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The quintessential model-based reinforcement-learning agent iteratively refines its estimates or prior beliefs about the true underlying model of the environment. Recent empirical successes in model-based reinforcement learning with…

Machine Learning · Computer Science 2022-11-02 Dilip Arumugam , Benjamin Van Roy

We consider stochastic control models with Borel spaces and universally measurable policies. For such models the standard policy iteration is known to have difficult measurability issues and cannot be carried out in general. We present a…

Optimization and Control · Mathematics 2016-02-26 Huizhen Yu , Dimitri P. Bertsekas

Variational inequalities (VIs) encompass many fundamental problems in diverse areas ranging from engineering to economics and machine learning. However, their considerable expressivity comes at the cost of computational intractability. In…

Computer Science and Game Theory · Computer Science 2025-03-03 Brian Hu Zhang , Ioannis Anagnostides , Emanuel Tewolde , Ratip Emin Berker , Gabriele Farina , Vincent Conitzer , Tuomas Sandholm

We present an iterative inverse reinforcement learning algorithm to infer optimal cost functions in continuous spaces. Based on a popular maximum entropy criteria, our approach iteratively finds a weight improvement step and proposes a…

Machine Learning · Computer Science 2025-05-14 Sarmad Mehrdad , Avadesh Meduri , Ludovic Righetti

Optimization plays a central role in intelligent systems and cyber-physical technologies, where speed and reliability of convergence directly impact performance. In control theory, optimization-centric methods are standard: controllers are…

Optimization and Control · Mathematics 2026-03-23 Liraz Mudrik , Isaac Kaminer , Sean Kragelund , Abram H. Clark

The development of finite/fixed-time stable optimization algorithms typically involves study of specific problem instances. The lack of a unified framework hinders understanding of more sophisticated algorithms, e.g., primal-dual gradient…

Optimization and Control · Mathematics 2024-09-19 Ibrahim K. Ozaslan , Mihailo R. Jovanović

We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…

Optimization and Control · Mathematics 2025-06-11 Qi Feng , Gu Wang

This paper studies an accelerated fitted value iteration (FVI) algorithm to solve high-dimensional Markov decision processes (MDPs). FVI is an approximate dynamic programming algorithm that has desirable theoretical properties. However, it…

Optimization and Control · Mathematics 2020-11-30 Sixiang Zhao , William B. Haskell , Michel-Alexandre Cardin

The recent boom in the literature on entropy-regularized reinforcement learning (RL) approaches reveals that Kullback-Leibler (KL) regularization brings advantages to RL algorithms by canceling out errors under mild assumptions. However,…

Machine Learning · Computer Science 2021-10-06 Toshinori Kitamura , Lingwei Zhu , Takamitsu Matsubara

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

Robots and autonomous agents often complete goal-based tasks with limited resources, relying on imperfect models and sensor measurements. In particular, reinforcement learning (RL) and feedback control can be used to help a robot achieve a…

Artificial Intelligence · Computer Science 2018-09-26 Aleksandra Faust , James B. Aimone , Conrad D. James , Lydia Tapia

The quintessential model-based reinforcement-learning agent iteratively refines its estimates or prior beliefs about the true underlying model of the environment. Recent empirical successes in model-based reinforcement learning with…

Machine Learning · Computer Science 2022-06-07 Dilip Arumugam , Benjamin Van Roy

An intelligent agent performs actions in order to achieve its goals. Such actions can either be externally directed, such as opening a door, or internally directed, such as writing data to a memory location or strengthening a synaptic…

Artificial Intelligence · Computer Science 2018-11-08 Can Eren Sezener

In order to increase the effectiveness of model training, data reduction is essential to data-centric Artificial Intelligence (AI). It achieves this by locating the most instructive examples in massive datasets. To increase data quality and…

Machine Learning · Computer Science 2025-08-11 Fei Chen , Wenchi Zhou

In many reinforcement learning (RL) applications, we want policies that reach desired states and then keep the controlled system within an acceptable region around the desired states over an indefinite period of time. This latter objective…

Machine Learning · Computer Science 2024-05-28 Brahma S. Pavse , Matthew Zurek , Yudong Chen , Qiaomin Xie , Josiah P. Hanna

Safe learning and optimization deals with learning and optimization problems that avoid, as much as possible, the evaluation of non-safe input points, which are solutions, policies, or strategies that cause an irrecoverable loss (e.g.,…

Machine Learning · Computer Science 2021-06-25 Youngmin Kim , Richard Allmendinger , Manuel López-Ibáñez

Value-based methods for reinforcement learning lack generally applicable ways to derive behavior from a value function. Many approaches involve approximate value iteration (e.g., $Q$-learning), and acting greedily with respect to the…

Machine Learning · Computer Science 2020-08-27 Alan Chan , Kris de Asis , Richard S. Sutton

Practical model building processes are often time-consuming because many different models must be trained and validated. In this paper, we introduce a novel algorithm that can be used for computing the lower and the upper bounds of model…

Machine Learning · Statistics 2014-02-11 Yoshiki Suzuki , Kohei Ogawa , Yuki Shinmura , Ichiro Takeuchi

This paper introduces the notions of stability, ultimate boundedness, and positive invariance for stochastic systems in the view of risk. More specifically, those notions are defined in terms of the worst-case Conditional Value-at-Risk…

Optimization and Control · Mathematics 2023-08-29 Masako Kishida

This paper proposes a finitely terminating algorithm to solve reach-and-stay control problems for nonlinear systems. The algorithm is guaranteed to return a control strategy if the specification is robustly realizable. Such a feature is…

Optimization and Control · Mathematics 2020-04-17 Yinan Li , Jun Liu
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