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Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

The paper develops a general methodology for analyzing policies with path-dependency (hysteresis) in stochastic models with forward looking optimizing agents. Our main application is a macro-climate model with a path-dependent climate…

Theoretical Economics · Economics 2021-04-22 Georgii Riabov , Aleh Tsyvinski

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

Deterministic policy gradient algorithms are foundational for actor-critic methods in controlling continuous systems, yet they often encounter inaccuracies due to their dependence on the derivative of the critic's value estimates with…

Machine Learning · Computer Science 2025-02-11 Baturay Saglam , Dionysis Kalogerias

In recent years, various powerful policy gradient algorithms have been proposed in deep reinforcement learning. While all these algorithms build on the Policy Gradient Theorem, the specific design choices differ significantly across…

Machine Learning · Computer Science 2024-03-04 Matthias Lehmann

The aim of this paper is to study the reward based policy exploration problem in a supervised learning approach and enable robots to form complex movement trajectories in challenging reward settings and search spaces. For this, the…

Robotics · Computer Science 2020-11-10 M. Tuluhan Akbulut , Utku Bozdogan , Ahmet Tekden , Emre Ugur

Wireless systems resource allocation refers to perpetual and challenging nonconvex constrained optimization tasks, which are especially timely in modern communications and networking setups involving multiple users with heterogeneous…

Systems and Control · Electrical Eng. & Systems 2021-09-28 Hassaan Hashmi , Dionysios S. Kalogerias

The use of imitation learning to learn a single policy for a complex task that has multiple modes or hierarchical structure can be challenging. In fact, previous work has shown that when the modes are known, learning separate policies for…

Machine Learning · Computer Science 2019-03-13 Arjun Sharma , Mohit Sharma , Nicholas Rhinehart , Kris M. Kitani

We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…

Optimization and Control · Mathematics 2011-11-10 Minh Dang Doan , Tamás Keviczky , Bart De Schutter

We propose a novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. Our problem formulation accommodates constraints that…

Machine Learning · Computer Science 2026-01-06 Hao Ma , Melanie Zeilinger , Michael Muehlebach

Though great effort has been put into the study of path planning on urban roads and highways, few works have studied the driving strategy and trajectory planning in low-speed driving scenarios, e.g., driving on a university campus or…

Robotics · Computer Science 2019-04-05 Yuying Chen , Haoyang Ye , Ming Liu

We present a framework for bi-level trajectory optimization in which a system's dynamics are encoded as the solution to a constrained optimization problem and smooth gradients of this lower-level problem are passed to an upper-level…

In the field of reinforcement learning, because of the high cost and risk of policy training in the real world, policies are trained in a simulation environment and transferred to the corresponding real-world environment. However, the…

Machine Learning · Computer Science 2023-01-12 Takumi Tanabe , Rei Sato , Kazuto Fukuchi , Jun Sakuma , Youhei Akimoto

Policy gradient is a generic and flexible reinforcement learning approach that generally enjoys simplicity in analysis, implementation, and deployment. In the last few decades, this approach has been extensively advanced for fully…

Machine Learning · Computer Science 2020-05-26 Kamyar Azizzadenesheli , Yisong Yue , Animashree Anandkumar

In imitation learning, an agent learns how to behave in an environment with an unknown cost function by mimicking expert demonstrations. Existing imitation learning algorithms typically involve solving a sequence of planning or…

Machine Learning · Computer Science 2016-06-17 Jonathan Ho , Jayesh K. Gupta , Stefano Ermon

We extend the standard reinforcement learning framework to random time horizons. While the classical setting typically assumes finite and deterministic or infinite runtimes of trajectories, we argue that multiple real-world applications…

Machine Learning · Computer Science 2025-08-15 Enric Ribera Borrell , Lorenz Richter , Christof Schütte

As humans, our goals and our environment are persistently changing throughout our lifetime based on our experiences, actions, and internal and external drives. In contrast, typical reinforcement learning problem set-ups consider decision…

Machine Learning · Computer Science 2020-06-19 Annie Xie , James Harrison , Chelsea Finn

We study the use of policy gradient algorithms to optimize over a class of generalized Thompson sampling policies. Our central insight is to view the posterior parameter sampled by Thompson sampling as a kind of pseudo-action. Policy…

Machine Learning · Computer Science 2020-07-01 Seungki Min , Ciamac C. Moallemi , Daniel J. Russo

Reinforcement learning agents must painstakingly learn through trial and error what sets of state-action pairs are value equivalent -- requiring an often prohibitively large amount of environment experience. MDP homomorphisms have been…

The issue of opinion sharing and formation has received considerable attention in the academic literature, and a few models have been proposed to study this problem. However, existing models are limited to the interactions among nearest…

Social and Information Networks · Computer Science 2024-08-15 Zuobai Zhang , Wanyue Xu , Zhongzhi Zhang , Guanrong Chen