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There has recently been an increased interest in reinforcement learning for nonlinear control problems. However standard reinforcement learning algorithms can often struggle even on seemingly simple set-point control problems. This paper…

Systems and Control · Electrical Eng. & Systems 2023-04-21 Ruoqi Zhang , Per Mattsson , Torbjörn Wigren

The emergence of reinforcement learning (RL) methods in traffic signal control tasks has achieved better performance than conventional rule-based approaches. Most RL approaches require the observation of the environment for the agent to…

Machine Learning · Computer Science 2023-11-16 Hao Mei , Junxian Li , Bin Shi , Hua Wei

Reinforcement Learning (RL) for control has become increasingly popular due to its ability to learn rich feedback policies that take into account uncertainty and complex representations of the environment. When considering safety…

Machine Learning · Computer Science 2024-05-21 Sean Vaskov , Wilko Schwarting , Chris L. Baker

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

In offline reinforcement learning (RL), we seek to utilize offline data to evaluate (or learn) policies in scenarios where the data are collected from a distribution that substantially differs from that of the target policy to be evaluated.…

Machine Learning · Computer Science 2021-03-09 Ruosong Wang , Yifan Wu , Ruslan Salakhutdinov , Sham M. Kakade

Reinforcement learning (RL) has attracted increasing interest for adaptive traffic signal control due to its model-free ability to learn control policies directly from interaction with the traffic environment. However, several challenges…

Machine Learning · Computer Science 2026-03-17 Dickens Kwesiga , Angshuman Guin , Khaled Abdelghany , Michael Hunter

We develop data-driven reinforcement learning (RL) control designs for input-affine nonlinear systems. We use Carleman linearization to express the state-space representation of the nonlinear dynamical model in the Carleman space, and…

Systems and Control · Electrical Eng. & Systems 2024-08-09 Jishnudeep Kar , He Bai , Aranya Chakrabortty

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

Machine Learning · Computer Science 2025-07-25 Yilie Huang , Yanwei Jia , Xun Yu Zhou

Reinforcement learning is a general methodology of adaptive optimal control that has attracted much attention in various fields ranging from video game industry to robot manipulators. Despite its remarkable performance demonstrations, plain…

Dynamical Systems · Mathematics 2022-06-14 Pavel Osinenko , Grigory Yaremenko , Ilya Osokin

We consider the problem of Reinforcement Learning for nonlinear stochastic dynamical systems. We show that in the RL setting, there is an inherent ``Curse of Variance" in addition to Bellman's infamous ``Curse of Dimensionality", in…

Machine Learning · Computer Science 2021-07-30 Raman Goyal , Suman Chakravorty , Ran Wang , Mohamed Naveed Gul Mohamed

In this paper, a novel approach to the output-feedback inverse reinforcement learning (IRL) problem is developed by casting the IRL problem, for linear systems with quadratic cost functions, as a state estimation problem. Two observer-based…

Systems and Control · Electrical Eng. & Systems 2023-07-19 Ryan Self , Kevin Coleman , He Bai , Rushikesh Kamalapurkar

This article introduces the problem of robust event disturbance rejection. Inspired by the design principle of linear output regulation, a control structure based on excitable systems is proposed. Unlike the linear case, contraction of the…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Alessandro Cecconi , Michelangelo Bin , Rodolphe Sepulchre , Lorenzo Marconi

Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with…

Systems and Control · Computer Science 2019-04-10 Mario Zanon , Sébastien Gros , Alberto Bemporad

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

There have been attempts in reinforcement learning to exploit a priori knowledge about the structure of the system. This paper proposes a hybrid reinforcement learning controller which dynamically interpolates a model-based linear…

Machine Learning · Computer Science 2020-12-10 Nicholas Capel , Naifu Zhang

Robust reinforcement learning (RL) is to find a policy that optimizes the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on model-free robust RL, where the uncertainty set is defined to be centering at a…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou

Training an agent to solve control tasks directly from high-dimensional images with model-free reinforcement learning (RL) has proven difficult. A promising approach is to learn a latent representation together with the control policy.…

Machine Learning · Computer Science 2020-07-10 Denis Yarats , Amy Zhang , Ilya Kostrikov , Brandon Amos , Joelle Pineau , Rob Fergus

Reinforcement learning (RL) is an area of significant research interest, and safe RL in particular is attracting attention due to its ability to handle safety-driven constraints that are crucial for real-world applications. This work…

Systems and Control · Electrical Eng. & Systems 2023-05-26 Song Bo , Bernard T. Agyeman , Xunyuan Yin , Jinfeng Liu

The problem of disturbance rejection/attenuation for constant-input delayed linear multi-agent systems (MASs) with the directed communication topology is tackled in this paper, where a classic model reduction technique is introduced to…

Systems and Control · Computer Science 2018-03-28 Wei Jiang , Zhaoxia Peng , Ahmed Rahmani , Wei Hu , Guoguang Wen

We consider a class of uncertain linear time-invariant overparametrized systems affected by bounded disturbances, which are described by a known exosystem with unknown initial conditions. For such systems an exponentially stable extended…

Systems and Control · Electrical Eng. & Systems 2024-02-14 Anton Glushchenko , Konstantin Lastochkin
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