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Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…

Optimization and Control · Mathematics 2025-06-17 Weijian Li , Panagiotis Kounatidis , Zhong-Ping Jiang , Andreas A. Malikopoulos

We consider the classic stochastic linear quadratic regulator (LQR) problem under an infinite horizon average stage cost. By leveraging recent policy gradient methods from reinforcement learning, we obtain a first-order method that finds a…

Optimization and Control · Mathematics 2025-02-21 Caleb Ju , Georgios Kotsalis , Guanghui Lan

We adapt reinforcement learning (RL) methods for continuous control to bridge the gap between complete ignorance and perfect knowledge of the environment. Our method, Partial Knowledge Least Squares Policy Iteration (PLSPI), takes…

Systems and Control · Electrical Eng. & Systems 2024-03-27 Shuyuan Wang , Philip D. Loewen , Nathan P. Lawrence , Michael G. Forbes , R. Bhushan Gopaluni

Offline reinforcement learning (offline RL) considers problems where learning is performed using only previously collected samples and is helpful for the settings in which collecting new data is costly or risky. In model-based offline RL,…

Machine Learning · Computer Science 2023-03-09 Mustafa O. Karabag , Ufuk Topcu

Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…

Machine Learning · Computer Science 2019-10-24 Aditya Modi , Nan Jiang , Ambuj Tewari , Satinder Singh

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…

Optimization and Control · Mathematics 2021-03-16 Bo Pang , Zhong-Ping Jiang

We investigate the problem of learning linear quadratic regulators (LQR) in a multi-task, heterogeneous, and model-free setting. We characterize the stability and personalization guarantees of a policy gradient-based (PG) model-agnostic…

Optimization and Control · Mathematics 2024-06-04 Leonardo F. Toso , Donglin Zhan , James Anderson , Han Wang

Recent success in deep reinforcement learning for continuous control has been dominated by model-free approaches which, unlike model-based approaches, do not suffer from representational limitations in making assumptions about the world…

Machine Learning · Computer Science 2019-05-07 Muhammad Burhan Hafez , Cornelius Weber , Matthias Kerzel , Stefan Wermter

Policy gradient algorithms are widely used in reinforcement learning and belong to the class of approximate dynamic programming methods. This paper studies two key policy gradient algorithms, the Natural Policy Gradient and the Gauss-Newton…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Bowen Song , Sebastien Gros , Andrea Iannelli

Reward-free reinforcement learning (RL) is a framework which is suitable for both the batch RL setting and the setting where there are many reward functions of interest. During the exploration phase, an agent collects samples without using…

Machine Learning · Computer Science 2020-06-22 Ruosong Wang , Simon S. Du , Lin F. Yang , Ruslan Salakhutdinov

For over a decade, model-based reinforcement learning has been seen as a way to leverage control-based domain knowledge to improve the sample-efficiency of reinforcement learning agents. While model-based agents are conceptually appealing,…

Machine Learning · Computer Science 2021-05-28 Brandon Amos , Samuel Stanton , Denis Yarats , Andrew Gordon Wilson

Reinforcement learning (RL) can be a powerful alternative to classical control methods when standard model-based control is insufficient, e.g., when deriving a suitable model is intractable or impossible. In many cases, however, the choice…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Victor Schulte , Michael Eichelbeck , Matthias Althoff

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

Machine Learning · Computer Science 2025-07-25 Yilie Huang , Yanwei Jia , Xun Yu Zhou

We propose a model-based reinforcement learning (RL) approach for noisy time-dependent gate optimization with improved sample complexity over model-free RL. Sample complexity is the number of controller interactions with the physical…

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

Reinforcement learning (RL) is used to directly design a control policy using data collected from the system. This paper considers the robustness of controllers trained via model-free RL. The discussion focuses on the standard model-based…

Systems and Control · Computer Science 2019-04-09 Harish K. Venkataraman , Peter J. Seiler

Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these…

Optimization and Control · Mathematics 2021-03-17 Hesameddin Mohammadi , Armin Zare , Mahdi Soltanolkotabi , Mihailo R. Jovanović

Distributionally Robust Reinforcement Learning (DR-RL) aims to derive a policy optimizing the worst-case performance within a predefined uncertainty set. Despite extensive research, previous DR-RL algorithms have predominantly favored…

Machine Learning · Computer Science 2024-06-26 Yudan Wang , Shaofeng Zou , Yue Wang

Reinforcement learning holds tremendous promise in accelerator controls. The primary goal of this paper is to show how this approach can be utilised on an operational level on accelerator physics problems. Despite the success of model-free…

Machine Learning · Computer Science 2022-01-27 Simon Hirlaender , Niky Bruchon

Recent progress in reinforcement learning has led to remarkable performance in a range of applications, but its deployment in high-stakes settings remains quite rare. One reason is a limited understanding of the behavior of reinforcement…

Machine Learning · Computer Science 2020-11-04 Feicheng Wang , Lucas Janson