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Efficient traffic signal control is essential for managing urban transportation, minimizing congestion, and improving safety and sustainability. Reinforcement Learning (RL) has emerged as a promising approach to enhancing adaptive traffic…

Machine Learning · Computer Science 2024-09-18 Xiaoyu Wang , Ayal Taitler , Scott Sanner , Baher Abdulhai

This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Shuhao Yan , Mark Cannon , Paul J. Goulart

We address the problem of safe reinforcement learning from pixel observations. Inherent challenges in such settings are (1) a trade-off between reward optimization and adhering to safety constraints, (2) partial observability, and (3)…

Machine Learning · Computer Science 2022-10-06 Yannick Hogewind , Thiago D. Simao , Tal Kachman , Nils Jansen

In control applications there is often a compromise that needs to be made with regards to the complexity and performance of the controller and the computational resources that are available. For instance, the typical hardware platform in…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Eivind Bøhn , Sebastien Gros , Signe Moe , Tor Arne Johansen

This paper presents a new approach to Model Predictive Control for environments where essential, discrete variables are partially observed. Under this assumption, the belief state is a probability distribution over a finite number of…

Robotics · Computer Science 2023-02-02 Camille Phiquepal , Marc Toussaint

A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…

Optimization and Control · Mathematics 2016-07-01 J. J. Trujillo , V. M. Ungureanu

Planning under process and measurement uncertainties is a challenging problem. In its most general form it can be modeled as a Partially Observed Markov Decision Process (POMDP) problem. However POMDPs are generally difficult to solve when…

Robotics · Computer Science 2016-11-15 Mohammadhussein Rafieisakhaei , Amirhossein Tamjidi , Suman Chakravorty , P. R. Kumar

Partially observable stochastic games provide a rich mathematical paradigm for modeling multi-agent dynamic decision making under uncertainty and partial information. However, they generally do not admit closed-form solutions and are…

Optimization and Control · Mathematics 2020-04-15 Yanling Chang , Chelsea C. White

This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…

Optimization and Control · Mathematics 2018-10-29 Dan Goreac

In most real-world reinforcement learning applications, state information is only partially observable, which breaks the Markov decision process assumption and leads to inferior performance for algorithms that conflate observations with…

Machine Learning · Computer Science 2024-06-12 Hongming Zhang , Tongzheng Ren , Chenjun Xiao , Dale Schuurmans , Bo Dai

Learning-to-communicate (LTC) in partially observable environments has received increasing attention in deep multi-agent reinforcement learning, where the control and communication strategies are jointly learned. Meanwhile, the impact of…

Systems and Control · Electrical Eng. & Systems 2026-04-30 Xiangyu Liu , Haoyi You , Kaiqing Zhang

Partially Observable Markov Decision Processes (POMDPs) provide a principled framework for robot decision-making under uncertainty. Solving reach-avoid POMDPs, however, requires coordinating three distinct behaviors: goal reaching, safety,…

Robotics · Computer Science 2026-05-06 Matti Vahs , Joris Verhagen , Jana Tumova

Stochastic Nonlinear Optimal Control (SNOC) involves minimizing a cost function that averages out the random uncertainties affecting the dynamics of nonlinear systems. For tractability reasons, this problem is typically addressed by…

Systems and Control · Electrical Eng. & Systems 2025-03-27 Mahrokh Ghoddousi Boroujeni , Clara Lucía Galimberti , Andreas Krause , Giancarlo Ferrari-Trecate

We consider the linear quadratic (LQ) optimal control problem for a class of evolution equations in infinite dimensions, in the presence of distributed and nonlocal inputs. Following the perspective taken in our previous research work on…

Optimization and Control · Mathematics 2024-07-23 Paolo Acquistapace , Francesca Bucci

Partially Observable Monte-Carlo Planning (POMCP) is a powerful online algorithm able to generate approximate policies for large Partially Observable Markov Decision Processes. The online nature of this method supports scalability by…

Artificial Intelligence · Computer Science 2021-04-29 Giulio Mazzi , Alberto Castellini , Alessandro Farinelli

Optimal control for safety-critical systems is often dependent on the conservativeness of constraints. Control Barrier Functions (CBFs) serve as a medium to represent such constraints, but constructing a minimally conservative CBF is a…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Tanmay Dokania , Yashwanth Kumar Nakka

Output-Feedback Stochastic Model Predictive Control based on Stochastic Optimal Control for nonlinear systems is computationally intractable because of the need to solve a Finite Horizon Stochastic Optimal Control Problem. However, solving…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

The average cost optimality is known to be a challenging problem for partially observable stochastic control, with few results available beyond the finite state, action, and measurement setup, for which somewhat restrictive conditions are…

Optimization and Control · Mathematics 2024-08-01 Yunus Emre Demirci , Ali Devran Kara , Serdar Yüksel

In this paper, the solvability of discrete-time stochastic linear-quadratic (LQ) optimal control problem in finite horizon is considered. Firstly, it shows that the closed-loop solvability for the LQ control problem is optimal if and only…

Optimization and Control · Mathematics 2025-02-25 Yue Sun , Xianping Wu , Xun Li

In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…

Optimization and Control · Mathematics 2024-02-16 Jannes Quer , Enric Ribera Borrell
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