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We consider the problem of online learning of optimal control for repeatedly operated systems in the presence of parametric uncertainty. During each round of operation, environment selects system parameters according to a fixed but unknown…

Machine Learning · Computer Science 2016-09-20 Theja Tulabandhula

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Aren Karapetyan , Diego Bolliger , Anastasios Tsiamis , Efe C. Balta , John Lygeros

We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

We study the safe reinforcement learning problem with nonlinear function approximation, where policy optimization is formulated as a constrained optimization problem with both the objective and the constraint being nonconvex functions. For…

Machine Learning · Computer Science 2019-10-29 Ming Yu , Zhuoran Yang , Mladen Kolar , Zhaoran Wang

This paper investigates methods for estimating the optimal stochastic control policy for a Markov Decision Process with unknown transition dynamics and an unknown reward function. This form of model-free reinforcement learning comprises…

Machine Learning · Computer Science 2019-12-06 Brandon Trabucco , Albert Qu , Simon Li , Ganeshkumar Ashokavardhanan

Achieving both optimality and safety under unknown system dynamics is a central challenge in real-world deployment of agents. To address this, we introduce a notion of maximum safe dynamics learning, where sufficient exploration is…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Manish Prajapat , Johannes Köhler , Melanie N. Zeilinger , Andreas Krause

Dynamical models identified from data are frequently employed in control system design. However, decoupling system identification from controller synthesis can result in situations where no suitable controller exists after a model has been…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Sampath Kumar Mulagaleti , Alberto Bemporad

The ability to autonomously explore and resolve tasks with minimal human guidance is crucial for the self-development of embodied intelligence. Although reinforcement learning methods can largely ease human effort, it's challenging to…

Robotics · Computer Science 2024-12-19 Changxin Huang , Yanbin Chang , Junfan Lin , Junyang Liang , Runhao Zeng , Jianqiang Li

This paper focuses on finding reinforcement learning policies for control systems with hard state and action constraints. Despite its success in many domains, reinforcement learning is challenging to apply to problems with hard constraints,…

Machine Learning · Computer Science 2020-03-24 Liyuan Zheng , Yuanyuan Shi , Lillian J. Ratliff , Baosen Zhang

This paper proposes an inverse optimal control method which enables a robot to incrementally learn a control objective function from a collection of trajectory segments. By saying incrementally, it means that the collection of trajectory…

Robotics · Computer Science 2022-02-03 Zihao Liang , Wanxin Jin , Shaoshuai Mou

This paper develops a method to learn optimal controls from data for bilinear systems without a priori knowledge of the system dynamics. Given an unknown bilinear system, we first characterize when the available data is suitable to solve…

Optimization and Control · Mathematics 2023-10-13 Zhenyi Yuan , Jorge Cortes

Decision-making problems are commonly formulated as optimization problems, which are then solved to make optimal decisions. In this work, we consider the inverse problem where we use prior decision data to uncover the underlying…

Optimization and Control · Mathematics 2022-12-27 Rishabh Gupta , Qi Zhang

We study the problem of learning-augmented predictive linear quadratic control. Our goal is to design a controller that balances \textit{"consistency"}, which measures the competitive ratio when predictions are accurate, and…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Tongxin Li , Ruixiao Yang , Guannan Qu , Guanya Shi , Chenkai Yu , Adam Wierman , Steven H. Low

Controllable Markov chains describe the dynamics of sequential decision making tasks and are the central component in optimal control and reinforcement learning. In this work, we give the general form of an optimal policy for learning…

Machine Learning · Computer Science 2025-12-24 Peter N. Loxley

We develop a learning-based algorithm for the control of autonomous systems governed by unknown, nonlinear dynamics to satisfy user-specified spatio-temporal tasks expressed as signal temporal logic specifications. Most existing algorithms…

Robotics · Computer Science 2021-10-12 Christos K. Verginis , Zhe Xu , Ufuk Topcu

Learning to control unknown nonlinear dynamical systems is a fundamental problem in reinforcement learning and control theory. A commonly applied approach is to first explore the environment (exploration), learn an accurate model of it…

Machine Learning · Computer Science 2023-06-16 Andrew Wagenmaker , Guanya Shi , Kevin Jamieson

This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…

Optimization and Control · Mathematics 2023-01-13 Emiland Garrabe , Giovanni Russo

This paper proposes a differentiable robust LQR layer for reinforcement learning and imitation learning under model uncertainty and stochastic dynamics. The robust LQR layer can exploit the advantages of robust optimal control and…

Robotics · Computer Science 2021-06-11 Ngo Anh Vien , Gerhard Neumann

This paper considers the problem of regulating a linear dynamical system to the solution of a convex optimization problem with an unknown or partially-known cost. We design a data-driven feedback controller - based on gradient flow dynamics…

Optimization and Control · Mathematics 2022-04-05 Liliaokeawawa Cothren , Gianluca Bianchin , Emiliano Dall'Anese

This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…

Optimization and Control · Mathematics 2017-11-01 Shaolin Ji , Xiaole Xue