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The exploration-exploitation trade-off is among the central challenges of reinforcement learning. The optimal Bayesian solution is intractable in general. This paper studies to what extent analytic statements about optimal learning are…

Machine Learning · Statistics 2015-03-13 Philipp Hennig

Dual control explicitly addresses the problem of trading off active exploration and exploitation in the optimal control of partially unknown systems. While the problem can be cast in the framework of stochastic dynamic programming, exact…

Systems and Control · Electrical Eng. & Systems 2019-11-12 Elena Arcari , Lukas Hewing , Melanie N. Zeilinger

Reinforcement learning provides a framework for learning to control which actions to take towards completing a task through trial-and-error. In many applications observing interactions is costly, necessitating sample-efficient learning. In…

Machine Learning · Statistics 2020-11-04 Charles Gadd , Markus Heinonen , Harri Lähdesmäki , Samuel Kaski

Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

Machine Learning · Computer Science 2026-04-03 Klemens Iten , Bruce Lee , Chenhao Li , Lenart Treven , Andreas Krause , Bhavya Sukhija

Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except for special cases, previous work has…

Artificial Intelligence · Computer Science 2013-06-14 Kenji Kawaguchi , Mauricio Araya

Efficiently tackling multiple tasks within complex environment, such as those found in robot manipulation, remains an ongoing challenge in robotics and an opportunity for data-driven solutions, such as reinforcement learning (RL).…

Robotics · Computer Science 2024-04-03 Carlos Plou , Ana C. Murillo , Ruben Martinez-Cantin

We present a novel strategy for robust dual control of linear time-invariant systems based on gain scheduling with performance guarantees. This work relies on prior results of determining uncertainty bounds of system parameters estimated…

Systems and Control · Electrical Eng. & Systems 2021-05-14 Janani Venkatasubramanian , Johannes Köhler , Julian Berberich , Frank Allgöwer

In many real world problems, control decisions have to be made with limited information. The controller may have no a priori (or even posteriori) data on the nonlinear system, except from a limited number of points that are obtained over…

Optimization and Control · Mathematics 2011-05-12 Tansu Alpcan

We present a novel dual control strategy for uncertain linear systems based on targeted harmonic exploration and gain-scheduling with performance and excitation guarantees. In the proposed sequential approach, robust control is implemented…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Janani Venkatasubramanian , Johannes Köhler , Julian Berberich , Frank Allgöwer

In the realm of supervised learning, Bayesian learning has shown robust predictive capabilities under input and parameter perturbations. Inspired by these findings, we demonstrate the robustness properties of Bayesian learning in the…

Machine Learning · Computer Science 2022-05-17 Nardos Ayele Ashenafi , Wankun Sirichotiyakul , Aykut C. Satici

Stochastic control with both inherent random system noise and lack of knowledge on system parameters constitutes the core and fundamental topic in reinforcement learning (RL), especially under non-episodic situations where online learning…

Systems and Control · Electrical Eng. & Systems 2019-06-24 Xin Huang , Duan Li , Daniel Zhuoyu Long

We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…

Machine Learning · Computer Science 2010-09-22 Konrad Rawlik , Marc Toussaint , Sethu Vijayakumar

We propose the use of Bayesian networks, which provide both a mean value and an uncertainty estimate as output, to enhance the safety of learned control policies under circumstances in which a test-time input differs significantly from the…

Machine Learning · Computer Science 2019-02-18 Keuntaek Lee , Kamil Saigol , Evangelos A. Theodorou

We propose a framework based on distributional reinforcement learning and recent attempts to combine Bayesian parameter updates with deep reinforcement learning. We show that our proposed framework conceptually unifies multiple previous…

Machine Learning · Computer Science 2018-06-22 Yunhao Tang , Shipra Agrawal

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

This study presents a Bayesian learning perspective towards model predictive control algorithms. High-level frameworks have been developed separately in the earlier studies on Bayesian learning and sampling-based model predictive control.…

Machine Learning · Computer Science 2022-03-14 Namhoon Cho , Seokwon Lee , Hyo-Sang Shin , Antonios Tsourdos

This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Leilei Cui , Tamer Başar , Zhong-Ping Jiang

Reinforcement learning studies how to balance exploration and exploitation in real-world systems, optimizing interactions with the world while simultaneously learning how the world operates. One general class of algorithms for such learning…

Machine Learning · Statistics 2018-08-10 Iñigo Urteaga , Chris H. Wiggins

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

Model-free reinforcement learning methods lack an inherent mechanism to impose behavioural constraints on the trained policies. Although certain extensions exist, they remain limited to specific types of constraints, such as value…

Machine Learning · Computer Science 2025-04-28 Bram De Cooman , Johan Suykens
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