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We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…

Machine Learning · Computer Science 2022-07-20 Mohammadi Zaki , Avinash Mohan , Aditya Gopalan , Shie Mannor

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…

Machine Learning · Computer Science 2019-11-27 Kaixiang Lin , Jiayu Zhou

We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…

Optimization and Control · Mathematics 2025-05-27 Ashley Davey , Harry Zheng

Sequence-to-sequence architectures built upon recurrent neural networks have become a standard choice for multi-step-ahead time series prediction. In these models, the decoder produces future values conditioned on contextual inputs,…

Machine Learning · Computer Science 2026-02-06 Qi Sima , Xinze Zhang , Yukun Bao , Siyue Yang , Liang Shen

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

Standard reinforcement learning methods aim to master one way of solving a task whereas there may exist multiple near-optimal policies. Being able to identify this collection of near-optimal policies can allow a domain expert to efficiently…

Machine Learning · Computer Science 2019-06-04 Muhammad A. Masood , Finale Doshi-Velez

Policy robustness in Reinforcement Learning may not be desirable at any cost: the alterations caused by robustness requirements from otherwise optimal policies should be explainable, quantifiable and formally verifiable. In this work we…

Machine Learning · Computer Science 2023-12-12 Daniel Jarne Ornia , Licio Romao , Lewis Hammond , Manuel Mazo , Alessandro Abate

Many of the challenges facing today's reinforcement learning (RL) algorithms, such as robustness, generalization, transfer, and computational efficiency are closely related to compression. Prior work has convincingly argued why minimizing…

Machine Learning · Computer Science 2021-09-08 Benjamin Eysenbach , Ruslan Salakhutdinov , Sergey Levine

We present an approach for safe trajectory planning, where a strategic task related to autonomous racing is learned sample-efficient within a simulation environment. A high-level policy, represented as a neural network, outputs a reward…

Robotics · Computer Science 2022-12-06 Rudolf Reiter , Jasper Hoffmann , Joschka Boedecker , Moritz Diehl

We propose a computationally efficient Learning Model Predictive Control (LMPC) scheme for constrained optimal control of a class of nonlinear systems where the state and input can be reconstructed using lifted outputs. For the considered…

Optimization and Control · Mathematics 2021-01-19 Siddharth H. Nair , Ugo Rosolia , Francesco Borrelli

We investigate the important problem of certifying stability of reinforcement learning policies when interconnected with nonlinear dynamical systems. We show that by regulating the input-output gradients of policies, strong guarantees of…

Systems and Control · Computer Science 2018-10-30 Ming Jin , Javad Lavaei

We revisit the stochastic variance-reduced policy gradient (SVRPG) method proposed by Papini et al. (2018) for reinforcement learning. We provide an improved convergence analysis of SVRPG and show that it can find an $\epsilon$-approximate…

Machine Learning · Computer Science 2019-05-30 Pan Xu , Felicia Gao , Quanquan Gu

A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of…

Systems and Control · Computer Science 2018-06-13 Michael Hertneck , Johannes Köhler , Sebastian Trimpe , Frank Allgöwer

Counterfactual reasoning from logged data has become increasingly important for many applications such as web advertising or healthcare. In this paper, we address the problem of learning stochastic policies with continuous actions from the…

Machine Learning · Statistics 2025-02-24 Houssam Zenati , Alberto Bietti , Matthieu Martin , Eustache Diemert , Pierre Gaillard , Julien Mairal

Designing hierarchical reinforcement learning algorithms that exhibit safe behaviour is not only vital for practical applications but also, facilitates a better understanding of an agent's decisions. We tackle this problem in the options…

Artificial Intelligence · Computer Science 2021-07-01 Arushi Jain , Khimya Khetarpal , Doina Precup

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

Nonlinear model predictive control (NMPC) has gained widespread use in many applications. Its formulation traditionally involves repetitively solving a nonlinear constrained optimization problem online. In this paper, we investigate NMPC…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Iman Askari , Shen Zeng , Huazhen Fang

Accurate estimates of long-term risk probabilities and their gradients are critical for many stochastic safe control methods. However, computing such risk probabilities in real-time and in unseen or changing environments is challenging.…

Systems and Control · Electrical Eng. & Systems 2024-08-20 Zhuoyuan Wang , Yorie Nakahira

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

Reinforcement learning (RL) agents are vulnerable to adversarial disturbances, which can deteriorate task performance or compromise safety specifications. Existing methods either address safety requirements under the assumption of no…

Machine Learning · Computer Science 2023-09-14 Zeyang Li , Chuxiong Hu , Yunan Wang , Yujie Yang , Shengbo Eben Li