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This paper addresses the average cost minimization problem for discrete-time systems with multiplicative and additive noises via reinforcement learning. By using Q-function, we propose an online learning scheme to estimate the kernel matrix…

Systems and Control · Electrical Eng. & Systems 2020-10-14 Jing Lai , Junlin Xiong

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

Reinforcement learning is commonly used with function approximation. However, very few positive results are known about the convergence of function approximation based RL control algorithms. In this paper we show that TD(0) and Sarsa(0)…

Machine Learning · Computer Science 2007-05-23 Istvan Szita , Andras Lorincz

Reinforcement learning (RL) agents with pre-specified reward functions cannot provide guaranteed safety across variety of circumstances that an uncertain system might encounter. To guarantee performance while assuring satisfaction of safety…

Artificial Intelligence · Computer Science 2021-04-20 Aquib Mustafa , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

We study the robustness of reinforcement learning (RL) with adversarially perturbed state observations, which aligns with the setting of many adversarial attacks to deep reinforcement learning (DRL) and is also important for rolling out…

Machine Learning · Computer Science 2021-01-22 Huan Zhang , Hongge Chen , Duane Boning , Cho-Jui Hsieh

Reinforcement learning algorithms are generally designed to maximize the expected return across a population. However, a policy that is optimal on average may be suboptimal for certain individuals, leading to potential safety concerns. To…

Machine Learning · Statistics 2026-05-26 Jingyi Li , Peng Wu , Chengchun Shi

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

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

Test-time compute scaling, the practice of spending extra computation during inference via repeated sampling, search, or extended reasoning, has become a powerful lever for improving large language model performance. Yet deploying these…

Machine Learning · Computer Science 2026-04-17 Zhiyuan Zhai , Bingcong Li , Bingnan Xiao , Ming Li , Xin Wang

Reinforcement learning (RL) algorithms for real-world robotic applications need a data-efficient learning process and the ability to handle complex, unknown dynamical systems. These requirements are handled well by model-based and…

Robotics · Computer Science 2017-06-20 Yevgen Chebotar , Karol Hausman , Marvin Zhang , Gaurav Sukhatme , Stefan Schaal , Sergey Levine

Reinforcement Learning (RL) has proven a stunning ability to learn optimal policies from data without any prior knowledge on the process. The main drawback of RL is that it is typically very difficult to guarantee stability and safety. On…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Mario Zanon , Vyacheslav Kungurtsev , Sébastien Gros

Efficient maintenance has always been essential for the successful application of engineering systems. However, the challenges to be overcome in the implementation of Industry 4.0 necessitate new paradigms of maintenance optimization.…

Machine Learning · Computer Science 2025-05-28 Alberto Pliego Marugán , Jesús M. Pinar-Pérez , Fausto Pedro García Márquez

Ensuring strict safety guarantees is the paramount challenge for emerging 5G/6G wireless systems, particularly as they increasingly govern mission-critical applications ranging from autonomous UAV swarms to industrial automation. While deep…

Signal Processing · Electrical Eng. & Systems 2026-04-21 Haoran Peng , Tong Wu , Hang Liu , Weijia Zheng , Ying-Jun Angela Zhang , Anna Scaglione

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

Robotics · Computer Science 2017-05-16 Gilwoo Lee , Siddhartha S. Srinivasa , Matthew T. Mason

Unsupervised reinforcement learning (RL) studies how to leverage environment statistics to learn useful behaviors without the cost of reward engineering. However, a central challenge in unsupervised RL is to extract behaviors that…

Performance of adaptive control policies is assessed through the regret with respect to the optimal regulator, which reflects the increase in the operating cost due to uncertainty about the dynamics parameters. However, available results in…

Systems and Control · Computer Science 2020-03-24 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

This paper discusses learning a structured feedback control to obtain sufficient robustness to exogenous inputs for linear dynamic systems with unknown state matrix. The structural constraint on the controller is necessary for many…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Sayak Mukherjee , Thanh Long Vu

We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…

Machine Learning · Computer Science 2023-11-02 Udaya Ghai , Arushi Gupta , Wenhan Xia , Karan Singh , Elad Hazan
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