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Designing off-policy reinforcement learning algorithms is typically a very challenging task, because a desirable iteration update often involves an expectation over an on-policy distribution. Prior off-policy actor-critic (AC) algorithms…

Machine Learning · Computer Science 2021-07-20 Tengyu Xu , Zhuoran Yang , Zhaoran Wang , Yingbin Liang

We propose a novel actor-critic algorithm with guaranteed convergence to an optimal policy for a discounted reward Markov decision process. The actor incorporates a descent direction that is motivated by the solution of a certain non-linear…

Machine Learning · Computer Science 2015-07-30 Prashanth L. A. , H. L. Prasad , Shalabh Bhatnagar , Prakash Chandra

This paper proposes GProp, a deep reinforcement learning algorithm for continuous policies with compatible function approximation. The algorithm is based on two innovations. Firstly, we present a temporal-difference based method for…

Machine Learning · Computer Science 2015-09-11 David Balduzzi , Muhammad Ghifary

Model Predictive Control (MPC) is widely used in robot control by optimizing a sequence of control outputs over a finite-horizon. Computational approaches for MPC include deterministic methods (e.g., iLQR and COBYLA), as well as…

Robotics · Computer Science 2025-11-03 Zhaoxin Li , Xiaoke Wang , Letian Chen , Rohan Paleja , Subramanya Nageshrao , Matthew Gombolay

We present a differentiable predictive control (DPC) methodology for learning constrained control laws for unknown nonlinear systems. DPC poses an approximate solution to multiparametric programming problems emerging from explicit nonlinear…

Systems and Control · Electrical Eng. & Systems 2021-07-27 Jan Drgona , Aaron Tuor , Soumya Vasisht , Elliott Skomski , Draguna Vrabie

To provide robustness of distributed model predictive control (DMPC), this work proposes a robust DMPC formulation for discrete-time linear systems subject to unknown-but-bounded disturbances. Taking advantage of the structure of certain…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Ye Wang , Chris Manzie

Reinforcement learning has been proven to be highly effective in handling complex control tasks. Traditional methods typically use unimodal distributions, such as Gaussian distributions, to model the output of value distributions. However,…

Machine Learning · Computer Science 2025-07-14 Tong Liu , Yinuo Wang , Xujie Song , Wenjun Zou , Liangfa Chen , Likun Wang , Bin Shuai , Jingliang Duan , Shengbo Eben Li

We introduce EfficientTDMPC, a sample-efficient model-based reinforcement learning method for continuous control built on the TD-MPC family of algorithms. Central to this family is a planner that aims to find an action sequence that…

Machine Learning · Computer Science 2026-05-20 Thomas Evers , Cristian Meo , Wendelin Bohmer , Justin Dauwels , Yaniv Oren

In this paper, we consider a modified version of the control problem in a model free Markov decision process (MDP) setting with large state and action spaces. The control problem most commonly addressed in the contemporary literature is to…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

Policy gradient methods in actor-critic reinforcement learning (RL) have become perhaps the most promising approaches to solving continuous optimal control problems. However, the trial-and-error nature of RL and the inherent randomness…

Machine Learning · Computer Science 2024-04-19 Ruofan Wu , Junmin Zhong , Jennie Si

We propose a distributed model predictive control (MPC) framework for coordinating heterogeneous, nonlinear multi-agent systems under individual and coupling constraints. The cooperative task is encoded as a shared objective function…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

We focus on a simulation-based optimization problem of choosing the best design from the feasible space. Although the simulation model can be queried with finite samples, its internal processing rule cannot be utilized in the optimization…

Machine Learning · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia , Jiaqi Yan

Model Predictive Control (MPC) is a well-established approach to solve infinite horizon optimal control problems. Since optimization over an infinite time horizon is generally infeasible, MPC determines a suboptimal feedback control by…

Optimization and Control · Mathematics 2022-10-26 Saskia Dietze , Martin A. Grepl

This paper proposes a novel control method for an autonomous wheel loader, enabling time-efficient navigation to an arbitrary goal pose. Unlike prior works which combine high-level trajectory planners with Model Predictive Control (MPC), we…

Robotics · Computer Science 2025-04-08 Aleksi Mäki-Penttilä , Naeim Ebrahimi Toulkani , Reza Ghabcheloo

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 address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…

Trading and Market Microstructure · Quantitative Finance 2026-04-01 Thomas P. McAuliffe , Samuel Liew , Yuchao Li , Andrey Ushenin , Chihang Wang , Alexandros Tasos , Jack Pearce , Dimitris Tasoulis , Dimitri P. Bertsekas , Theodoros Tsagaris

This paper is about a real-time model predictive control (MPC) algorithm for a particular class of model based controllers, whose objective consists of a nominal tracking objective and an additional learning objective. Here, the…

Optimization and Control · Mathematics 2016-11-09 Xuhui Feng , Boris Houska

In control system networks, reconfiguration of the controller when agents are leaving or joining the network is still an open challenge, in particular when operation constraints that depend on each agent's behavior must be met. Drawing our…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Danilo Saccani , Lorenzo Fagiano , Melanie N. Zeilinger , Andrea Carron

Pretraining with expert demonstrations have been found useful in speeding up the training process of deep reinforcement learning algorithms since less online simulation data is required. Some people use supervised learning to speed up the…

Artificial Intelligence · Computer Science 2018-02-12 Xiaoqin Zhang , Huimin Ma

We explore value decomposition solutions for multi-agent deep reinforcement learning in the popular paradigm of centralized training with decentralized execution(CTDE). As the recognized best solution to CTDE, Weighted QMIX is cutting-edge…

Multiagent Systems · Computer Science 2022-08-09 Kai Liu , Tianxian Zhang , Lingjiang Kong