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This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

A key problem in off-policy Reinforcement Learning (RL) is the mismatch, or distribution shift, between the dataset and the distribution over states and actions visited by the learned policy. This problem is exacerbated in the fully offline…

Machine Learning · Computer Science 2023-11-28 Melrose Roderick , Gaurav Manek , Felix Berkenkamp , J. Zico Kolter

In optimal control problem, policy iteration (PI) is a powerful reinforcement learning (RL) tool used for designing optimal controller for the linear systems. However, the need for an initial stabilizing control policy significantly limits…

Optimization and Control · Mathematics 2024-11-13 Zhen Pang , Shengda Tang , Jun Cheng , Shuping He

Reinforcement learning (RL) has achieved significant success across a wide range of domains, however, most existing methods are formulated in discrete time. In this work, we introduce a novel RL method for continuous-time control, where…

Machine Learning · Computer Science 2025-10-21 Chengxiu Hua , Jiawen Gu , Yushun Tang

Learning-based control of linear systems received a lot of attentions recently. In popular settings, the true dynamical models are unknown to the decision-maker and need to be interactively learned by applying control inputs to the systems.…

Systems and Control · Electrical Eng. & Systems 2022-01-06 Mohamad Kazem Shirani Faradonbeh , Aditya Modi

We present an algorithm for local, regularized, policy improvement in reinforcement learning (RL) that allows us to formulate model-based and model-free variants in a single framework. Our algorithm can be interpreted as a natural extension…

We propose a method for learning expressive energy-based policies for continuous states and actions, which has been feasible only in tabular domains before. We apply our method to learning maximum entropy policies, resulting into a new…

Machine Learning · Computer Science 2017-07-25 Tuomas Haarnoja , Haoran Tang , Pieter Abbeel , Sergey Levine

Iterative linear quadradic regulator(iLQR) has become a benchmark method to deal with nonlinear stochastic optimal control problem. However, it does not apply to delay system. In this paper, we extend the iLQR theory and prove new theorem…

Optimization and Control · Mathematics 2020-02-19 Cheng Ju , Yan Qin , Chunjiang Fu

Sample efficiency is one of the most critical issues for online reinforcement learning (RL). Existing methods achieve higher sample efficiency by adopting model-based methods, Q-ensemble, or better exploration mechanisms. We, instead,…

Machine Learning · Computer Science 2023-05-31 Jiafei Lyu , Le Wan , Zongqing Lu , Xiu Li

This paper proposes a robust control design method using reinforcement-learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement-learning algorithm with a new…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Phuong D. Ngo , Fred Godtliebsen

We present a simple model-free control algorithm that is able to robustly learn and stabilize an unknown discrete-time linear system with full control and state feedback subject to arbitrary bounded disturbance and noise sequences. The…

Optimization and Control · Mathematics 2020-10-02 Dimitar Ho , John Doyle

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with…

Machine Learning · Computer Science 2019-05-03 Zhao Song , Wen Sun

This correspondence considers the resource allocation problem in wireless interference channel (IC) under link outage constraints. Since the optimization problem is non-convex in nature, existing approaches to find the optimal power…

Networking and Internet Architecture · Computer Science 2022-03-08 Saniul Alam , Sadia Islam , Muhammad R. A. Khandaker , Risala T. Khan , Faisal Tariq , Apriana Toding

This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…

Optimization and Control · Mathematics 2016-07-25 Robert. J Elliott , Xun Li , Yuan-Hua Ni

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…

Robotics · Computer Science 2018-05-25 Markus Giftthaler , Jonas Buchli

This paper studies the adaptive optimal control problem for a class of linear time-delay systems described by delay differential equations (DDEs). A crucial strategy is to take advantage of recent developments in reinforcement learning and…

Systems and Control · Electrical Eng. & Systems 2022-10-04 Leilei Cui , Bo Pang , Zhong-Ping Jiang

Efficient data transmission scheduling within vehicular environments poses a significant challenge due to the high mobility of such networks. Contemporary research predominantly centers on crafting cooperative scheduling algorithms tailored…

Machine Learning · Computer Science 2024-07-02 Youhua Xia , Tiehua Zhang , Jiong Jin , Ying He , Fei Yu

We propose a quantum machine learning algorithm for efficiently solving a class of problems encoded in quantum controlled unitary operations. The central physical mechanism of the protocol is the iteration of a quantum time-delayed equation…

We consider optimal sensor scheduling with unknown communication channel statistics. We formulate two types of scheduling problems with the communication rate being a soft or hard constraint, respectively. We first present some structural…

Systems and Control · Computer Science 2025-04-03 Shuang Wu , Xiaoqiang Ren , Qing-Shan Jia , Karl Henrik Johansson , Ling Shi
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