Related papers: Model predictive control with stage cost shaping i…
Recent advancements in model-free deep reinforcement learning have enabled efficient agent training. However, challenges arise when determining the region of attraction for these controllers, especially if the region does not fully cover…
We consider the constrained optimal control problem for the gradual-impulsive CTMDP model with the performance criteria being the expected total undiscounted costs (from the running cost and the cost from each time an impulse being…
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…
Reinforcement learning has been established over the past decade as an effective tool to find optimal control policies for dynamical systems, with recent focus on approaches that guarantee safety during the learning and/or execution phases.…
Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…
Measurement and estimation of parameters are essential for science and engineering, where one of the main quests is to find systematic schemes that can achieve high precision. While conventional schemes for quantum parameter estimation…
The article poses a general model for optimal control subject to information constraints, motivated in part by recent work of Sims and others on information-constrained decision-making by economic agents. In the average-cost optimal control…
The field of quickest change detection (QCD) focuses on the design and analysis of online algorithms that estimate the time at which a significant event occurs. In this paper, design and analysis are cast in a Bayesian framework, where QCD…
We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…
This paper employs a policy iteration reinforcement learning (RL) method to study continuous-time linear-quadratic mean-field control problems in infinite horizon. The drift and diffusion terms in the dynamics involve the states, the…
Reinforcement learning is commonly associated with training of reward-maximizing (or cost-minimizing) agents, in other words, controllers. It can be applied in model-free or model-based fashion, using a priori or online collected system…
In the backdrop of an increasingly pressing need for effective urban and highway transportation systems, this work explores the synergy between model-based and learning-based strategies to enhance traffic flow management by use of an…
Reinforcement learning, which acquires a policy maximizing long-term rewards, has been actively studied. Unfortunately, this learning type is too slow and difficult to use in practical situations because the state-action space becomes huge…
We present foundations for using Model Predictive Control (MPC) as a differentiable policy class for reinforcement learning in continuous state and action spaces. This provides one way of leveraging and combining the advantages of…
This paper presents a control architecture in which a direct adaptive control technique is used within the model predictive control framework, using the concurrent learning based approach, to compensate for model uncertainties. At each time…
In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…
We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based…
This paper presents a novel approach to synthesize stabilizing termi- nal ingredients for linear model predictive control (MPC) schemes, with the aim of increasing the region of attraction while reducing suboptimal- ity with respect to the…
The need for control strategies that can address dynamic system uncertainty is becoming increasingly important. In this work, we propose a Model Predictive Control by quantifying the risk of failure in our system model. The proposed control…
We study the design of functional incentive mechanisms for dynamical systems, in which a leader designs a fixed incentive function to motivate a self-interested follower to actuate the system beneficially over an extended horizon, without…