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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

Reinforcement Learning (RL) offers promising solutions for control tasks in industrial cyber-physical systems (ICPSs), yet its real-world adoption remains limited. This paper demonstrates how seemingly small but well-designed modifications…

Systems and Control · Electrical Eng. & Systems 2025-03-27 Georg Schäfer , Tatjana Krau , Jakob Rehrl , Stefan Huber , Simon Hirlaender

Reinforcement Learning (RL) has emerged as a powerful paradigm in Artificial Intelligence (AI), enabling agents to learn optimal behaviors through interactions with their environments. Drawing from the foundations of trial and error, RL…

Artificial Intelligence · Computer Science 2025-02-04 Majid Ghasemi , Amir Hossein Moosavi , Dariush Ebrahimi

This paper addresses the joint state estimation and control problems for unknown linear time-invariant systems subject to both process and measurement noise. The aim is to redesign the linear quadratic Gaussian (LQG) controller based solely…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Wenjie Liu , Jian Sun , Gang Wang , Francesco Bullo , Jie Chen

Training sophisticated agents for optimal decision-making under uncertainty has been key to the rapid development of modern autonomous systems across fields. Notably, model-free reinforcement learning (RL) has enabled decision-making agents…

Machine Learning · Computer Science 2025-07-21 Thomas Banker , Ali Mesbah

To further understand the underlying mechanism of various reinforcement learning (RL) algorithms and also to better use the optimization theory to make further progress in RL, many researchers begin to revisit the linear-quadratic regulator…

Systems and Control · Electrical Eng. & Systems 2021-03-18 Man Li , Jiahu Qin , Wei Xing Zheng , Yaonan Wang , Yu Kang

This paper studies the constrained/safe reinforcement learning (RL) problem with sparse indicator signals for constraint violations. We propose a model-based approach to enable RL agents to effectively explore the environment with unknown…

Artificial Intelligence · Computer Science 2021-03-09 Zuxin Liu , Hongyi Zhou , Baiming Chen , Sicheng Zhong , Martial Hebert , Ding Zhao

Deep neural networks coupled with fast simulation and improved computation have led to recent successes in the field of reinforcement learning (RL). However, most current RL-based approaches fail to generalize since: (a) the gap between…

Machine Learning · Computer Science 2017-03-09 Lerrel Pinto , James Davidson , Rahul Sukthankar , Abhinav Gupta

We develop provably safe and convergent reinforcement learning (RL) algorithms for control of nonlinear dynamical systems, bridging the gap between the hard safety guarantees of control theory and the convergence guarantees of RL theory.…

Machine Learning · Computer Science 2024-03-08 Wesley A. Suttle , Vipul K. Sharma , Krishna C. Kosaraju , S. Sivaranjani , Ji Liu , Vijay Gupta , Brian M. Sadler

The aim of the project is to investigate and assess opportunities for applying reinforcement learning (RL) for power system control. As a proof of concept (PoC), voltage control of thermostatically controlled loads (TCLs) for power…

Machine Learning · Computer Science 2020-05-12 Oleh Lukianykhin , Tetiana Bogodorova

Precise robotic manipulation skills are desirable in many industrial settings, reinforcement learning (RL) methods hold the promise of acquiring these skills autonomously. In this paper, we explicitly consider incorporating operational…

Model-free Reinforcement Learning (RL) works well when experience can be collected cheaply and model-based RL is effective when system dynamics can be modeled accurately. However, both assumptions can be violated in real world problems such…

Machine Learning · Computer Science 2020-05-07 Mohak Bhardwaj , Ankur Handa , Dieter Fox , Byron Boots

The combination of machine learning with control offers many opportunities, in particular for robust control. However, due to strong safety and reliability requirements in many real-world applications, providing rigorous statistical and…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Christian Fiedler , Carsten W. Scherer , Sebastian Trimpe

Designing a competent meta-reinforcement learning (meta-RL) algorithm in terms of data usage remains a central challenge to be tackled for its successful real-world applications. In this paper, we propose a sample-efficient meta-RL…

Machine Learning · Computer Science 2023-12-12 Jaeuk Shin , Giho Kim , Howon Lee , Joonho Han , Insoon Yang

We demonstrate experimentally the feasibility of applying reinforcement learning (RL) in flow control problems by automatically discovering active control strategies without any prior knowledge of the flow physics. We consider the turbulent…

Fluid Dynamics · Physics 2020-03-10 Dixia Fan , Liu Yang , Michael S Triantafyllou , George Em Karniadakis

Reinforcement learning (RL) has attracted increasing interest for adaptive traffic signal control due to its model-free ability to learn control policies directly from interaction with the traffic environment. However, several challenges…

Machine Learning · Computer Science 2026-03-17 Dickens Kwesiga , Angshuman Guin , Khaled Abdelghany , Michael Hunter

In this article, we study a continuous-time stochastic $H_\infty$ control problem based on reinforcement learning (RL) techniques that can be viewed as solving a stochastic linear-quadratic two-person zero-sum differential game (LQZSG).…

Optimization and Control · Mathematics 2024-10-02 Zhongshi Sun , Guangyan Jia

Reinforcement Learning (RL) is an emerging approach to control many dynamical systems for which classical control approaches are not applicable or insufficient. However, the resultant policies may not generalize to variations in the…

Robotics · Computer Science 2023-11-13 Abdel Gafoor Haddad , Mohammed B. Mohiuddin , Igor Boiko , Yahya Zweiri

Reinforcement learning (RL) commonly relies on scalar rewards with limited ability to express temporal, conditional, or safety-critical goals, and can lead to reward hacking. Temporal logic expressible via the more general class of…

Artificial Intelligence · Computer Science 2025-11-26 Dominik Wagner , Leon Witzman , Luke Ong

This paper addresses two important estimation problems for linear systems, namely system identification and model-free state estimation. Our focus is on ARMAX models with unknown parameters. We first provide a reinforcement learning…

Systems and Control · Electrical Eng. & Systems 2022-05-10 Minyue Fu