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In probably approximately correct (PAC) reinforcement learning (RL), an agent is required to identify an $\epsilon$-optimal policy with probability $1-\delta$. While minimax optimal algorithms exist for this problem, its instance-dependent…

Machine Learning · Computer Science 2022-10-25 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

In this paper, we propose a novel policy iteration method, called dynamic policy programming (DPP), to estimate the optimal policy in the infinite-horizon Markov decision processes. We prove the finite-iteration and asymptotic l\infty-norm…

Machine Learning · Computer Science 2011-09-09 Mohammad Gheshlaghi Azar , Vicenc Gomez , Hilbert J. Kappen

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

Memory-Bounded Dynamic Programming (MBDP) has proved extremely effective in solving decentralized POMDPs with large horizons. We generalize the algorithm and improve its scalability by reducing the complexity with respect to the number of…

Artificial Intelligence · Computer Science 2012-06-26 Sven Seuken , Shlomo Zilberstein

Soft robots can execute tasks with safer interactions. However, control techniques that can effectively exploit the systems' capabilities are still missing. Differential dynamic programming (DDP) has emerged as a promising tool for…

Motion planning and control problems are embedded and essential in almost all robotics applications. These problems are often formulated as stochastic optimal control problems and solved using dynamic programming algorithms. Unfortunately,…

Robotics · Computer Science 2018-01-12 Alex A. Gorodetsky , Sertac Karaman , Youssef M. Marzouk

Adaptive optimal control of nonlinear dynamic systems with deterministic and known dynamics under a known undiscounted infinite-horizon cost function is investigated. Policy iteration scheme initiated using a stabilizing initial control is…

Systems and Control · Computer Science 2015-05-21 Ali Heydari

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

Integrated task and motion planning has emerged as a challenging problem in sequential decision making, where a robot needs to compute high-level strategy and low-level motion plans for solving complex tasks. While high-level strategies…

Artificial Intelligence · Computer Science 2018-02-19 Siddharth Srivastava , Nishant Desai , Richard Freedman , Shlomo Zilberstein

This paper proposes a control method to address the physical Human-Robot Interaction (pHRI) challenge in the context of hierarchical tasks. A common approach to managing hierarchical tasks is Hierarchical Quadratic Programming (HQP), which,…

Robotics · Computer Science 2024-10-23 Mengxin Xu , Weiwei Wan , Hesheng Wang , Kensuke Harada

Training a robust policy is critical for policy deployment in real-world systems or dealing with unknown dynamics mismatch in different dynamic systems. Domain Randomization~(DR) is a simple and elegant approach that trains a conservative…

Machine Learning · Computer Science 2023-05-23 Kang Xu , Yan Ma , Wei Li

This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…

Robotics · Computer Science 2021-10-27 Shuo Yang , Gerry Chen , Yetong Zhang , Howie Choset , Frank Dellaert

Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…

Optimization and Control · Mathematics 2024-03-19 Yifan Ran , Stefan Vlaski , Wei Dai

Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…

Optimization and Control · Mathematics 2022-05-31 Laurent Lessard

This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical…

Optimization and Control · Mathematics 2020-04-22 Yuk-Loong Chow , Xiang Yu , Chao Zhou

Connected and Automated Vehicles (CAVs), particularly those with a hybrid electric powertrain, have the potential to significantly improve vehicle energy savings in real-world driving conditions. In particular, the Eco-Driving problem seeks…

Systems and Control · Electrical Eng. & Systems 2021-08-06 Shreshta Rajakumar Deshpande , Shobhit Gupta , Abhishek Gupta , Marcello Canova

Trajectory optimization is a fundamental problem in robotics. While optimization of continuous control trajectories is well developed, many applications require both discrete and continuous, i.e., hybrid, controls. Finding an optimal…

Robotics · Computer Science 2017-03-03 Joni Pajarinen , Ville Kyrki , Michael Koval , Siddhartha Srinivasa , Jan Peters , Gerhard Neumann

The classical Dynamic Programming (DP) approach to optimal control problems is based on the characterization of the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. The DP scheme for the numerical…

Numerical Analysis · Mathematics 2019-04-15 Alessandro Alla , Maurizio Falcone , Luca Saluzzi

Probabilistic control design is founded on the principle that a rational agent attempts to match modelled with an arbitrary desired closed-loop system trajectory density. The framework was originally proposed as a tractable alternative to…

Machine Learning · Computer Science 2023-11-16 Tom Lefebvre

This paper studies the infinite-horizon adaptive optimal control of continuous-time linear periodic (CTLP) systems. A novel value iteration (VI) based off-policy ADP algorithm is proposed for a general class of CTLP systems, so that…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Bo Pang , Zhong-Ping Jiang