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This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…

Systems and Control · Electrical Eng. & Systems 2023-12-13 Wenqian Xue , Yi Jiang , Frank L. Lewis , Bosen Lian

Hierarchical Imitation Learning (HIL) has been proposed to recover highly-complex behaviors in long-horizon tasks from expert demonstrations by modeling the task hierarchy with the option framework. Existing methods either overlook the…

Machine Learning · Computer Science 2023-05-29 Jiayu Chen , Tian Lan , Vaneet Aggarwal

In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…

Optimization and Control · Mathematics 2025-11-20 Yibei Li , Yuexin Cao , Zhixin Liu , Lihua Xie

Many real-world control problems, ranging from finance to robotics, evolve in continuous time with non-uniform, event-driven decisions. Standard discrete-time reinforcement learning (RL), based on fixed-step Bellman updates, struggles in…

Machine Learning · Computer Science 2026-02-17 Minh Nguyen

This paper employs a policy iteration reinforcement learning (RL) method to study continuous-time linear-quadratic mean-field control problems in infinite horizon. The drift and diffusion terms in the dynamics involve the states, the…

Optimization and Control · Mathematics 2024-11-05 Na Li , Xun Li , Zuo Quan Xu

The boundary control problem is a non-convex optimization and control problem in many scientific domains, including fluid mechanics, structural engineering, and heat transfer optimization. The aim is to find the optimal values for the…

Machine Learning · Computer Science 2023-10-25 Zenin Easa Panthakkalakath , Juraj Kardoš , Olaf Schenk

This paper develops an inverse reinforcement learning algorithm aimed at recovering a reward function from the observed actions of an agent. We introduce a strategy to flexibly handle different types of actions with two approximations of…

Machine Learning · Computer Science 2017-07-26 Kun Li , Yanan Sui , Joel W. Burdick

Following the recent resurgence in establishing linear control theoretic benchmarks for reinforcement leaning (RL)-based policy optimization (PO) for complex dynamical systems with continuous state and action spaces, an optimal control…

Systems and Control · Electrical Eng. & Systems 2023-06-30 Leilei Cui , Lekan Molu

In this paper, we consider the problem of optimal exogenous control of gene regulatory networks. Our approach consists in adapting an established reinforcement learning algorithm called the fitted Q iteration. This algorithm infers the…

Systems and Control · Computer Science 2015-02-26 Aivar Sootla , Natalja Strelkowa , Damien Ernst , Mauricio Barahona , Guy-Bart Stan

Stochastic dynamic teams and games are rich models for decentralized systems and challenging testing grounds for multi-agent learning. Previous work that guaranteed team optimality assumed stateless dynamics, or an explicit coordination…

Optimization and Control · Mathematics 2024-03-28 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

Physics-informed neural solvers offer a promising route to model-based reinforcement learning in continuous time, where optimal feedback synthesis is governed by Hamilton--Jacobi--Bellman (HJB) equations. Practical implementations often…

Machine Learning · Computer Science 2026-05-11 Minseok Kim , Yeongjong Kim , Namkyeong Cho , Yeoneung Kim

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Presented is an algorithm to synthesize the optimal infinite-horizon LQR feedback controller for continuous-time systems. The algorithm does not require knowledge of the system dynamics but instead uses only a finite-length sampling of…

Optimization and Control · Mathematics 2026-02-16 Sean Bowerfind , Matthew R. Kirchner , Gary Hewer

Although Q-learning is one of the most successful algorithms for finding the best action-value function (and thus the optimal policy) in reinforcement learning, its implementation often suffers from large overestimation of Q-function values…

Machine Learning · Computer Science 2020-10-13 Huaqing Xiong , Lin Zhao , Yingbin Liang , Wei Zhang

We describe an algorithm to solve Bellman optimization that replaces a sum over paths determining the optimal cost-to-go by an analytic method localized in state space. Our approach follows from the established relation between stochastic…

Optimization and Control · Mathematics 2022-12-02 Michael D. Schneider , Caleb Miller , George F. Chapline , Jane Pratt , Dan Merl

Safety is a primary concern when applying reinforcement learning to real-world control tasks, especially in the presence of external disturbances. However, existing safe reinforcement learning algorithms rarely account for external…

Machine Learning · Computer Science 2023-10-12 Zeyang Li , Chuxiong Hu , Shengbo Eben Li , Jia Cheng , Yunan Wang

In this paper, we introduce a model-based deep-learning approach to solve finite-horizon continuous-time stochastic control problems with jumps. We iteratively train two neural networks: one to represent the optimal policy and the other to…

Machine Learning · Computer Science 2026-01-16 Patrick Cheridito , Jean-Loup Dupret , Donatien Hainaut

Offline reinforcement learning leverages large datasets to train policies without interactions with the environment. The learned policies may then be deployed in real-world settings where interactions are costly or dangerous. Current…

Machine Learning · Computer Science 2022-06-29 Matthias Weissenbacher , Samarth Sinha , Animesh Garg , Yoshinobu Kawahara

Continuous-time reinforcement learning offers an appealing formalism for describing control problems in which the passage of time is not naturally divided into discrete increments. Here we consider the problem of predicting the distribution…

Machine Learning · Computer Science 2022-06-20 Harley Wiltzer , David Meger , Marc G. Bellemare

In this paper, we propose a novel online optimization algorithm built by combining ideas from control theory and system identification. The foundation of our algorithm is a control-based design that makes use of the internal model of the…

Optimization and Control · Mathematics 2025-11-26 Wouter J. A. van Weerelt , Lantian Zhang , Silun Zhang , Nicola Bastianello