Related papers: The Infinite-Dimensional Standard and Strict Bound…
We study sweeping processes in a Hilbert space driven by time-dependent uniformly prox-regular sets, allowing the moving constraint to exhibit discontinuities of bounded variation. We introduce a new integral formulation for…
Effectively leveraging large, previously collected datasets in reinforcement learning (RL) is a key challenge for large-scale real-world applications. Offline RL algorithms promise to learn effective policies from previously-collected,…
We propose a novel framework for risk-sensitive reinforcement learning (RSRL) that incorporates robustness against transition uncertainty. We define two distinct yet coupled risk measures: an inner risk measure addressing state and cost…
Reinforcement learning (RL) in continuous state-action spaces remains challenging in scientific computing due to poor sample efficiency and lack of pathwise physical consistency. We introduce Differential Reinforcement Learning…
Causal representation learning (CRL) models aim to transform high-dimensional data into a latent space, enabling interventions to generate counterfactual samples or modify existing data based on the causal relationships among latent…
Reinforcement Learning (RL) has emerged as an efficient method of choice for solving complex sequential decision making problems in automatic control, computer science, economics, and biology. In this paper we present a model-free RL…
We study methods based on reproducing kernel Hilbert spaces for estimating the value function of an infinite-horizon discounted Markov reward process (MRP). We study a regularized form of the kernel least-squares temporal difference (LSTD)…
In this work, we use the monolithic convex limiting (MCL) methodology to enforce relevant inequality constraints in implicit finite element discretizations of the compressible Euler equations. In this context, preservation of invariant…
A default assumption in reinforcement learning (RL) and optimal control is that observations arrive at discrete time points on a fixed clock cycle. Yet, many applications involve continuous-time systems where the time discretization, in…
This work provides a comparison principle for viscosity solutions to boundary value problems on (partially) bounded, cylindrical spaces. The comparison principle is based on a test function framework, that allows for the simultaneous…
The time evolution of complex systems usually can be described through stochastic processes. These processes are measured at finite resolution, what necessarily reduces them to finite sequences of real numbers. In order to relate these data…
Despite the fact that deep reinforcement learning (RL) has surpassed human-level performances in various tasks, it still has several fundamental challenges. First, most RL methods require intensive data from the exploration of the…
New methods are developed for the stabilization of a linear system with general time-varying distributed delays existing at the system's states, inputs and outputs. In contrast to most existing literature where the function of time-varying…
Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…
Standard reinforcement learning (RL) aims to find an optimal policy that identifies the best action for each state. However, in healthcare settings, many actions may be near-equivalent with respect to the reward (e.g., survival). We…
Copositive linear Lyapunov functions are used along with dissipativity theory for stability analysis and control of uncertain linear positive systems. Unlike usual results on linear systems, linear supply-rates are employed here for…
This work introduces a method to select linear functional measurements of a vector-valued time series optimized for forecasting distant time-horizons. By formulating and solving the problem of sequential linear measurement design as an…
While reinforcement learning (RL) promises to revolutionize the control of complex nonlinear robotic systems, a profound gap persists between the heuristic success of model-free off-policy deep RL and the underlying theory, which remains…
The problem of inverse reinforcement learning (IRL) is relevant to a variety of tasks including value alignment and robot learning from demonstration. Despite significant algorithmic contributions in recent years, IRL remains an ill-posed…
Motivated by the success of reinforcement learning (RL) for discrete-time tasks such as AlphaGo and Atari games, there has been a recent surge of interest in using RL for continuous-time control of physical systems (cf. many challenging…