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Deterministic model predictive control (MPC), while powerful, is often insufficient for effectively controlling autonomous systems in the real-world. Factors such as environmental noise and model error can cause deviations from the expected…

Optimization and Control · Mathematics 2024-07-29 Alex Oshin , Hassan Almubarak , Evangelos A. Theodorou

This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets. We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG) to address this issue, with…

Machine Learning · Computer Science 2024-10-18 Alessandro Micheli , Mélodie Monod

Several recent works have focused on carrying out non-asymptotic convergence analyses for AC algorithms. Recently, a two-timescale critic-actor algorithm has been presented for the discounted cost setting in the look-up table case where the…

Machine Learning · Computer Science 2025-09-01 Prashansa Panda , Shalabh Bhatnagar

Non-prehensile manipulation in high-dimensional systems is challenging for a variety of reasons. One of the main reasons is the computationally long planning times that come with a large state space. Trajectory optimisation algorithms have…

Robotics · Computer Science 2024-09-13 David Russell , Rafael Papallas , Mehmet Dogar

We consider the problem of optimal trajectory tracking for unknown systems. A novel data-enabled predictive control (DeePC) algorithm is presented that computes optimal and safe control policies using real-time feedback driving the unknown…

Optimization and Control · Mathematics 2019-03-19 Jeremy Coulson , John Lygeros , Florian Dörfler

In this paper, we consider the design of model predictive control (MPC) algorithms based on deep operator neural networks (DeepONets). These neural networks are capable of accurately approximating real and complex valued solutions of…

Optimization and Control · Mathematics 2025-05-26 Thomas Oliver de Jong , Khemraj Shukla , Mircea Lazar

Decentralized (PO)MDPs provide an expressive framework for sequential decision making in a multiagent system. Given their computational complexity, recent research has focused on tractable yet practical subclasses of Dec-POMDPs. We address…

Artificial Intelligence · Computer Science 2018-04-11 Duc Thien Nguyen , Akshat Kumar , Hoong Chuin Lau

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Camilo Gonzalez , Houshyar Asadi , Lars Kooijman , Chee Peng Lim

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

We consider multi-agent systems with heterogeneous, nonlinear agents subject to individual constraints that want to achieve a periodic, dynamic cooperative control goal which can be characterised by a set and a suitable cost. We propose a…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

Automated driving at unsignalized intersections is challenging due to complex multi-vehicle interactions and the need to balance safety and efficiency. Model Predictive Control (MPC) offers structured constraint handling through…

Robotics · Computer Science 2026-04-16 Saeed Rahmani , Gözde Körpe , Zhenlin , Xu , Bruno Brito , Simeon Craig Calvert , Bart van Arem

Sample efficiency is a critical property when optimizing policy parameters for the controller of a robot. In this paper, we evaluate two state-of-the-art policy optimization algorithms. One is a recent deep reinforcement learning method…

Machine Learning · Computer Science 2016-08-23 Arnaud de Froissard de Broissia , Olivier Sigaud

Model Predictive Control (MPC) is a powerful control technique that handles constraints, takes the system's dynamics into account, and optimizes for a given cost function. In practice, however, it often requires an expert to craft and tune…

Robotics · Computer Science 2020-04-21 Napat Karnchanachari , Miguel I. Valls , David Hoeller , Marco Hutter

In this paper, we propose a distributed model predictive control (DMPC) scheme for linear time-invariant constrained systems which admit a separable structure. To exploit the merits of distributed computation algorithms, the stabilizing…

Optimization and Control · Mathematics 2018-03-22 Georgios Darivianakis , Annika Eichler , John Lygeros

This paper introduces a new approach that leverages Multi-agent Bayesian Optimization (MABO) to design Distributed Model Predictive Control (DMPC) schemes for multi-agent systems. The primary objective is to learn optimal DMPC schemes even…

Systems and Control · Electrical Eng. & Systems 2025-05-21 Hossein Nejatbakhsh Esfahani , Kai Liu , Javad Mohammadpour Velni

We present an actor-critic framework for MDPs where the objective is the variance-adjusted expected return. Our critic uses linear function approximation, and we extend the concept of compatible features to the variance-adjusted setting. We…

Machine Learning · Statistics 2013-10-15 Aviv Tamar , Shie Mannor

In recent years, deep off-policy actor-critic algorithms have become a dominant approach to reinforcement learning for continuous control. One of the primary drivers of this improved performance is the use of pessimistic value updates to…

Machine Learning · Computer Science 2022-04-07 Ted Moskovitz , Jack Parker-Holder , Aldo Pacchiano , Michael Arbel , Michael I. Jordan

Actor-critic (AC) methods are widely used in reinforcement learning (RL) and benefit from the flexibility of using any policy gradient method as the actor and value-based method as the critic. The critic is usually trained by minimizing the…

Machine Learning · Computer Science 2023-11-01 Sharan Vaswani , Amirreza Kazemi , Reza Babanezhad , Nicolas Le Roux

In this paper we propose a novel distributed model predictive control (DMPC) based algorithm with a trajectory predictor for a scenario of landing of unmanned aerial vehicles (UAVs) on a moving unmanned surface vehicle (USV). The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Dženan Lapandić , Christos K. Verginis , Dimos V. Dimarogonas , Bo Wahlberg

Sampling-based Model Predictive Control (MPC) is a flexible control framework that can reason about non-smooth dynamics and cost functions. Recently, significant work has focused on the use of machine learning to improve the performance of…

Robotics · Computer Science 2022-12-07 Jacob Sacks , Byron Boots