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We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for continuous dynamics and iterative tasks, and propose a rollout…

Optimization and Control · Mathematics 2021-09-30 Yuchao Li , Karl H. Johansson , Jonas Mårtensson , Dimitri P. Bertsekas

We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…

Machine Learning · Computer Science 2019-02-13 Yinlam Chow , Ofir Nachum , Aleksandra Faust , Edgar Duenez-Guzman , Mohammad Ghavamzadeh

Urban autonomous driving decision making is challenging due to complex road geometry and multi-agent interactions. Current decision making methods are mostly manually designing the driving policy, which might result in sub-optimal solutions…

Machine Learning · Computer Science 2019-10-23 Jianyu Chen , Bodi Yuan , Masayoshi Tomizuka

This work adopts the very successful distributional perspective on reinforcement learning and adapts it to the continuous control setting. We combine this within a distributed framework for off-policy learning in order to develop what we…

Traditional controllers have limitations as they rely on prior knowledge about the physics of the problem, require modeling of dynamics, and struggle to adapt to abnormal situations. Deep reinforcement learning has the potential to address…

Machine Learning · Computer Science 2023-10-24 Ammar N. Abbas , Georgios C. Chasparis , John D. Kelleher

Many real-world control problems involve both discrete decision variables - such as the choice of control modes, gear switching or digital outputs - as well as continuous decision variables - such as velocity setpoints, control gains or…

Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…

Machine Learning · Computer Science 2023-09-27 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL). Specifically, we assume agents assess the risk of a sequence of random variables using dynamic…

Machine Learning · Computer Science 2022-12-01 Anthony Coache , Sebastian Jaimungal

This work provides a Deep Reinforcement Learning approach to solving a periodic review inventory control system with stochastic vendor lead times, lost sales, correlated demand, and price matching. While this dynamic program has…

Machine Learning · Computer Science 2022-11-30 Dhruv Madeka , Kari Torkkola , Carson Eisenach , Anna Luo , Dean P. Foster , Sham M. Kakade

Deep reinforcement learning has shown promise in various engineering applications, including vehicular traffic control. The non-stationary nature of traffic, especially in the lane-free environment with more degrees of freedom in vehicle…

Robotics · Computer Science 2024-06-24 Mehran Berahman , Majid Rostami-Shahrbabaki , Klaus Bogenberger

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

Data-efficient learning in continuous state-action spaces using very high-dimensional observations remains a key challenge in developing fully autonomous systems. In this paper, we consider one instance of this challenge, the pixels to…

Machine Learning · Statistics 2015-06-19 Niklas Wahlström , Thomas B. Schön , Marc Peter Deisenroth

We introduce a model-free algorithm for learning in Markov decision processes with parameterized actions-discrete actions with continuous parameters. At each step the agent must select both which action to use and which parameters to use…

Artificial Intelligence · Computer Science 2015-11-30 Warwick Masson , Pravesh Ranchod , George Konidaris

Model-free deep reinforcement learning has been shown to exhibit good performance in domains ranging from video games to simulated robotic manipulation and locomotion. However, model-free methods are known to perform poorly when the…

Machine Learning · Computer Science 2018-03-20 Tuomas Haarnoja , Vitchyr Pong , Aurick Zhou , Murtaza Dalal , Pieter Abbeel , Sergey Levine

Reinforcement learning continuously optimizes decision-making based on real-time feedback reward signals through continuous interaction with the environment, demonstrating strong adaptive and self-learning capabilities. In recent years, it…

Robotics · Computer Science 2024-08-15 Zixiang Wang , Hao Yan , Yining Wang , Zhengjia Xu , Zhuoyue Wang , Zhizhong Wu

This paper presents a robust reinforcement learning algorithm called robust deterministic policy gradient (RDPG), which reformulates the H-infinity control problem as a two-player zero-sum dynamic game between a user and an adversary. The…

Robotics · Computer Science 2025-12-04 Taeho Lee , Donghwan Lee

We propose using deep reinforcement learning to solve dynamic stochastic general equilibrium models. Agents are represented by deep artificial neural networks and learn to solve their dynamic optimisation problem by interacting with the…

Econometrics · Economics 2023-01-06 Mingli Chen , Andreas Joseph , Michael Kumhof , Xinlei Pan , Xuan Zhou

Reinforcement learning is considered to be a strong AI paradigm which can be used to teach machines through interaction with the environment and learning from their mistakes, but it has not yet been successfully used for automotive…

Machine Learning · Statistics 2016-12-14 Ahmad El Sallab , Mohammed Abdou , Etienne Perot , Senthil Yogamani

Enabling autonomous robots to interact in unstructured environments with dynamic objects requires manipulation capabilities that can deal with clutter, changes, and objects' variability. This paper presents a comparison of different…

Robotics · Computer Science 2019-02-01 Michel Breyer , Fadri Furrer , Tonci Novkovic , Roland Siegwart , Juan Nieto

Despite the success achieved by the analysis of supervised learning algorithms in the framework of statistical mechanics, reinforcement learning has remained largely untouched. Here we move towards closing the gap by analyzing the dynamics…

Statistical Mechanics · Physics 2022-09-02 Riccardo Fabbricatore , Vladimir V. Palyulin