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Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with…
In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel model predictive control (MPC) method that provides an…
Optimized certainty equivalents (OCEs) is a family of risk measures widely used by both practitioners and academics. This is mostly due to its tractability and the fact that it encompasses important examples, including entropic risk…
Any agents we can possibly build are subject to capacity constraints, as memory and compute resources are inherently finite. However, comparatively little attention has been dedicated to understanding how agents with limited capacity should…
We propose model-plant mismatch learning offset-free model predictive control (MPC), which learns and applies the intrinsic model-plant mismatch, to effectively exploit the advantages of model-based and data-driven control strategies and…
Multi-agent planning and reinforcement learning can be challenging when agents cannot see the state of the world or communicate with each other due to communication costs, latency, or noise. Partially Observable Stochastic Games (POSGs)…
Model Predictive Control (MPC) is a classic tool for optimal control of complex, real-world systems. Although it has been successfully applied to a wide range of challenging tasks in robotics, it is fundamentally limited by the prediction…
We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. We prove suitable versions of the Pontryagin stochastic…
This paper introduces a simple efficient learning algorithms for general sequential decision making. The algorithm combines Optimism for exploration with Maximum Likelihood Estimation for model estimation, which is thus named OMLE. We prove…
Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
In this paper, we study the $extended$ mean field control problem, which is a class of McKean-Vlasov stochastic control problem where the state dynamics and the reward functions depend upon the joint (conditional) distribution of the…
Complex systems are often composed of many small communicating components called modules. We investigate the synthesis of supervisory controllers for modular systems under partial observation that, as the closed-loop system, realize the…
We present a methodology for bounding the error term of an asymptotic solution to a singularly perturbed optimal control (SPOC) problem whose exact solution is known to be computationally intractable. In previous works, reduced or…
This paper introduces a novel concept, fuzzy-logic-based model predictive control (FLMPC), along with a multi-robot control approach for exploring unknown environments and locating targets. Traditional model predictive control (MPC) methods…
This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…
Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC…
Partially Detected Intelligent Traffic Signal Control (PD-ITSC) systems that can optimize traffic signals based on limited detected information could be a cost-efficient solution for mitigating traffic congestion in the future. In this…
Reinforcement Learning (RL) agents typically learn memoryless policies---policies that only consider the last observation when selecting actions. Learning memoryless policies is efficient and optimal in fully observable environments.…
Quantified CTL (QCTL) is a well-studied temporal logic that extends CTL with quantification over atomic propositions. It has recently come to the fore as a powerful intermediary framework to study logics for strategic reasoning. We extend…