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Related papers: Model predictive control with stage cost shaping i…

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Deep model-based reinforcement learning methods offer a conceptually simple approach to the decision-making and control problem: use learning for the purpose of estimating an approximate dynamics model, and offload the rest of the work to…

Machine Learning · Computer Science 2023-07-13 Michael Janner

We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for continuous dynamics and iterative tasks, and propose a rollout…

Optimization and Control · Mathematics 2021-09-30 Yuchao Li , Karl H. Johansson , Jonas Mårtensson , Dimitri P. Bertsekas

A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

Machine Learning · Computer Science 2023-12-13 Xiang Ji , Gen Li

The design of the performance index, also referred to as cost or reward shaping, is central to both optimal control and reinforcement learning, as it directly determines the behaviors, trade-offs, and objectives that the resulting control…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Ayush Rai , Shaoshuai Mou , Brian D. O. Anderson

Reinforcement learning (RL) in the context of control systems offers wide possibilities of controller adaptation. Given an infinite-horizon cost function, the so-called critic of RL approximates it with a neural net and sends this…

Optimization and Control · Mathematics 2020-06-26 Pavel Osinenko , Lukas Beckenbach , Thomas Göhrt , Stefan Streif

Optimal control is an essential tool for stabilizing complex nonlinear systems. However, despite the extensive impacts of methods such as receding horizon control, dynamic programming and reinforcement learning, the design of cost functions…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Tyler Westenbroek , Anand Siththaranjan , Mohsin Sarwari , Claire J. Tomlin , Shankar S. Sastry

Model predictive control can optimally deal with nonlinear systems under consideration of constraints. The control performance depends on the model accuracy and the prediction horizon. Recent advances propose to use reinforcement learning…

Machine Learning · Computer Science 2024-11-01 Dean Brandner , Sergio Lucia

Model predictive control (MPC) schemes are commonly designed with fixed, i.e., time-invariant, horizon length and cost functions. If no stabilizing terminal ingredients are used, stability can be guaranteed via a sufficiently long horizon.…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Lukas Beckenbach , Stefan Streif

In this paper, a novel online, output-feedback, critic-only, model-based reinforcement learning framework is developed for safety-critical control systems operating in complex environments. The developed framework ensures system stability…

Systems and Control · Electrical Eng. & Systems 2024-06-28 Tochukwu Elijah Ogri , Muzaffar Qureshi , Zachary I. Bell , Rushikesh Kamalapurkar

We propose a Model Predictive Control (MPC) with a single-step prediction horizon to approximate the solution of infinite horizon optimal control problems with the expected sum of convex stage costs for constrained linear uncertain systems.…

Optimization and Control · Mathematics 2025-04-24 Eunhyek Joa , Francesco Borrelli

Learning from expert demonstrations to flexibly program an autonomous system with complex behaviors or to predict an agent's behavior is a powerful tool, especially in collaborative control settings. A common method to solve this problem is…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Samuel Tesfazgi , Leonhard Sprandl , Armin Lederer , Sandra Hirche

This paper proposes a reinforcement learning approach for traffic control with the adaptive horizon. To build the controller for the traffic network, a Q-learning-based strategy that controls the green light passing time at the network…

Systems and Control · Computer Science 2019-04-01 Wentao Chen , Tehuan Chen , Guang Lin

In this technical note we analyse the performance improvement and optimality properties of the Learning Model Predictive Control (LMPC) strategy for linear deterministic systems. The LMPC framework is a policy iteration scheme where…

Optimization and Control · Mathematics 2022-02-02 Ugo Rosolia , Yingzhao Lian , Emilio T. Maddalena , Giancarlo Ferrari-Trecate , Colin N. Jones

This paper studies economic model predictive Control (EMPC) schemes, where the stage cost depends only on control inputs. Such problems arise in applications like water distribution networks and differ from standard EMPC since multiple…

Optimization and Control · Mathematics 2026-04-28 Alireza Arastou , Ye Wang , Erik Weyer

We present one of the first algorithms on model based reinforcement learning and trajectory optimization with free final time horizon. Grounded on the optimal control theory and Dynamic Programming, we derive a set of backward differential…

Systems and Control · Computer Science 2015-09-04 Wei Sun , Evangelos Theodorou , Panagiotis Tsiotras

We introduce the use of reinforcement learning for indirect mechanisms, working with the existing class of sequential price mechanisms, which generalizes both serial dictatorship and posted price mechanisms and essentially characterizes all…

Computer Science and Game Theory · Computer Science 2021-05-07 Gianluca Brero , Alon Eden , Matthias Gerstgrasser , David C. Parkes , Duncan Rheingans-Yoo

This work analyzes how the trade-off between the modeling error, the terminal value function error, and the prediction horizon affects the performance of a nominal receding-horizon linear quadratic (LQ) controller. By developing a novel…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Shengling Shi , Anastasios Tsiamis , Bart De Schutter

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

Model predictive control is a control approach that minimizes a stage cost over a predicted system trajectory based on a model of the system and is capable of handling state and input constraints. For uncertain models, robust or adaptive…

Systems and Control · Electrical Eng. & Systems 2022-06-29 Francisco Moreno-Mora , Lukas Beckenbach , Stefan Streif