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This paper introduces a novel data-driven approach to design a linear quadratic regulator (LQR) using a reinforcement learning (RL) algorithm that does not require a system model. The key contribution is to perform policy iteration (PI) by…

Systems and Control · Electrical Eng. & Systems 2023-11-20 Soroush Asri , Luis Rodrigues

Learning an individualized dose rule in personalized medicine is a challenging statistical problem. Existing methods often suffer from the curse of dimensionality, especially when the decision function is estimated nonparametrically. To…

Methodology · Statistics 2021-10-22 Wenzhuo Zhou , Ruoqing Zhu , Donglin Zeng

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Individualized treatment rules can lead to better health outcomes when patients have heterogeneous responses to treatment. Very few individualized treatment rule estimation methods are compatible with a multi-treatment observational study…

The management of invasive mechanical ventilation, and the regulation of sedation and analgesia during ventilation, constitutes a major part of the care of patients admitted to intensive care units. Both prolonged dependence on mechanical…

Artificial Intelligence · Computer Science 2017-04-24 Niranjani Prasad , Li-Fang Cheng , Corey Chivers , Michael Draugelis , Barbara E Engelhardt

This paper develops a quantized Q-learning algorithm for the optimal control of controlled diffusion processes on $\mathbb{R}^d$ under both discounted and ergodic (average) cost criteria. We first establish near-optimality of finite-state…

Optimization and Control · Mathematics 2026-03-16 Erhan Bayraktar , Ali D. Kara , Somnath Pradhan , Serdar Yuksel

Objective: Enteral nutrition (EN) delivery in the ICU remains suboptimal due to limited personalization and uncertainty regarding appropriate calorie, protein, and fluid targets under dynamic metabolic demands. We introduce DeepEN, a…

Machine Learning · Computer Science 2026-05-26 Daniel Jason Tan , Jiayang Chen , Dilruk Perera , Kay Choong See , Mengling Feng

Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…

Econometrics · Economics 2024-11-26 Karun Adusumilli , Friedrich Geiecke , Claudio Schilter

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

Randomized controlled trials typically analyze the effectiveness of treatments with the goal of making treatment recommendations for patient subgroups. With the advance of electronic health records, a great variety of data has been…

Machine Learning · Computer Science 2021-03-31 Zhiliang Wu , Yinchong Yang , Yunpu Ma , Yushan Liu , Rui Zhao , Michael Moor , Volker Tresp

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

Personalized medicine has received increasing attention among statisticians, computer scientists, and clinical practitioners. A major component of personalized medicine is the estimation of individualized treatment rules (ITRs). Recently,…

Methodology · Statistics 2015-08-14 Xin Zhou , Nicole Mayer-Hamblett , Umer Khan , Michael R. Kosorok

Risk stratification is a key tool in clinical decision-making, yet current approaches often fail to translate sophisticated survival analysis into actionable clinical criteria. We present a novel method for unsupervised machine learning…

An individualized treatment rule (ITR) tailors treatments to a patient's specific characteristics. However, randomized controlled trials (RCTs) are often underpowered to detect the treatment effect heterogeneity needed for reliable ITR…

Methodology · Statistics 2026-04-14 Yuan Bian , Donglin Zeng , Hyun-Joon Yang , Leanne M. Williams , Yuanjia Wang

Constrained Reinforcement Learning (RL) aims to maximize the return while adhering to predefined constraint limits, which represent domain-specific safety requirements. In continuous control settings, where learning agents govern system…

Machine Learning · Computer Science 2025-09-12 Somnath Hazra , Pallab Dasgupta , Soumyajit Dey

The deployment of deep neural networks on resource-constrained devices necessitates effective model com- pression strategies that judiciously balance the reduction of model size with the preservation of performance. This study introduces a…

Machine Learning · Computer Science 2025-05-02 Mohammad Zbeeb , Mariam Salman , Mohammad Bazzi , Ammar Mohanna

Reinforcement learning aims to learn optimal policies from interaction with environments whose dynamics are unknown. Many methods rely on the approximation of a value function to derive near-optimal policies. In partially observable…

Machine Learning · Computer Science 2022-09-13 Gaspard Lambrechts , Adrien Bolland , Damien Ernst

We develop a learning-based algorithm for the control of autonomous systems governed by unknown, nonlinear dynamics to satisfy user-specified spatio-temporal tasks expressed as signal temporal logic specifications. Most existing algorithms…

Robotics · Computer Science 2021-10-12 Christos K. Verginis , Zhe Xu , Ufuk Topcu

Quantum control is concerned with the realisation of desired dynamics in quantum systems, serving as a linchpin for advancing quantum technologies and fundamental research. Analytic approaches and standard optimisation algorithms do not…

Quantum Physics · Physics 2025-05-29 Jan Ole Ernst , Aniket Chatterjee , Tim Franzmeyer , Axel Kuhn

Path Planning methods for autonomous control of Unmanned Aerial Vehicle (UAV) swarms are on the rise because of all the advantages they bring. There are more and more scenarios where autonomous control of multiple UAVs is required. Most of…

Artificial Intelligence · Computer Science 2023-08-28 Alejandro Puente-Castro , Daniel Rivero , Eurico Pedrosa , Artur Pereira , Nuno Lau , Enrique Fernandez-Blanco