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In this paper, the reinforcement learning (RL)-based optimal control problem is studied for multiplicative-noise systems, where input delay is involved and partial system dynamics is unknown. To solve a variant of Riccati-ZXL equations,…

Optimization and Control · Mathematics 2023-01-10 Hongxia Wang , Fuyu Zhao , Zhaorong Zhang , Juanjuan Xu , Xun Li

Mathematical and computational tools have proven to be reliable in decision-making processes. In recent times, in particular, machine learning-based methods are becoming increasingly popular as advanced support tools. When dealing with…

Optimization and Control · Mathematics 2024-02-23 Christina Schenk , Aditya Vasudevan , Maciej Haranczyk , Ignacio Romero

Safety is a critical feature of controller design for physical systems. When designing control policies, several approaches to guarantee this aspect of autonomy have been proposed, such as robust controllers or control barrier functions.…

Machine Learning · Computer Science 2021-02-26 Miguel Calvo-Fullana , Luiz F. O. Chamon , Santiago Paternain

Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Han Wang , Di Wu , Lin Cheng , Shengping Gong , Xu Huang

This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…

Optimization and Control · Mathematics 2023-07-20 Juanjuan Xu , Jingmei Liu , Zhaorong Zhang , Wei Wang

The naive application of Reinforcement Learning algorithms to continuous control problems -- such as locomotion and manipulation -- often results in policies which rely on high-amplitude, high-frequency control signals, known colloquially…

Robotics · Computer Science 2019-02-14 Steven Bohez , Abbas Abdolmaleki , Michael Neunert , Jonas Buchli , Nicolas Heess , Raia Hadsell

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

Optimization and Control · Mathematics 2024-05-01 Robert Denkert , Huyên Pham , Xavier Warin

In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…

Optimization and Control · Mathematics 2024-02-16 Jannes Quer , Enric Ribera Borrell

In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…

Optimization and Control · Mathematics 2021-07-28 Soufiane Yahyaoui , Lahoussine Lafhim , Mohamed Ouzahra

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

In recent times, a variety of Reinforcement Learning (RL) algorithms have been proposed for optimal tracking problem of continuous time nonlinear systems with input constraints. Most of these algorithms are based on the notion of uniform…

Systems and Control · Electrical Eng. & Systems 2020-06-16 Amardeep Mishra , Satadal Ghosh

We present one of the first algorithms on model based reinforcement learning and trajectory optimization with free final time horizon. Grounded on the optimal control theory and Dynamic Programming, we derive a set of backward differential…

Systems and Control · Computer Science 2015-09-04 Wei Sun , Evangelos Theodorou , Panagiotis Tsiotras

In this paper, we study the optimal stopping problem in the so-called exploratory framework, in which the agent takes actions randomly conditioning on current state and an entropy-regularized term is added to the reward functional. Such a…

Optimization and Control · Mathematics 2023-09-04 Yuchao Dong

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

We study automated intrusion prevention using reinforcement learning. In a novel approach, we formulate the problem of intrusion prevention as an optimal stopping problem. This formulation allows us insight into the structure of the optimal…

Artificial Intelligence · Computer Science 2024-04-23 Kim Hammar , Rolf Stadler

This work provides a rigorous framework for studying continuous time control problems in uncertain environments. The framework considered models uncertainty in state dynamics as a measure on the space of functions. This measure is…

Optimization and Control · Mathematics 2018-02-22 Ryan Murray , Michele Palladino

Robust controllers ensure stability in feedback loops designed under uncertainty but at the cost of performance. Model uncertainty in time-invariant systems can be reduced by recently proposed learning-based methods, which improve the…

Systems and Control · Electrical Eng. & Systems 2023-01-18 Alexander von Rohr , Friedrich Solowjow , Sebastian Trimpe

The main drawbacks of input-output linearizing controllers are the need for precise dynamics models and not being able to account for input constraints. Model uncertainty is common in almost every robotic application and input saturation is…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Fernando Castañeda , Mathias Wulfman , Ayush Agrawal , Tyler Westenbroek , Claire J. Tomlin , S. Shankar Sastry , Koushil Sreenath

Model predictive control can optimally deal with nonlinear systems under consideration of constraints. The control performance depends on the model accuracy and the prediction horizon. Recent advances propose to use reinforcement learning…

Machine Learning · Computer Science 2024-11-01 Dean Brandner , Sergio Lucia