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Actor-critic methods solve reinforcement learning problems by updating a parameterized policy known as an actor in a direction that increases an estimate of the expected return known as a critic. However, existing actor-critic methods only…

Machine Learning · Statistics 2018-02-23 Voot Tangkaratt , Abbas Abdolmaleki , Masashi Sugiyama

Direct policy search serves as one of the workhorses in modern reinforcement learning (RL), and its applications in continuous control tasks have recently attracted increasing attention. In this work, we investigate the convergence theory…

Optimization and Control · Mathematics 2022-01-03 Kaiqing Zhang , Xiangyuan Zhang , Bin Hu , Tamer Başar

Policy gradient methods in actor-critic reinforcement learning (RL) have become perhaps the most promising approaches to solving continuous optimal control problems. However, the trial-and-error nature of RL and the inherent randomness…

Machine Learning · Computer Science 2024-04-19 Ruofan Wu , Junmin Zhong , Jennie Si

This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…

Systems and Control · Electrical Eng. & Systems 2022-08-18 Anastasis Georgiou , Furqan Tahir , Imad M. Jaimoukha , Simos A. Evangelou

Substantial advancements to model-based reinforcement learning algorithms have been impeded by the model-bias induced by the collected data, which generally hurts performance. Meanwhile, their inherent sample efficiency warrants utility for…

Real-world reinforcement learning (RL) problems often demand that agents behave safely by obeying a set of designed constraints. We address the challenge of safe RL by coupling a safety guide based on model predictive control (MPC) with a…

Machine Learning · Computer Science 2022-03-30 Samuel Pfrommer , Tanmay Gautam , Alec Zhou , Somayeh Sojoudi

Learning-based model predictive control (MPC) is an approach designed to reduce the computational cost of MPC. In this paper, a constrained deep neural network (DNN) design is proposed to learn MPC policy for nonlinear systems. Using…

Systems and Control · Electrical Eng. & Systems 2023-03-30 Farshid Asadi

We study the evaluation of a policy under best- and worst-case perturbations to a Markov decision process (MDP), using transition observations from the original MDP, whether they are generated under the same or a different policy. This is…

Artificial Intelligence · Computer Science 2024-11-05 Andrew Bennett , Nathan Kallus , Miruna Oprescu , Wen Sun , Kaiwen Wang

This paper considers the problem of data generation for MPC policy approximation. Learning an approximate MPC policy from expert demonstrations requires a large data set consisting of optimal state-action pairs, sampled across the feasible…

Systems and Control · Electrical Eng. & Systems 2023-06-22 Dinesh Krishnamoorthy

In this paper, we present a probability one convergence proof, under suitable conditions, of a certain class of actor-critic algorithms for finding approximate solutions to entropy-regularized MDPs using the machinery of stochastic…

Machine Learning · Computer Science 2019-10-23 Wesley Suttle , Zhuoran Yang , Kaiqing Zhang , Ji Liu

In high-stake scenarios like medical treatment and auto-piloting, it's risky or even infeasible to collect online experimental data to train the agent. Simulation-based training can alleviate this issue, but may suffer from its inherent…

Machine Learning · Computer Science 2022-03-16 Jialian Li , Tongzheng Ren , Dong Yan , Hang Su , Jun Zhu

Model predictive control (MPC) is a popular control method that has proved effective for robotics, among other fields. MPC performs re-planning at every time step. Re-planning is done with a limited horizon per computational and real-time…

Robotics · Computer Science 2017-03-22 Aviv Tamar , Garrett Thomas , Tianhao Zhang , Sergey Levine , Pieter Abbeel

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

Machine Learning · Computer Science 2022-05-24 Ján Drgoňa , Sayak Mukherjee , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

Off-policy actor-critic algorithms have shown strong potential in deep reinforcement learning for continuous control tasks. Their success primarily comes from leveraging pessimistic state-action value function updates, which reduce function…

Machine Learning · Computer Science 2025-08-21 Bahareh Tasdighi , Nicklas Werge , Yi-Shan Wu , Melih Kandemir

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

This paper introduces the Active-Importance-Sampling Actor-Critic (AISAC) algorithm, an extension of the Actor-Critic framework for reducing variance in policy gradient estimation. AISAC optimizes the behavior policy to minimize gradient…

Machine Learning · Computer Science 2026-05-11 Majid Molaei , Gabor Paczolay , Matteo Papini , Alberto Maria Metelli , Marcello Restelli

This paper proposes an Adaptive Stochastic Model Predictive Control (MPC) strategy for stable linear time-invariant systems in the presence of bounded disturbances. We consider multi-input, multi-output systems that can be expressed by a…

Systems and Control · Electrical Eng. & Systems 2019-12-11 Monimoy Bujarbaruah , Charlott Vallon

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

Machine Learning · Statistics 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe

Predictive coding (PC) is a general theory of cortical function. The local, gradient-based learning rules found in one kind of PC model have recently been shown to closely approximate backpropagation. This finding suggests that this…

Neural and Evolutionary Computing · Computer Science 2021-12-09 Nick Alonso , Emre Neftci