Related papers: Convergence of the Value Function in Optimal Contr…
We study the optimal value function for control problems on Banach spaces that involve both continuous and discrete control decisions. For problems involving semilinear dynamics subject to mixed control inequality constraints, one can show…
This paper studies the problem of optimal flow control in dynamic inventory systems. A dynamic optimal distribution problem, including time-varying supply and demand, capacity constraints on the transportation lines, and convex flow cost…
Deterministic optimal impulse control problem with terminal state constraint is considered. Due to the appearance of the terminal state constraint, the value function might be discontinuous in general. The main contribution of this paper is…
We develop a control algorithm that ensures the safety, in terms of confinement in a set, of a system with unknown, 2nd-order nonlinear dynamics. The algorithm establishes novel connections between data-driven and robust, nonlinear control.…
The effects of model parameter uncertainty on traffic flow control problems have recently drawn research attention. While the uncertainty in fundamental diagram related parameters has been investigated in the past, few articles have focused…
Model-based reinforcement learning has the potential to be more sample efficient than model-free approaches. However, existing model-based methods are vulnerable to model bias, which leads to poor generalization and asymptotic performance…
Dynamic programming is a class of algorithms used to compute optimal control policies for Markov decision processes. Dynamic programming is ubiquitous in control theory, and is also the foundation of reinforcement learning. In this paper,…
Autonomous systems have witnessed a rapid increase in their capabilities, but it remains a challenge for them to perform tasks both effectively and safely. The fact that performance and safety can sometimes be competing objectives renders…
This paper demonstrates many immediate connections between adaptive control and optimization methods commonly employed in machine learning. Starting from common output error formulations, similarities in update law modifications are…
Model-based policy optimization is a well-established framework for designing reliable and high-performance controllers across a wide range of control applications. Recently, this approach has been extended to model predictive control…
In this paper, we obtain results about the positive definiteness, the continuity and the level-boundedness of two optimal value functions of specific parametric optimization problems. Those two optimization problems are generalizations of…
In this brief paper, we provide a mathematical framework that exploits the relationship between the maximum principle and dynamic programming for characterizing optimal learning trajectories in a class of learning problem, which is related…
Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…
Stochastic optimal control with unknown randomness distributions has been studied for a long time, encompassing robust control, distributionally robust control, and adaptive control. We propose a new episodic Bayesian approach that…
Absolute value linear programming problems is quite a new area of optimization problems, involving linear functions and absolute values in the description of the model. In this paper, we consider interval uncertainty of the input…
Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…
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…
This paper presents a novel model-reference reinforcement learning control method for uncertain autonomous surface vehicles. The proposed control combines a conventional control method with deep reinforcement learning. With the conventional…
We study how Reinforcement Learning can be employed to optimally control parameters in evolutionary algorithms. We control the mutation probability of a (1+1) evolutionary algorithm on the OneMax function. This problem is modeled as a…
The paper is about developing a solver for maximizing a real-valued function of binary variables. The solver relies on an algorithm that estimates the optimal objective-function value of instances from the underlying distribution of…