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Developing agents that can perform challenging complex tasks is the goal of reinforcement learning. The model-free reinforcement learning has been considered as a feasible solution. However, the state of the art research has been to develop…

Machine Learning · Computer Science 2020-08-24 MyungJae Shin , Joongheon Kim

While reinforcement learning has shown experimental success in a number of applications, it is known to be sensitive to noise and perturbations in the parameters of the system, leading to high variance in the total reward amongst different…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Erfaun Noorani , Christos Mavridis , John Baras

Imitation Learning (IL) can generate computationally efficient policies from demonstrations provided by Model Predictive Control (MPC). However, IL methods often require extensive data-collection and training efforts, limiting changes to…

Robotics · Computer Science 2024-07-09 Andrea Tagliabue , Jonathan P. How

This paper presents a novel approach combining inductive logic programming with reinforcement learning to improve training performance and explainability. We exploit inductive learning of answer set programs from noisy examples to learn a…

Artificial Intelligence · Computer Science 2025-01-14 Celeste Veronese , Daniele Meli , Alessandro Farinelli

Model predictive control (MPC) achieves stability and constraint satisfaction for general nonlinear systems, but requires computationally expensive online optimization. This paper studies approximations of such MPC controllers via neural…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Henrik Hose , Johannes Köhler , Melanie N. Zeilinger , Sebastian Trimpe

A robust Learning Model Predictive Controller (LMPC) for uncertain systems performing iterative tasks is presented. At each iteration of the control task the closed-loop state, input and cost are stored and used in the controller design.…

Systems and Control · Electrical Eng. & Systems 2021-07-06 Ugo Rosolia , Xiaojing Zhang , Francesco Borrelli

For all its successes, Reinforcement Learning (RL) still struggles to deliver formal guarantees on the closed-loop behavior of the learned policy. Among other things, guaranteeing the safety of RL with respect to safety-critical systems is…

Systems and Control · Electrical Eng. & Systems 2020-04-03 Sebastien Gros , Mario Zanon , Alberto Bemporad

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Reinforcement learning has received high research interest for developing planning approaches in automated driving. Most prior works consider the end-to-end planning task that yields direct control commands and rarely deploy their algorithm…

Robotics · Computer Science 2023-07-31 Marvin Klimke , Benjamin Völz , Michael Buchholz

The application of supervised learning techniques in combination with model predictive control (MPC) has recently generated significant interest, particularly in the area of approximate explicit MPC, where function approximators like deep…

Machine Learning · Computer Science 2026-03-27 Christopher A. Orrico , Bokan Yang , Dinesh Krishnamoorthy

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…

Data Structures and Algorithms · Computer Science 2025-02-12 Jeremy McMahan

In the case of the two-person zero-sum stochastic game with a central controller, this paper proposes a best collaborative behavior search and selection algorithm based on reinforcement learning, in response to how to choose the best…

Robotics · Computer Science 2019-10-01 Yunkai Wang , Shenhan Jia , Zexi Chen , Zheyuan Huang , Rong Xiong

This work presents a distributed algorithm for resolving cooperative multi-vehicle conflicts in highly constrained spaces. By formulating the conflict resolution problem as a Multi-Agent Reinforcement Learning (RL) problem, we can train a…

Robotics · Computer Science 2023-02-06 Xu Shen , Francesco Borrelli

In this paper we propose a new approach to complement reinforcement learning (RL) with model-based control (in particular, Model Predictive Control - MPC). We introduce an algorithm, the MPC augmented RL (MPRL) that combines RL and MPC in a…

Artificial Intelligence · Computer Science 2020-02-27 Meghana Rathi , Pietro Ferraro , Giovanni Russo

This paper presents an approach for learning Model Predictive Control (MPC) schemes directly from data using Reinforcement Learning (RL) methods. The state-of-the-art learning methods use RL to improve the performance of parameterized MPC…

Systems and Control · Electrical Eng. & Systems 2023-01-05 Shambhuraj Sawant , Akhil S Anand , Dirk Reinhardt , Sebastien Gros

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…

Quantum Physics · Physics 2021-12-21 Daochen Wang , Aarthi Sundaram , Robin Kothari , Ashish Kapoor , Martin Roetteler

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

We introduce a reinforcement learning method for a class of non-Markov systems; our approach extends the actor-critic framework given by Rose et al. [New J. Phys. 23 013013 (2021)] for obtaining scaled cumulant generating functions…

Statistical Mechanics · Physics 2026-03-09 Venkata D. Pamulaparthy , Rosemary J. Harris
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