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Imitation learning is a control design paradigm that seeks to learn a control policy reproducing demonstrations from expert agents. By substituting expert demonstrations for optimal behaviours, the same paradigm leads to the design of…

Machine Learning · Computer Science 2024-12-20 Dharmesh Tailor , Dario Izzo

In this paper, we propose an online learning-based predictive control (LPC) approach designed for nonlinear systems that lack explicit system dynamics. Unlike traditional model predictive control (MPC) algorithms that rely on known system…

Optimization and Control · Mathematics 2025-03-17 Yuanqing Zhang , Huanshui Zhang

Nonlinear optimal control problems are often solved with numerical methods that require knowledge of system's dynamics which may be difficult to infer, and that carry a large computational cost associated with iterative calculations. We…

Machine Learning · Computer Science 2019-03-08 Ekaterina Abramova , Luke Dickens , Daniel Kuhn , Aldo Faisal

We propose a mesh-free policy iteration framework based on physics-informed neural networks (PINNs) for solving entropy-regularized stochastic control problems. The method iteratively alternates between soft policy evaluation and…

Numerical Analysis · Mathematics 2025-11-18 Yeongjong Kim , Namkyeong Cho , Minseok Kim , Yeoneung Kim

In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…

Optimization and Control · Mathematics 2022-01-13 Andrea Pesare , Michele Palladino , Maurizio Falcone

We propose a reinforcement learning (RL)-based algorithm to jointly train (1) a trajectory planner and (2) a tracking controller in a layered control architecture. Our algorithm arises naturally from a rewrite of the underlying optimal…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Fengjun Yang , Nikolai Matni

This paper presents a mathematical formulation to perform temporal parallelisation of continuous-time optimal control problems, which can be solved via the Hamilton--Jacobi--Bellman (HJB) equation. We divide the time interval of the control…

Optimization and Control · Mathematics 2024-12-18 Simo Särkkä , Ángel F. García-Fernández

This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…

Machine Learning · Computer Science 2020-02-25 Yaqi Duan , Mengdi Wang

This research paper introduces a model-free optimal controller for discrete-time Markovian jump linear systems (MJLSs), employing principles from the methodology of reinforcement learning (RL). While Q-learning methods have demonstrated…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Ehsan Badfar , Babak Tavassoli

Most control systems run on digital hardware with limited communication resources. This work develops self-triggered control for linear systems where sensors update independently (asynchronous measurements). The controller computes an…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Abbas Tariverdi

The objective in this paper is to obtain fast converging reinforcement learning algorithms to approximate solutions to the problem of discounted cost optimal stopping in an irreducible, uniformly ergodic Markov chain, evolving on a compact…

Systems and Control · Computer Science 2019-10-01 Shuhang Chen , Adithya M. Devraj , Ana Bušić , Sean P. Meyn

We propose a novel adaptive reinforcement learning control approach for fault tolerant control of degrading systems that is not preceded by a fault detection and diagnosis step. Therefore, \textit{a priori} knowledge of faults that may…

Systems and Control · Electrical Eng. & Systems 2020-08-12 Ibrahim Ahmed , Marcos Quiñones-Grueiro , Gautam Biswas

We present a midpoint policy iteration algorithm to solve linear quadratic optimal control problems in both model-based and model-free settings. The algorithm is a variation of Newton's method, and we show that in the model-based setting it…

Optimization and Control · Mathematics 2022-02-16 Benjamin Gravell , Iman Shames , Tyler Summers

Both the optimal value function and the optimal policy can be used to model an optimal controller based on the duality established by the Bellman equation. Even with this duality, no parametric model has been able to output both policy and…

Systems and Control · Electrical Eng. & Systems 2020-06-02 Jicheng Shi , Yingzhao Lian , Colin N. Jones

In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive…

Machine Learning · Computer Science 2020-04-21 Xiao Li , Hanchen Xu , Jinming Zhang , Hua-hua Chang

We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an earlier work we introduced a policy iteration algorithm, where…

Optimization and Control · Mathematics 2020-05-05 Dimitri Bertsekas

The objective of this research is to enable safety-critical systems to simultaneously learn and execute optimal control policies in a safe manner to achieve complex autonomy. Learning optimal policies via trial and error, i.e., traditional…

Systems and Control · Electrical Eng. & Systems 2022-04-05 S M Nahid Mahmud , Moad Abudia , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

This paper presents a new formulation for model-free robust optimal regulation of continuous-time nonlinear systems. The proposed reinforcement learning based approach, referred to as incremental adaptive dynamic programming (IADP),…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Cong Li , Yongchao Wang , Fangzhou Liu , Qingchen Liu , Martin Buss

We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…

Optimization and Control · Mathematics 2025-01-27 Chen Xu , Yun-Bin Zhao , Zhipeng Lu , Ye Zhang
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