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This works handles the inverse reinforcement learning problem in high-dimensional state spaces, which relies on an efficient solution of model-based high-dimensional reinforcement learning problems. To solve the computationally expensive…

Machine Learning · Computer Science 2017-08-28 Kun Li , Joel W. Burdick

For an infinite-horizon control problem, the optimal control can be represented by the stable manifold of the characteristic Hamiltonian system of Hamilton-Jacobi-Bellman (HJB) equation in a semiglobal domain. In this paper, we first…

Optimization and Control · Mathematics 2024-05-14 Guoyuan Chen

This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

Optimization and Control · Mathematics 2024-03-04 Deyue Li

In this paper, we propose an optimal control-estimation architecture for distribution networks, which jointly solves the optimal power flow (OPF) problem and static state estimation (SE) problem through an online gradient-based feedback…

Optimization and Control · Mathematics 2022-08-31 Yi Guo , Xinyang Zhou , Changhong Zhao , Lijun Chen , Gabriela Hug , Tyler H. Summers

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

Kernel methods are one of the cornerstones of learning-based control, modern system identification, surrogate modelling, and related fields. A key advantage of this class of learning and function approximation methods is the availability of…

Numerical Analysis · Mathematics 2026-05-20 Tizian Wenzel , Abdullah Tokmak , Christian Fiedler

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…

Statistics Theory · Mathematics 2015-11-06 Bharath K. Sriperumbudur , Zoltan Szabo

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

In this work, we introduce a stochastic maximum principle (SMP) approach for solving the reinforcement learning problem with the assumption that the unknowns in the environment can be parameterized based on physics knowledge. For the…

Optimization and Control · Mathematics 2023-06-14 Richard Archibald , Feng Bao , Jiongmin Yong

We study online learning in adversarial nonstationary environments. Since the future can be very different from the past, a critical challenge is to gracefully forget the history while new data comes in. To formalize this intuition, we…

Machine Learning · Computer Science 2024-06-21 Zhiyu Zhang , David Bombara , Heng Yang

Imitation learning is well-suited for robotic tasks where it is difficult to directly program the behavior or specify a cost for optimal control. In this work, we propose a method for learning the reward function (and the corresponding…

Machine Learning · Computer Science 2021-01-01 Tianwei Ni , Harshit Sikchi , Yufei Wang , Tejus Gupta , Lisa Lee , Benjamin Eysenbach

In this paper, further extensions of the result of the paper "A successive approximation method in functional spaces for hierarchical optimal control problems and its application to learning, arXiv:2410.20617 [math.OC], 2024" concerning a…

Optimization and Control · Mathematics 2024-11-26 Getachew K. Befekadu

The problem of resource allocation of nonlinear networked control systems is investigated, where, unlike the well discussed case of triggering for stability, the objective is optimal triggering. An approximate dynamic programming approach…

Systems and Control · Computer Science 2014-12-19 Ali Heydari

The performance of a reinforcement learning (RL) system depends on the computational architecture used to approximate a value function. Deep learning methods provide both optimization techniques and architectures for approximating nonlinear…

Machine Learning · Computer Science 2021-06-21 John D. Martin , Joseph Modayil

An important mathematical tool in the analysis of dynamical systems is the approximation of the reach set, i.e., the set of states reachable after a given time from a given initial state. This set is difficult to compute for complex systems…

Machine Learning · Computer Science 2023-09-19 Abdelmouaiz Tebjou , Goran Frehse , Faïcel Chamroukhi

This manuscript presents an algorithm for obtaining an approximation of a nonlinear high order control affine dynamical system. Controlled trajectories of the system are leveraged as the central unit of information via embedding them in…

Optimization and Control · Mathematics 2026-01-23 Moad Abudia , Tejasvi Channagiri , Joel A. Rosenfeld , Rushikesh Kamalapurkar

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 proposes model-free reinforcement learning methods for minimum-cost state-flipped control in Boolean control networks (BCNs). We tackle two questions: 1) finding the flipping kernel, namely the flip set with the smallest…

Systems and Control · Electrical Eng. & Systems 2024-08-13 Jingjie Ni , Yang Tang , Fangfei Li

This work considers the stability of nonlinear stochastic receding horizon control when the optimal controller is only computed approximately. A number of general classes of controller approximation error are analysed including…

Optimization and Control · Mathematics 2018-12-03 Francesco Bertoli , Adrian N. Bishop

We present an algorithm, based on the Differential Dynamic Programming framework, to handle trajectory optimization problems in which the horizon is determined online rather than fixed a priori. This algorithm exhibits exact one-step…

Robotics · Computer Science 2021-11-18 Kyle Stachowicz , Evangelos A. Theodorou