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In this paper, we propose an efficient implementation of deep policy gradient method (PGM) for optimal control problems in continuous time. The proposed method has the ability to manage the allocation of computational resources, number of…

Optimization and Control · Mathematics 2025-02-25 Arash Fahim , Md. Arafatur Rahman

In this paper, we show how a simulated Markov decision process (MDP) built by the so-called \emph{baseline} policies, can be used to compute a different policy, namely the \emph{simulated optimal} policy, for which the performance of this…

Optimization and Control · Mathematics 2014-10-13 Yinlam Chow , Mohammad Ghavamzadeh

Simulation environments are good for learning different driving tasks like lane changing, parking or handling intersections etc. in an abstract manner. However, these simulation environments often restrict themselves to operate under…

Machine Learning · Computer Science 2021-11-01 Ashish Rana , Avleen Malhi

Multi-agent control problems constitute an interesting area of application for deep reinforcement learning models with continuous action spaces. Such real-world applications, however, typically come with critical safety constraints that…

Machine Learning · Computer Science 2021-08-12 Ziyad Sheebaelhamd , Konstantinos Zisis , Athina Nisioti , Dimitris Gkouletsos , Dario Pavllo , Jonas Kohler

We propose a novel approach to address one aspect of the non-stationarity problem in multi-agent reinforcement learning (RL), where the other agents may alter their policies due to environment changes during execution. This violates the…

Machine Learning · Computer Science 2019-12-03 Yixiang Wang , Feng Wu

Enforcing state-wise safety constraints is critical for the application of reinforcement learning (RL) in real-world problems, such as autonomous driving and robot manipulation. However, existing safe RL methods only enforce state-wise…

Machine Learning · Computer Science 2024-10-03 Weiye Zhao , Feihan Li , Yifan Sun , Yujie Wang , Rui Chen , Tianhao Wei , Changliu Liu

This paper studies a deep deterministic policy gradient (DDPG) based actor critic (AC) reinforcement learning (RL) technique to control a linear discrete-time system with a quadratic control cost while ensuring a constraint on the…

Systems and Control · Electrical Eng. & Systems 2023-12-22 Arunava Naha , Subhrakanti Dey

This thesis develops theoretical frameworks and algorithms that advance constrained reinforcement learning (RL) across control, preference learning, and alignment of large language models. The first contribution addresses constrained Markov…

Machine Learning · Computer Science 2025-12-12 Akhil Agnihotri

Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from…

Machine Learning · Computer Science 2020-01-15 Yuhui Wang , Hao He , Chao Wen , Xiaoyang Tan

We develop a model-free approach to optimally control stochastic, Markovian systems subject to a reach-avoid constraint. Specifically, the state trajectory must remain within a safe set while reaching a target set within a finite time…

Optimization and Control · Mathematics 2025-09-30 Tingting Ni , Maryam Kamgarpour

The problem of constrained reinforcement learning (CRL) holds significant importance as it provides a framework for addressing critical safety satisfaction concerns in the field of reinforcement learning (RL). However, with the introduction…

Machine Learning · Computer Science 2023-05-24 Chengbin Xuan , Feng Zhang , Faliang Yin , Hak-Keung Lam

While reinforcement learning has been increasingly applied to stochastic control, few studies have systematically examined policy-based methods in queuing environments modeled as a semi-Markov decision process (SMDP). To address this gap,…

Optimization and Control · Mathematics 2026-04-28 Joseph Walton , Gabriel Nicolosi

Reinforcement learning (RL) is attracting increasing interests in autonomous driving due to its potential to solve complex classification and control problems. However, existing RL algorithms are rarely applied to real vehicles for two…

Machine Learning · Computer Science 2020-03-04 Lu Wen , Jingliang Duan , Shengbo Eben Li , Shaobing Xu , Huei Peng

Many control policies used in various applications determine the input or action by solving a convex optimization problem that depends on the current state and some parameters. Common examples of such convex optimization control policies…

Optimization and Control · Mathematics 2019-12-23 Akshay Agrawal , Shane Barratt , Stephen Boyd , Bartolomeo Stellato

Finding different solutions to the same problem is a key aspect of intelligence associated with creativity and adaptation to novel situations. In reinforcement learning, a set of diverse policies can be useful for exploration, transfer,…

Artificial Intelligence · Computer Science 2022-01-05 Tom Zahavy , Brendan O'Donoghue , Andre Barreto , Volodymyr Mnih , Sebastian Flennerhag , Satinder Singh

We consider the problem of optimizing time averages in systems with independent and identically distributed behavior over renewal frames. This includes scheduling and task processing to maximize utility in stochastic networks with variable…

Optimization and Control · Mathematics 2010-11-30 Michael J. Neely

We propose a simple, practical and intuitive approach to improve the performance of a conventional controller in uncertain environments using deep reinforcement learning while maintaining safe operation. Our approach is motivated by the…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Tom Staessens , Tom Lefebvre , Guillaume Crevecoeur

This paper presents a constrained adaptive dynamic programming (CADP) algorithm to solve general nonlinear nonaffine optimal control problems with known dynamics. Unlike previous ADP algorithms, it can directly deal with problems with state…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Jingliang Duan , Zhengyu Liu , Shengbo Eben Li , Qi Sun , Zhenzhong Jia , Bo Cheng

We study a Federated Reinforcement Learning (FedRL) problem with constraint heterogeneity. In our setting, we aim to solve a reinforcement learning problem with multiple constraints while $N$ training agents are located in $N$ different…

Machine Learning · Computer Science 2024-05-07 Hao Jin , Liangyu Zhang , Zhihua Zhang

Most methods in reinforcement learning use a Policy Gradient (PG) approach to learn a parametric stochastic policy that maps states to actions. The standard approach is to implement such a mapping via a neural network (NN) whose parameters…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques
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