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A reinforcement learning (RL) policy trained in a nominal environment could fail in a new/perturbed environment due to the existence of dynamic variations. Existing robust methods try to obtain a fixed policy for all envisioned dynamic…

Machine Learning · Computer Science 2022-03-10 Yikun Cheng , Pan Zhao , Manan Gandhi , Bo Li , Evangelos Theodorou , Naira Hovakimyan

Despite empirical success, the theory of reinforcement learning (RL) with value function approximation remains fundamentally incomplete. Prior work has identified a variety of pathological behaviours that arise in RL algorithms that combine…

Machine Learning · Computer Science 2020-10-30 Kenny Young , Richard S. Sutton

We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…

Numerical Analysis · Mathematics 2020-09-15 Stefania Bellavia , Gianmarco Gurioli

Stability selection is a widely adopted resampling-based framework for high-dimensional variable selection. This paper seeks to broaden the use of an established stability estimator to evaluate the overall stability of the stability…

Methodology · Statistics 2025-06-04 Mahdi Nouraie , Samuel Muller

This paper studies optimal control under the average-reward/cost criterion for deterministic linear systems. We derive the value function and optimal policy, and propose an approximate solution using Model Predictive Control to enable…

Optimization and Control · Mathematics 2025-07-08 Duc Cuong Nguyen

Many robotic systems are underactuated, meaning not all degrees of freedom can be directly controlled due to lack of actuators, input constraints, or state-dependent actuation. This property, compounded by modeling uncertainties and…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Daniel M. Cherenson , Dimitra Panagou

This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…

Optimization and Control · Mathematics 2022-02-09 Daniel Gurevich , Debdipta Goswami , Charles L. Fefferman , Clarence W. Rowley

Inverse optimal control, also known as inverse reinforcement learning, is the problem of recovering an unknown reward function in a Markov decision process from expert demonstrations of the optimal policy. We introduce a probabilistic…

Machine Learning · Computer Science 2012-06-22 Sergey Levine , Vladlen Koltun

In this paper an adaptive load management system that uses predictive control optimization is introduced. This price elastic system is able to optimize the consumption of power and is fully autonomous and responsive to market clearing…

Systems and Control · Computer Science 2018-09-24 Muneer Mohammad

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

In the paper, for the system which possesses both an attractor and a stable fixed point, we first formulate new stable control problems to find the asymptotically stable control function which realizes to transit a state moving around the…

Optimization and Control · Mathematics 2020-06-02 Fumihiko Nakamura

This work presents a technique for learning systems, where the learning process is guided by knowledge of the physics of the system. In particular, we solve the problem of the two-point boundary optimal control problem of linear…

Systems and Control · Electrical Eng. & Systems 2021-05-03 Vasanth Reddy , Hoda Eldardiry , Almuatazbellah Boker

Stochastic policies (also known as relaxed controls) are widely used in continuous-time reinforcement learning algorithms. However, executing a stochastic policy and evaluating its performance in a continuous-time environment remain open…

Machine Learning · Computer Science 2025-10-03 Yanwei Jia , Du Ouyang , Yufei Zhang

Feedback optimization refers to a class of methods that steer a control system to a steady state that solves an optimization problem. Despite tremendous progress on the topic, an important problem remains open: enforcing state constraints…

Optimization and Control · Mathematics 2026-02-11 Giannis Delimpaltadakis , Pol Mestres , Jorge Cortés , W. P. M. H. Heemels

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…

Systems and Control · Electrical Eng. & Systems 2020-12-09 Alexandros Tanzanakis , John Lygeros

Active learning is a framework for supervised learning to improve the predictive performance by adaptively annotating a small number of samples. To realize efficient active learning, both an acquisition function that determines the next…

Machine Learning · Statistics 2021-04-12 Hideaki Ishibashi , Hideitsu Hino

The update law in the indirect adaptive control scheme can be extended to include feedthrough of an error term. This reduces undesired oscillations of the calculated weights. When the ${\sigma}$-modification is used for achieving robustness…

Optimization and Control · Mathematics 2025-04-24 Tom Kaufmann , Johann Reger

This article provides a historical perspective of the field of adaptive control over the past seven decades and its intersection with learning. A chronology of key events over this large time-span, problem statements that the field has…

Optimization and Control · Mathematics 2022-02-24 Anuradha M. Annaswamy , Alexander L. Fradkov

In this letter we propose an optimization-based boundary controller for traffic flow dynamics capable of achieving both stability and invariance conditions. The approach is based on the definition of Boundary Control Barrier Functionals,…

Optimization and Control · Mathematics 2025-06-19 Maria Teresa Chiri , Roberto Guglielmi , Gennaro Notomista