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The problem of Learning from Demonstration is targeted at learning to perform tasks based on observed examples. One approach to Learning from Demonstration is Inverse Reinforcement Learning, in which actions are observed to infer rewards.…

Neural and Evolutionary Computing · Computer Science 2016-08-11 Karan K. Budhraja , Tim Oates

We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

Optimization and Control · Mathematics 2020-01-13 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

Controlling nonlinear stochastic dynamical systems involves substantial challenges when the dynamics contain unknown and unstructured nonlinear state-dependent terms. For such complex systems, deep neural networks can serve as powerful…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Saiedeh Akbari , Cristian F. Nino , Omkar Sudhir Patil , Warren E. Dixon

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Model-based Reinforcement Learning (MBRL) has shown many desirable properties for intelligent control tasks. However, satisfying safety and stability constraints during training and rollout remains an open question. We propose a new…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Harry Zhang

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

We propose a sampling-based approach to learn Lyapunov functions for a class of discrete-time autonomous hybrid systems that admit a mixed-integer representation. Such systems include autonomous piecewise affine systems, closed-loop…

Optimization and Control · Mathematics 2020-12-23 Shaoru Chen , Mahyar Fazlyab , Manfred Morari , George J. Pappas , Victor M. Preciado

We study reinforcement learning methods with linear function approximation under non-Markov state and cost processes. We first consider the policy evaluation method and show that the algorithm converges under suitable ergodicity conditions…

Machine Learning · Computer Science 2026-01-05 Ali Devran Kara

We address the problem of robust state reconstruction for discrete-time nonlinear systems when the actuators and sensors are injected with (potentially unbounded) attack signals. Exploiting redundancy in sensors and actuators and using a…

Systems and Control · Electrical Eng. & Systems 2021-03-09 Tianci Yang , Carlos Murguia , Chen Lv , Dragan Nesic , Chao Huang

Reinforcement learning (RL) methods often rely on massive exploration data to search optimal policies, and suffer from poor sampling efficiency. This paper presents a mixed reinforcement learning (mixed RL) algorithm by simultaneously using…

Systems and Control · Electrical Eng. & Systems 2020-03-03 Yao Mu , Shengbo Eben Li , Chang Liu , Qi Sun , Bingbing Nie , Bo Cheng , Baiyu Peng

In real scenarios, state observations that an agent observes may contain measurement errors or adversarial noises, misleading the agent to take suboptimal actions or even collapse while training. In this paper, we study the training…

Machine Learning · Computer Science 2023-06-23 Ke Sun , Yingnan Zhao , Shangling Jui , Linglong Kong

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Machine Learning · Computer Science 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro

State estimation for a class of linear time-invariant systems with distributed output measurements (distributed sensors) and unknown inputs is addressed in this paper. The objective is to design a network of observers such that the state…

Systems and Control · Electrical Eng. & Systems 2021-10-12 Guitao Yang , Angelo Barboni , Hamed Rezaee , Thomas Parisini

While stability analysis is a mainstay for control science, especially computing regions of attraction of equilibrium points, until recently most stability analysis tools always required explicit knowledge of the model or a high-fidelity…

Optimization and Control · Mathematics 2024-09-12 Matteo Tacchi , Yingzhao Lian , Colin Jones

This paper studies the state estimation problem of linear discrete-time systems with stochastic unknown inputs. The unknown input is a wide-sense stationary process while no other prior informaton needs to be known. We propose an…

Dynamical Systems · Mathematics 2016-04-06 Dan Yu , Suman Chakravorty

Deep Neural Networks (DNNs) are increasingly used in control applications due to their powerful function approximation capabilities. However, many existing formulations focus primarily on tracking error convergence, often neglecting the…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Rebecca G. Hart , Omkar Sudhir Patil , Zachary I. Bell , Warren E. Dixon

This paper develops a data-driven inverse reinforcement learning technique for a class of linear systems to estimate the cost function of an agent online, using input-output measurements. A simultaneous state and parameter estimator is…

Systems and Control · Computer Science 2021-07-07 Rushikesh Kamalapurkar

Learned models and policies can generalize effectively when evaluated within the distribution of the training data, but can produce unpredictable and erroneous outputs on out-of-distribution inputs. In order to avoid distribution shift when…

Machine Learning · Computer Science 2022-06-22 Katie Kang , Paula Gradu , Jason Choi , Michael Janner , Claire Tomlin , Sergey Levine

This paper investigates reinforcement learning with constraints, which are indispensable in safety-critical environments. To drive the constraint violation monotonically decrease, we take the constraints as Lyapunov functions and impose new…

Machine Learning · Computer Science 2021-05-07 Chuangchuang Sun , Dong-Ki Kim , Jonathan P. How
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