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This paper proposes a novel approach for Asset-Liability Management (ALM) by employing continuous-time Reinforcement Learning (RL) with a linear-quadratic (LQ) formulation that incorporates both interim and terminal objectives. We develop a…
This paper delves into designing stabilizing feedback control gains for continuous linear systems with unknown state matrix, in which the control is subject to a general structural constraint. We bring forth the ideas from reinforcement…
In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…
Continuous reinforcement learning such as DDPG and A3C are widely used in robot control and autonomous driving. However, both methods have theoretical weaknesses. While DDPG cannot control noises in the control process, A3C does not satisfy…
Efforts in this paper seek to combine graph theory with adaptive dynamic programming (ADP) as a reinforcement learning (RL) framework to determine forward-in-time, real-time, approximate optimal controllers for distributed multi-agent…
Sampling-based model predictive control (MPC) has found significant success in optimal control problems with non-smooth system dynamics and cost function. Many machine learning-based works proposed to improve MPC by a) learning or…
This paper proposes a safe reinforcement learning (RL) algorithm that approximately solves the state-constrained optimal control problem for continuous-time uncertain nonlinear systems. We formulate the safe RL problem as the minimization…
Control contraction metrics (CCMs) provide a framework to co-synthesize a controller and a corresponding contraction metric -- a positive-definite Riemannian metric under which a closed-loop system is guaranteed to be incrementally…
This paper addresses continuous-time reinforcement learning (CTRL) where the system dynamics are governed by an unknown stochastic differential equation, and only discrete-time observations are available. Existing approaches face…
In this paper, the tracking control problem of a class of uncertain Euler-Lagrange systems subjected to unknown input delay and bounded disturbances is addressed. To this front, a novel delay dependent control law, referred as Adaptive…
Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…
Reinforcement learning based adaptive/approximate dynamic programming (ADP) is a powerful technique to determine an approximate optimal controller for a dynamical system. These methods bypass the need to analytically solve the nonlinear…
Iterative learning control (ILC) is a powerful technique for high performance tracking in the presence of modeling errors for optimal control applications. There is extensive prior work showing its empirical effectiveness in applications…
This paper provides an approximate online adaptive solution to the infinite-horizon optimal tracking problem for control-affine continuous-time nonlinear systems with unknown drift dynamics. Model-based reinforcement learning is used to…
In this paper, we address the problem of reference tracking for uncertain nonlinear systems. Since collecting data from the target system (i.e., the system of interest) is often challenging, our objective is to design optimal controllers…
This paper explores continuous-time control synthesis for target-driven navigation to satisfy complex high-level tasks expressed as linear temporal logic (LTL). We propose a model-free framework using deep reinforcement learning (DRL) where…
Our goal is for AI systems to correctly identify and act according to their human user's objectives. Cooperative Inverse Reinforcement Learning (CIRL) formalizes this value alignment problem as a two-player game between a human and robot,…
Dynamical models identified from data are frequently employed in control system design. However, decoupling system identification from controller synthesis can result in situations where no suitable controller exists after a model has been…
Contrastive Learning (CL) has been proved to be a powerful self-supervised approach for a wide range of domains, including computer vision and graph representation learning. However, the incremental learning issue of CL has rarely been…
Nonlinear optimal control is vital for numerous applications but remains challenging for unknown systems due to the difficulties in accurately modelling dynamics and handling computational demands, particularly in high-dimensional settings.…