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Safe reinforcement learning (Safe RL) seeks to maximize rewards while satisfying safety constraints, typically addressed through Lagrangian-based methods. However, existing approaches, including PID and classical Lagrangian methods, suffer…

Machine Learning · Computer Science 2026-01-27 Mingxu Zhang , Huicheng Zhang , Jiaming Ji , Yaodong Yang , Ying Sun

Offline reinforcement learning aims to learn an agent from pre-collected datasets, avoiding unsafe and inefficient real-time interaction. However, inevitable access to out-ofdistribution actions during the learning process introduces…

Artificial Intelligence · Computer Science 2026-03-06 Fan Zhang , Baoru Huang , Xin Zhang

This work uses the entropy-regularised relaxed stochastic control perspective as a principled framework for designing reinforcement learning (RL) algorithms. Herein agent interacts with the environment by generating noisy controls…

Machine Learning · Computer Science 2023-09-18 Lukasz Szpruch , Tanut Treetanthiploet , Yufei Zhang

As intelligent trading agents based on reinforcement learning (RL) gain prevalence, it becomes more important to ensure that RL agents obey laws, regulations, and human behavioral expectations. There is substantial literature concerning the…

Machine Learning · Computer Science 2023-06-12 David Byrd

Recent studies have shown that deep reinforcement learning agents are vulnerable to small adversarial perturbations on the agent's inputs, which raises concerns about deploying such agents in the real world. To address this issue, we…

Machine Learning · Computer Science 2021-11-12 Tuomas Oikarinen , Wang Zhang , Alexandre Megretski , Luca Daniel , Tsui-Wei Weng

Consider a discrete-time Linear Quadratic Regulator (LQR) problem solved using policy gradient descent when the system matrices are unknown. The gradient is transmitted across a noisy channel over a finite time horizon using analog…

Optimization and Control · Mathematics 2025-07-22 Ashwin Verma , Aritra Mitra , Lintao Ye , Vijay Gupta

The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…

Optimization and Control · Mathematics 2025-07-31 Marta Fochesato , Lucia Falconi , Mattia Zorzi , Augusto Ferrante , John Lygeros

The optimal discrimination of coherent states of light with current technology is a key problem in classical and quantum communication, whose solution would enable the realization of efficient receivers for long-distance communications in…

Quantum Physics · Physics 2020-09-02 M. Bilkis , M. Rosati , R. Morral Yepes , J. Calsamiglia

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

Deep reinforcement learning (RL) has been endowed with high expectations in tackling challenging manipulation tasks in an autonomous and self-directed fashion. Despite the significant strides made in the development of reinforcement…

Robotics · Computer Science 2023-04-27 Zhenshan Bing , Aleksandr Mavrichev , Sicong Shen , Xiangtong Yao , Kejia Chen , Kai Huang , Alois Knoll

It is well known that highly volatile control laws, while theoretically optimal for certain systems, are undesirable from an engineering perspective, being generally deleterious to the controlled system. In this article we are concerned…

Systems and Control · Electrical Eng. & Systems 2020-09-22 Avinash Mohan , Shie Mannor , Arman Kizilkale

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

First order policy optimization has been widely used in reinforcement learning. It guarantees to find the optimal policy for the state-feedback linear quadratic regulator (LQR). However, the performance of policy optimization remains…

Optimization and Control · Mathematics 2022-04-05 Yang Zheng , Yue Sun , Maryam Fazel , Na Li

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

We consider reinforcement learning (RL) methods for finding optimal policies in linear quadratic (LQ) mean field control (MFC) problems over an infinite horizon in continuous time, with common noise and entropy regularization. We study…

Optimization and Control · Mathematics 2024-08-06 Noufel Frikha , Huyên Pham , Xuanye Song

We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

Optimization and Control · Mathematics 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

We consider the task of learning to control a linear dynamical system under fixed quadratic costs, known as the Linear Quadratic Regulator (LQR) problem. While model-free approaches are often favorable in practice, thus far only model-based…

Machine Learning · Computer Science 2021-02-26 Asaf Cassel , Tomer Koren

The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the uncertainty in model parameters. Parameter uncertainty commonly occurs in many real-world RL applications due to simulator modeling errors,…

Machine Learning · Computer Science 2022-10-19 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

The ability to prepare a physical system in a desired quantum state is central to many areas of physics such as nuclear magnetic resonance, cold atoms, and quantum computing. Yet, preparing states quickly and with high fidelity remains a…

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

Systems and Control · Computer Science 2019-10-09 David Mguni