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Enforcing state and input constraints during reinforcement learning (RL) in continuous state spaces is an open but crucial problem which remains a roadblock to using RL in safety-critical applications. This paper leverages invariant sets to…

Systems and Control · Electrical Eng. & Systems 2019-06-28 Ankush Chakrabarty , Rien Quirynen , Claus Danielson , Weinan Gao

Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma

Infinite-horizon optimal control of constrained piecewise affine (PWA) systems has been approximately addressed by hybrid model predictive control (MPC), which, however, has computational limitations, both in offline design and online…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

Machine Learning · Statistics 2012-05-22 Marek Petrik

This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

Optimization and Control · Mathematics 2025-09-01 Qingkai Meng , Fenglan Wang , Lin Zhao

We present a method for feedback motion planning of systems with unknown dynamics which provides probabilistic guarantees on safety, reachability, and goal stability. To find a domain in which a learned control-affine approximation of the…

Robotics · Computer Science 2021-10-22 Craig Knuth , Glen Chou , Necmiye Ozay , Dmitry Berenson

Reinforcement learning based adaptive/approximate dynamic programming (ADP) is a powerful technique to determine an approximate optimal controller for a dynamical system. These methods bypass the need to analytically solve the nonlinear…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma

Training a robust policy is critical for policy deployment in real-world systems or dealing with unknown dynamics mismatch in different dynamic systems. Domain Randomization~(DR) is a simple and elegant approach that trains a conservative…

Machine Learning · Computer Science 2023-05-23 Kang Xu , Yan Ma , Wei Li

Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its…

Systems and Control · Electrical Eng. & Systems 2023-04-10 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

We present a novel linear program for the approximation of the dynamic programming cost-to-go function in high-dimensional stochastic control problems. LP approaches to approximate DP have typically relied on a natural `projection' of a…

Optimization and Control · Mathematics 2009-10-05 V. V. Desai , V. F. Farias , C. C. Moallemi

This study is aimed at answering the famous question of how the approximation errors at each iteration of Approximate Dynamic Programming (ADP) affect the quality of the final results considering the fact that errors at each iteration…

Systems and Control · Computer Science 2015-05-18 Ali Heydari

We describe an approximate dynamic programming (ADP) approach to compute approximations of the optimal strategies and of the minimal losses that can be guaranteed in discounted repeated games with vector-valued losses. Such games…

Computer Science and Game Theory · Computer Science 2020-10-27 Vijay Kamble , Patrick Loiseau , Jean Walrand

This paper presents a safe feedback control framework for nonlinear control-affine systems with parametric uncertainty by leveraging adaptive dynamic programming (ADP) with barrier-state augmentation. The developed ADP-based controller…

Optimization and Control · Mathematics 2026-01-05 Trivikram Satharasi , Tochukwu E. Ogri , Muzaffar Qureshi , Kyle Volle , Rushikesh Kamalapurkar

Sufficient conditions for global stabilization of nonlinear systems with delayed input by means of approximate predictors are presented. An approximate predictor is a mapping which approximates the exact values of the stabilizing input for…

Optimization and Control · Mathematics 2009-10-21 Iasson Karafyllis

The design of an automated vehicle controller can be generally formulated into an optimal control problem. This paper proposes a continuous-time finite-horizon approximate dynamicprogramming (ADP) method, which can synthesis off-line…

Systems and Control · Electrical Eng. & Systems 2020-07-07 Ziyu Lin , Jingliang Duan , Shengbo Eben Li , Haitong Ma , Yuming Yin

This paper presents a new formulation for model-free robust optimal regulation of continuous-time nonlinear systems. The proposed reinforcement learning based approach, referred to as incremental adaptive dynamic programming (IADP),…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Cong Li , Yongchao Wang , Fangzhou Liu , Qingchen Liu , Martin Buss

This paper studies the robust optimal control design for uncertain nonlinear systems from a perspective of robust adaptive dynamic programming (robust-ADP). The objective is to fill up a gap in the past literature of ADP where dynamic…

Dynamical Systems · Mathematics 2013-03-12 Yu Jiang , Zhong-Ping Jiang

In this paper, we will develop a systematic approach to deriving guaranteed bounds for approximate dynamic programming (ADP) schemes in optimal control problems. Our approach is inspired by our recent results on bounding the performance of…

Optimization and Control · Mathematics 2014-03-31 Yajing Liu , Edwin K. P. Chong , Ali Pezeshki , Bill Moran

Approximate Dynamic Programming (ADP) is a methodology to solve multi-stage stochastic optimization problems in multi-dimensional discrete or continuous spaces. ADP approximates the optimal value function by adaptively sampling both action…

Optimization and Control · Mathematics 2021-07-02 Vijay Kumar , Mort Webster

Reinforcement learning (RL) has demonstrated substantial potential for humanoid bipedal locomotion and the control of complex motions. To cope with oscillations and impacts induced by environmental interactions, compliant control is widely…

Robotics · Computer Science 2026-03-23 Zewen He , Yoshihiko Nakamura
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