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Related papers: Efficient Off-Policy Q-Learning for Data-Based Dis…

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This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown systems. First, an off-line algorithm is estabilished to obtain…

Optimization and Control · Mathematics 2022-03-15 Guangchen Wang , Heng Zhang

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-10-27 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

The development of machine learning algorithms has been gathering relevance to address the increasing modelling complexity of manufacturing decision-making problems. Reinforcement learning is a methodology with great potential due to the…

Machine Learning · Computer Science 2023-04-18 Miguel Neves , Miguel Vieira , Pedro Neto

By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

Machine Learning · Computer Science 2023-12-01 Jared Markowitz , Jesse Silverberg , Gary Collins

In this paper we design a novel class of online distributed optimization algorithms leveraging control theoretical techniques. We start by focusing on quadratic costs, and assuming to know an internal model of their variation. In this…

Optimization and Control · Mathematics 2026-01-21 Wouter J. A. van Weerelt , Nicola Bastianello

We present an online model-based reinforcement learning algorithm suitable for controlling complex robotic systems directly in the real world. Unlike prevailing sim-to-real pipelines that rely on extensive offline simulation and model-free…

Robotics · Computer Science 2026-05-07 Fang Nan , Hao Ma , Qinghua Guan , Josie Hughes , Michael Muehlebach , Marco Hutter

In the past few years, off-policy reinforcement learning methods have shown promising results in their application for robot control. Deep Q-learning, however, still suffers from poor data-efficiency and is susceptible to stochasticity in…

Machine Learning · Computer Science 2020-08-17 Gabriel Kalweit , Maria Huegle , Joschka Boedecker

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

This paper studies the robustness of policy iteration in the context of continuous-time infinite-horizon linear quadratic regulation (LQR) problem. It is shown that Kleinman's policy iteration algorithm is inherently robust to small…

Systems and Control · Electrical Eng. & Systems 2020-09-01 Bo Pang , Tao Bian , Zhong-Ping Jiang

This paper focuses on the linear quadratic control (LQC) design of systems corrupted by both stochastic noise and bounded noise simultaneously. When only of these noises are considered, the LQC strategy leads to stochastic or robust…

Optimization and Control · Mathematics 2025-12-15 Xuehui Ma , Shiliang Zhang , Xiaohui Zhang , Jing Xin , Hector Garcia de Marina

Offline reinforcement learning (offline RL), which aims to find an optimal policy from a previously collected static dataset, bears algorithmic difficulties due to function approximation errors from out-of-distribution (OOD) data points. To…

Machine Learning · Computer Science 2021-10-06 Gaon An , Seungyong Moon , Jang-Hyun Kim , Hyun Oh Song

Q-learning has long been one of the most popular reinforcement learning algorithms, and theoretical analysis of Q-learning has been an active research topic for decades. Although researches on asymptotic convergence analysis of Q-learning…

Artificial Intelligence · Computer Science 2022-07-26 Han-Dong Lim , Donghwan Lee

We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

Optimization and Control · Mathematics 2023-03-10 Erhan Bayraktar , Ali Devran Kara

Guided exploration with expert demonstrations improves data efficiency for reinforcement learning, but current algorithms often overuse expert information. We propose a novel algorithm to speed up Q-learning with the help of a limited…

Machine Learning · Computer Science 2022-10-06 Fengdi Che , Xiru Zhu , Doina Precup , David Meger , Gregory Dudek

In this work, we revisit the Linear Quadratic Gaussian (LQG) optimal control problem from a behavioral perspective. Motivated by the suitability of behavioral models for data-driven control, we begin with a reformulation of the LQG problem…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Abed AlRahman Al Makdah , Vishaal Krishnan , Vaibhav Katewa , Fabio Pasqualetti

In this paper we introduce the idea of improving the performance of parametric temporal-difference (TD) learning algorithms by selectively emphasizing or de-emphasizing their updates on different time steps. In particular, we show that…

Machine Learning · Computer Science 2016-07-21 Richard S. Sutton , A. Rupam Mahmood , Martha White

A novel method of an adaptive linear quadratic (LQ) regulation of uncertain continuous linear time-invariant systems is proposed. Such an approach is based on the direct self-tuning regulators design framework and the exponentially stable…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

Applications of reinforcement learning (RL) to stabilization problems of real systems are restricted since an agent needs many experiences to learn an optimal policy and may determine dangerous actions during its exploration. If we know a…

Machine Learning · Computer Science 2021-04-20 Junya Ikemoto , Toshimitsu Ushio

This paper proposes an on-policy reinforcement learning (RL) control algorithm that solves the optimal regulation problem for a class of uncertain continuous-time nonlinear systems under user-defined state constraints. We formulate the safe…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Soutrik Bandyopadhyay , Shubhendu Bhasin

We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…

Systems and Control · Electrical Eng. & Systems 2020-06-17 Jingjing Bu , Afshin Mesbahi , Mehran Mesbahi