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H{\infty} control of nonlinear continuous-time system depends on the solution of the Hamilton-Jacobi-Isaacs (HJI) equation, which has been proved impossible to obtain a closed-form solution due to the nonlinearity of HJI equation. In order…

Systems and Control · Electrical Eng. & Systems 2024-03-20 Qi Wang

The stochastic $H_{\infty}$ control is studied for a linear stochastic It\^o system with an unknown system model. The linear stochastic $H_{\infty}$ control issue is known to be transformable into the problem of solving a so-called…

Optimization and Control · Mathematics 2024-03-08 Jing Guo Jing Guo , Xiushan Jiang , Weihai Zhang

An off policy reinforcement learning based control strategy is developed for the optimal tracking control problem to achieve the prescribed performance of full states during the learning process. The optimal tracking control problem is…

Systems and Control · Electrical Eng. & Systems 2020-09-02 C. Li , Y. Wang , F. Liu , M. Buss

This paper addresses the model-free nonlinear optimal problem with generalized cost functional, and a data-based reinforcement learning technique is developed. It is known that the nonlinear optimal control problem relies on the solution of…

Systems and Control · Computer Science 2013-11-20 Biao Luo , Huai-Ning Wu , Tingwen Huang , Derong Liu

This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Cong Li , Qingchen Liu , Zhehua Zhou , Martin Buss , Fangzhou Liu

This paper presents a {\delta}-PI algorithm which is based on damped Newton method for the H{\infty} tracking control problem of unknown continuous-time nonlinear system. A discounted performance function and an augmented system are used to…

Machine Learning · Computer Science 2024-01-24 Qi Wang

Policy iteration is a widely used technique to solve the Hamilton Jacobi Bellman (HJB) equation, which arises from nonlinear optimal feedback control theory. Its convergence analysis has attracted much attention in the unconstrained case.…

Optimization and Control · Mathematics 2020-05-19 Sudeep Kundu , Karl Kunisch

Deep Reinforcement Learning (RL) has shown remarkable success in robotics with complex and heterogeneous dynamics. However, its vulnerability to unknown disturbances and adversarial attacks remains a significant challenge. In this paper, we…

Robotics · Computer Science 2024-10-01 Hanyang Hu , Xilun Zhang , Xubo Lyu , Mo Chen

In this article, we study a continuous-time stochastic $H_\infty$ control problem based on reinforcement learning (RL) techniques that can be viewed as solving a stochastic linear-quadratic two-person zero-sum differential game (LQZSG).…

Optimization and Control · Mathematics 2024-10-02 Zhongshi Sun , Guangyan Jia

This paper introduces a reinforcement learning-based tracking control approach for a class of nonlinear systems using neural networks. In this approach, adversarial attacks were considered both in the actuator and on the outputs. This…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Farshad Rahimi , Sepideh Ziaei

This paper proposes a reinforcement learning (RL) algorithm for infinite horizon $\rm {H_{2}/H_{\infty}}$ problem in a class of stochastic discrete-time systems, rather than using a set of coupled generalized algebraic Riccati equations…

Optimization and Control · Mathematics 2023-11-28 Xiushan Jiang , Li Wang , Dongya Zhao , Ling Shi

Hierarchical policies enable strong performance in many sequential decision-making problems, such as those with high-dimensional action spaces, those requiring long-horizon planning, and settings with sparse rewards. However, learning…

Machine Learning · Computer Science 2025-03-19 Carolin Schmidt , Daniele Gammelli , James Harrison , Marco Pavone , Filipe Rodrigues

H-infinity filter has been widely applied in engineering field, but copping with bounded noise is still an open problem and difficult to solve. This paper considers the H-infinity filtering problem for linear system with bounded process and…

Systems and Control · Electrical Eng. & Systems 2020-08-04 Jie Li , Shengbo Eben Li , Kaiming Tang , Yao Lv , Wenhan Cao

Reinforcement learning (RL) in low-data and risk-sensitive domains requires performant and flexible deployment policies that can readily incorporate constraints during deployment. One such class of policies are the semi-parametric H-step…

Machine Learning · Computer Science 2021-10-07 Harshit Sikchi , Wenxuan Zhou , David Held

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

This paper proposes an on-policy reinforcement learning (RL) control algorithm that solves the optimal regulation problem for a class of uncertain continuous-time nonlinear systems under user-defined state constraints. We formulate the safe…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Soutrik Bandyopadhyay , Shubhendu Bhasin

Learning from multi-step off-policy data collected by a set of policies is a core problem of reinforcement learning (RL). Approaches based on importance sampling (IS) often suffer from large variances due to products of IS ratios. Typical…

In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…

Optimization and Control · Mathematics 2025-11-20 Yibei Li , Yuexin Cao , Zhixin Liu , Lihua Xie

Reinforcement learning (RL) is a class of artificial intelligence algorithms being used to design adaptive optimal controllers through online learning. This paper presents a model-free, real-time, data-efficient Q-learning-based algorithm…

Systems and Control · Electrical Eng. & Systems 2023-10-11 Ali Aalipour , Alireza Khani

Reinforcement Learning (RL) can effectively learn complex policies. However, learning these policies often demands extensive trial-and-error interactions with the environment. In many real-world scenarios, this approach is not practical due…

Machine Learning · Computer Science 2024-02-19 Linh Le Pham Van , Hung The Tran , Sunil Gupta
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