…

Optimization and Control · Mathematics 2019-05-21 Jilie Zhang , Zhanshan Wang , Hongwei Zhang

The Bellman equation and its continuous-time counterpart, the Hamilton-Jacobi-Bellman (HJB) equation, serve as necessary conditions for optimality in reinforcement learning and optimal control. While the value function is known to be the…

Machine Learning · Computer Science 2025-03-07 Haoxiang You , Lekan Molu , Ian Abraham

We propose a novel data-driven neural network (NN) optimization framework for solving an optimal stochastic control problem under stochastic constraints. Customized activation functions for the output layers of the NN are applied, which…

Optimization and Control · Mathematics 2023-06-21 Marc Chen , Mohammad Shirazi , Peter A. Forsyth , Yuying Li

Inherent in virtually every iterative machine learning algorithm is the problem of hyper-parameter tuning, which includes three major design parameters: (a) the complexity of the model, e.g., the number of neurons in a neural network, (b)…

Machine Learning · Computer Science 2025-09-26 Christos Mavridis , John Baras