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This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…

Optimization and Control · Mathematics 2022-02-09 Daniel Gurevich , Debdipta Goswami , Charles L. Fefferman , Clarence W. Rowley

Adapting an agent's behaviour to new environments has been one of the primary focus areas of physics based reinforcement learning. Although recent approaches such as universal policy networks partially address this issue by enabling the…

Machine Learning · Computer Science 2022-02-15 Buddhika Laknath Semage , Thommen George Karimpanal , Santu Rana , Svetha Venkatesh

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

Optimization and Control · Mathematics 2023-03-10 Erhan Bayraktar , Ali Devran Kara

In many learning based control methodologies, learning the unknown dynamic model precedes the control phase, while the aim is to control the system such that it remains in some safe region of the state space. In this work, our aim is to…

Machine Learning · Computer Science 2021-05-14 Farhad Farokhi , Alex Leong , Iman Shames , Mohammad Zamani

Coverage control is essential for the optimal deployment of agents to monitor or cover areas with sensory demands. While traditional coverage involves single-task robots, increasing autonomy now enables multitask operations. This paper…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Lai Wei , Andrew McDonald , Vaibhav Srivastava

We consider the problem of trajectory planning in an environment comprised of a set of obstacles with uncertain locations. While previous approaches model the uncertainties with a prescribed Gaussian distribution, we consider the realistic…

Systems and Control · Computer Science 2021-01-12 Vasileios Lefkopoulos , Maryam Kamgarpour

Unsupervised learning has been widely used in many real-world applications. One of the simplest and most important unsupervised learning models is the Gaussian mixture model (GMM). In this work, we study the multi-task learning problem on…

Machine Learning · Statistics 2025-12-29 Ye Tian , Haolei Weng , Lucy Xia , Yang Feng

Trial-and-error based reinforcement learning (RL) has seen rapid advancements in recent times, especially with the advent of deep neural networks. However, the majority of autonomous RL algorithms require a large number of interactions with…

Systems and Control · Computer Science 2018-02-23 Sanket Kamthe , Marc Peter Deisenroth

Temporal point processes have been widely applied to model event sequence data generated by online users. In this paper, we consider the problem of how to design the optimal control policy for point processes, such that the stochastic…

Machine Learning · Computer Science 2017-11-13 Yichen Wang , Grady Williams , Evangelos Theodorou , Le Song

We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while also guaranteeing constraint satisfaction. Our method…

Optimization and Control · Mathematics 2025-06-25 Irina Wang , Bart Van Parys , Bartolomeo Stellato

Data-Enabled Predictive Control (DeePC) bypasses the need for system identification by directly leveraging raw data to formulate optimal control policies. However, the size of the optimization problem in DeePC grows linearly with respect to…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Yihan Zhou , Yiwen Lu , Zishuo Li , Jiaqi Yan , Yilin Mo

We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target…

Dynamical Systems · Mathematics 2021-11-05 J. A. Carrillo , F. Hoffmann , A. M. Stuart , U. Vaes

Motivated by perception-based control problems in autonomous systems, this paper addresses the problem of developing feedback controllers to regulate the inputs and the states of a dynamical system to optimal solutions of an optimization…

Systems and Control · Electrical Eng. & Systems 2023-10-17 Liliaokeawawa Cothren , Gianluca Bianchin , Sarah Dean , Emiliano Dall'Anese

As the use of autonomous robots expands in tasks that are complex and challenging to model, the demand for robust data-driven control methods that can certify safety and stability in uncertain conditions is increasing. However, the…

Real-world robots are becoming increasingly complex and commonly act in poorly understood environments where it is extremely challenging to model or learn their true dynamics. Therefore, it might be desirable to take a task-specific…

Systems and Control · Computer Science 2017-09-25 Somil Bansal , Roberto Calandra , Ted Xiao , Sergey Levine , Claire J. Tomlin

The aim of multi-task reinforcement learning is two-fold: (1) efficiently learn by training against multiple tasks and (2) quickly adapt, using limited samples, to a variety of new tasks. In this work, the tasks correspond to reward…

Machine Learning · Computer Science 2019-11-05 Nicholas C. Landolfi , Garrett Thomas , Tengyu Ma

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

A common approach to learn robotic skills is to imitate a demonstrated policy. Due to the compounding of small errors and perturbations, this approach may let the robot leave the states in which the demonstrations were provided. This…

Robotics · Computer Science 2019-08-08 Emmanuel Pignat , Sylvain Calinon

This article proposes a distributed multi-task learning (MTL) algorithm based on supervised principal component analysis (SPCA) which is: (i) theoretically optimal for Gaussian mixtures, (ii) computationally cheap and scalable. Supporting…

Machine Learning · Computer Science 2021-10-12 Sami Fakhry , Romain Couillet , Malik Tiomoko
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