Related papers: Supplemental Material For "Primal-Dual Q-Learning …
Reinforcement learning (RL) is an effective approach for solving optimal control problems without knowing the exact information of the system model. However, the classical Q-learning method, a model-free RL algorithm, has its limitations,…
This paper discusses a new approach to the fundamental problem of learning optimal Q-functions. In this approach, optimal Q-functions are formulated as saddle points of a nonlinear Lagrangian function derived from the classic Bellman…
Reinforcement learning (RL) has seen significant research and application results but often requires large amounts of training data. This paper proposes two data-efficient off-policy RL methods that use parametrized Q-learning. In these…
Risk-aware control, though with promise to tackle unexpected events, requires a known exact dynamical model. In this work, we propose a model-free framework to learn a risk-aware controller with a focus on the linear system. We formulate it…
In recent years there has been a collective research effort to find new formulations of reinforcement learning that are simultaneously more efficient and more amenable to analysis. This paper concerns one approach that builds on the linear…
In this article, we study a model-free design approach for stochastic linear quadratic (SLQ) controllers. Based on the convexity of the SLQ dual problem and the Karush-Kuhn-Tucker (KKT) conditions, we find the relationship between the…
In this paper, our goal is to study fundamental foundations of linear quadratic Gaussian (LQG) control problems for stochastic linear time-invariant systems via Lagrangian duality of semidefinite programming (SDP) problems. In particular,…
This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…
This manuscript surveys reinforcement learning from the perspective of optimization and control with a focus on continuous control applications. It surveys the general formulation, terminology, and typical experimental implementations of…
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…
Although duality is used extensively in certain fields, such as supervised learning in machine learning, it has been much less explored in others, such as reinforcement learning (RL). In this paper, we show how duality is involved in a…
Integrating data-driven techniques with mechanism-driven insights has recently gained popularity as a powerful learning approach to solving traditional LQR problems for designing intelligent controllers in complex dynamic systems. However,…
In safety-critical applications, reinforcement learning (RL) needs to consider safety constraints. However, theoretical understandings of constrained RL for continuous control are largely absent. As a case study, this paper presents a…
This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…
We study the exploration-exploitation dilemma in the linear quadratic regulator (LQR) setting. Inspired by the extended value iteration algorithm used in optimistic algorithms for finite MDPs, we propose to relax the optimistic optimization…
By exploiting double-penalty terms for the primal subproblem, we develop a novel relaxed augmented Lagrangian method for solving a family of convex optimization problems subject to equality or inequality constraints. The method is then…
The field of quickest change detection (QCD) concerns design and analysis of algorithms to estimate in real time the time at which an important event takes place, and identify properties of the post-change behavior. It is shown in this…
The Linear Quadratic Regulator (LQR) is a cornerstone of optimal control theory, widely studied in both model-based and model-free approaches. Despite its well-established nature, certain foundational aspects remain subtle. In this paper,…
A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…
Recent strides in nonlinear model predictive control (NMPC) underscore a dependence on numerical advancements to efficiently and accurately solve large-scale problems. Given the substantial number of variables characterizing typical…