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In this paper, we propose a notion of high-order (zeroing) barrier functions that generalizes the concept of zeroing barrier functions and guarantees set forward invariance by checking their higher order derivatives. The proposed…

Systems and Control · Electrical Eng. & Systems 2021-07-02 Xiao Tan , Wenceslao Shaw Cortez , Dimos V. Dimarogonas

In this paper we present a stability proof of model predictive control without stabilizing terminal constraints of cost which are subject to unknown but measurable disturbances. To this end, a relaxed Lyapunov argument on the nominal system…

Optimization and Control · Mathematics 2012-04-17 J. Pannek , M. Gerdts

Learning optimal feedback control laws capable of executing optimal trajectories is essential for many robotic applications. Such policies can be learned using reinforcement learning or planned using optimal control. While reinforcement…

Machine Learning · Computer Science 2019-10-14 Michael Lutter , Boris Belousov , Kim Listmann , Debora Clever , Jan Peters

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

Robust control seeks stabilizing policies that perform reliably under adversarial disturbances, with $\mathcal{H}_\infty$ control as a classical formulation. It is known that policy optimization of robust $\mathcal{H}_\infty$ control…

Optimization and Control · Mathematics 2025-10-01 Yuto Watanabe , Feng-Yi Liao , Yang Zheng

Reinforcement Learning (RL) of robotic manipulation skills, despite its impressive successes, stands to benefit from incorporating domain knowledge from control theory. One of the most important properties that is of interest is control…

Robotics · Computer Science 2021-03-03 Shahbaz Abdul Khader , Hang Yin , Pietro Falco , Danica Kragic

This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…

Optimization and Control · Mathematics 2019-05-03 Marijan Vukosavljev , Angela P. Schoellig , Mireille E. Broucke

Conveying complex objectives to reinforcement learning (RL) agents often requires meticulous reward engineering. Preference-based RL methods are able to learn a more flexible reward model based on human preferences by actively incorporating…

Machine Learning · Computer Science 2022-05-26 Xinran Liang , Katherine Shu , Kimin Lee , Pieter Abbeel

We extend the classical concepts of sampling and Euler solutions for control systems associated to discontinuous feedbacks by considering also the corresponding costs. In particular, we introduce the notions of Sample and Euler…

Optimization and Control · Mathematics 2020-04-24 Anna Chiara Lai , Monica Motta

In this paper, we study closed-loop strong equilibrium strategies for the time-inconsistent control problem with higher-order moments formulated by [Wang et al. SIAM J. Control. Optim., 63 (2025), 1560--1589]. Since time-inconsistency makes…

Optimization and Control · Mathematics 2025-08-15 Yike Wang

We study the exploration-exploitation dilemma in the linear quadratic regulator (LQR) setting. Inspired by the extended value iteration algorithm used in optimistic algorithms for finite MDPs, we propose to relax the optimistic optimization…

Machine Learning · Statistics 2020-07-14 Marc Abeille , Alessandro Lazaric

It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…

Optimization and Control · Mathematics 2022-02-22 Qi Lü , Tianxiao Wang

This paper studies the exponential stabilization on infinite dimensional system with impulse controls, where impulse instants appear periodically. The first main result shows that exponential stabilizability of the control system with a…

Optimization and Control · Mathematics 2021-05-13 Qishu Yan , Huaiqiang Yu

Model-free RL-based recommender systems have recently received increasing research attention due to their capability to handle partial feedback and long-term rewards. However, most existing research has ignored a critical feature in…

Machine Learning · Computer Science 2023-08-28 Tianchi Cai , Shenliao Bao , Jiyan Jiang , Shiji Zhou , Wenpeng Zhang , Lihong Gu , Jinjie Gu , Guannan Zhang

Entropy regularization is known to improve exploration in sequential decision-making problems. We show that this same mechanism can also lead to nearly unbiased and lower-variance estimates of the mean reward in the optimize-and-estimate…

Machine Learning · Computer Science 2022-08-26 Ben Chugg , Peter Henderson , Jacob Goldin , Daniel E. Ho

In this paper, we study the optimal singular controls for stochastic recursive systems, in which the control has two components: the regular control, and the singular control. Under certain assumptions, we establish the dynamic programming…

Optimization and Control · Mathematics 2018-11-06 Liangquan Zhang

This paper develops a quantitative framework for analyzing the mean-square exponential stabilization of stochastic linear systems with multiplicative noise, focusing specifically on the optimal stabilizing rate, which characterizes the…

Optimization and Control · Mathematics 2025-12-15 Hui Jia , Yuan-Hua Ni , Guangchen Wang

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely many agents and for the mean-field dynamics as their number…

Optimization and Control · Mathematics 2021-07-30 Benoît Bonnet , Francesco Rossi

This paper studies the convergence of the mirror descent algorithm for finite horizon stochastic control problems with measure-valued control processes. The control objective involves a convex regularisation function, denoted as $h$, with…

Optimization and Control · Mathematics 2025-08-22 Bekzhan Kerimkulov , David Šiška , Łukasz Szpruch , Yufei Zhang
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