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Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…

Systems and Control · Electrical Eng. & Systems 2022-01-28 Jan Drgona , Aaron Tuor , Draguna Vrabie

Markov decision processes (MDPs) with large number of states are of high practical interest. However, conventional algorithms to solve MDP are computationally infeasible in this scenario. Approximate dynamic programming (ADP) methods tackle…

Systems and Control · Computer Science 2014-11-19 Chandrashekar Lakshminarayanan , Shalabh Bhatnagar

Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…

Data Structures and Algorithms · Computer Science 2023-11-16 Misha Ivkov , Tselil Schramm

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

Approximate dynamic programming (ADP) has proven itself in a wide range of applications spanning large-scale transportation problems, health care, revenue management, and energy systems. The design of effective ADP algorithms has many…

Optimization and Control · Mathematics 2014-07-15 Ilya O. Ryzhov , Peter I. Frazier , Warren B. Powell

Reinforcement learning (RL) for reachability specifications is fundamental in sequential decision-making, yet theoretical guarantees remain less explored. A recent work achieves asymptotic convergence to optimal policies. However, this…

Machine Learning · Computer Science 2026-05-26 Amogh Palasamudram , Jakub Svoboda , Suguman Bansal , Krishnendu Chatterjee

Safely controlling unknown dynamical systems is one of the biggest challenges in the field of control. Oftentimes, an approximate model of a system's dynamics exists which provides beneficial information for the selection of controls.…

Systems and Control · Electrical Eng. & Systems 2023-08-10 Ethan Lau , Vaibhav Srivastava , Shaunak D. Bopardikar

This paper presents a novel method of global adaptive dynamic programming (ADP) for the adaptive optimal control of nonlinear polynomial systems. The strategy consists of relaxing the problem of solving the Hamilton-Jacobi-Bellman (HJB)…

Dynamical Systems · Mathematics 2017-01-11 Yu Jiang , Zhong-Ping Jiang

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

Machine Learning · Computer Science 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the…

Machine Learning · Computer Science 2021-03-01 Bahram Behzadian , Reazul Hasan Russel , Marek Petrik , Chin Pang Ho

Safe operation of systems such as robots requires them to plan and execute trajectories subject to safety constraints. When those systems are subject to uncertainties in their dynamics, it is challenging to ensure that the constraints are…

Robotics · Computer Science 2022-01-13 Gokhan Alcan , Ville Kyrki

We propose a simple safety filter design for stochastic discrete-time systems based on piecewise affine probabilistic control barrier functions, providing an appealing balance between modeling flexibility and computational complexity. Exact…

Optimization and Control · Mathematics 2025-12-05 Matisse Teuwen , Mathijs Schuurmans , Panagiotis Patrinos

Classical adaptive control proves total-system stability for control of linear plants, but only for plants meeting very restrictive assumptions. Approximate Dynamic Programming (ADP) has the potential, in principle, to ensure stability…

adap-org · Physics 2015-06-24 Paul J. Werbos

There has been an increasing interest in using neural networks in closed-loop control systems to improve performance and reduce computational costs for on-line implementation. However, providing safety and stability guarantees for these…

Systems and Control · Electrical Eng. & Systems 2020-04-20 Haimin Hu , Mahyar Fazlyab , Manfred Morari , George J. Pappas

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…

Optimization and Control · Mathematics 2025-01-20 Ali Devran Kara , Erhan Bayraktar , Serdar Yuksel

Most reinforcement learning algorithms are based on a key assumption that Markov decision processes (MDPs) are stationary. However, non-stationary MDPs with dynamic action space are omnipresent in real-world scenarios. Yet problems of…

Machine Learning · Computer Science 2023-04-04 Jiaqi Ye , Xiaodong Li , Pangjing Wu , Feng Wang

This paper addresses the problem of maintaining safety during training in Reinforcement Learning (RL), such that the safety constraint violations are bounded at any point during learning. In a variety of RL applications the safety of the…

Machine Learning · Computer Science 2023-12-19 Rohan Mitta , Hosein Hasanbeig , Jun Wang , Daniel Kroening , Yiannis Kantaros , Alessandro Abate