Related papers: Primal-dual Learning for the Model-free Risk-const…
This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…
This article recalls the recent work on a linear programming formulation of infinite horizon risk-sensitive control via its equivalence with a single controller game, using a classic work of Vrieze. This is then applied to a constrained…
This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…
We consider Lagrangian duality based approaches to design and analyze algorithms for online energy-efficient scheduling. First, we present a primal-dual framework. Our approach makes use of the Lagrangian weak duality and convexity to…
Understanding the optimization landscape of linear quadratic regulation (LQR) problems is fundamental to the design of efficient reinforcement learning solutions. Recent work has made significant progress in characterizing the landscape of…
We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…
Traditional control theory-based methods require tailored engineering for each system and constant fine-tuning. In power plant control, one often needs to obtain a precise representation of the system dynamics and carefully design the…
Reinforcement learning (RL) algorithms for real-world robotic applications need a data-efficient learning process and the ability to handle complex, unknown dynamical systems. These requirements are handled well by model-based and…
In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…
The Linear Quadratic Regulator (LQR) is a cornerstone of optimal control theory, widely studied in both model-based and model-free approaches. Despite its well-established nature, certain foundational aspects remain subtle. In this paper,…
Many algorithms in verification and automated reasoning leverage some form of duality between proofs and refutations or counterexamples. In most cases, duality is only used as an intuition that helps in understanding the algorithms and is…
Model-free learning-based control methods have seen great success recently. However, such methods typically suffer from poor sample complexity and limited convergence guarantees. This is in sharp contrast to classical model-based control,…
Continual learning is inherently a constrained learning problem. The goal is to learn a predictor under a no-forgetting requirement. Although several prior studies formulate it as such, they do not solve the constrained problem explicitly.…
This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…
This paper studies the discrete-time linear-quadratic-Gaussian mean field (MF) social control problem in an infinite horizon, where the dynamics of all agents are unknown. The objective is to design a reinforcement learning (RL) algorithm…
Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…
In this paper, we investigate the infinite-horizon risk-constrained linear quadratic regulator problem (RC-QR), which augments the classical LQR formulation with a statistical constraint on the variability of the system state to incorporate…
Model-free algorithms are brought into the control system's research with the emergence of reinforcement learning algorithms. However, there are two practical challenges of reinforcement learning-based methods. First, learning by…
We address the problem of model-free distributed stabilization of heterogeneous multi-agent systems using reinforcement learning (RL). Two algorithms are developed. The first algorithm solves a centralized linear quadratic regulator (LQR)…
The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…