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We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control policy to steer the process toward a compact…

Optimization and Control · Mathematics 2009-09-28 Debasish Chatterjee , Eugenio Cinquemani , Giorgos Chaloulos , John Lygeros

Control policies, trained using the Deep Reinforcement Learning, have been recently shown to be vulnerable to adversarial attacks introducing even very small perturbations to the policy input. The attacks proposed so far have been designed…

Machine Learning · Computer Science 2019-08-02 Alessio Russo , Alexandre Proutiere

Stochastic time-varying optimization is an integral part of learning in which the shape of the function changes over time in a non-deterministic manner. This paper considers multiple models of stochastic time variation and analyzes the…

Optimization and Control · Mathematics 2023-02-23 Ali Yekkehkhany , Han Feng , Donghao Ying , Javad Lavaei

Reinforcement Learning Algorithms are predominantly developed for stationary environments, and the limited literature that considers nonstationary environments often involves specific assumptions about changes that can occur in transition…

Machine Learning · Computer Science 2025-09-25 Ranga Shaarad Ayyagari , Revanth Raj Eega , Ambedkar Dukkipati

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

Machine Learning · Statistics 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe

Reinforcement learning algorithms typically necessitate extensive exploration of the state space to find optimal policies. However, in safety-critical applications, the risks associated with such exploration can lead to catastrophic…

Machine Learning · Computer Science 2025-02-28 Kaustubh Mani , Vincent Mai , Charlie Gauthier , Annie Chen , Samer Nashed , Liam Paull

To ensure the usefulness of Reinforcement Learning (RL) in real systems, it is crucial to ensure they are robust to noise and adversarial attacks. In adversarial RL, an external attacker has the power to manipulate the victim agent's…

Machine Learning · Computer Science 2024-06-18 Jeremy McMahan , Young Wu , Xiaojin Zhu , Qiaomin Xie

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

We formulate and analyze a simplest Markov decision process model for intrusion tolerance problems, assuming that (i) each attack proceeds through one or more steps before the system's security fails, (ii) defensive responses that target…

Systems and Control · Electrical Eng. & Systems 2025-09-10 Patrick Kreidl

We propose an automata-theoretic approach for reinforcement learning (RL) under complex spatio-temporal constraints with time windows. The problem is formulated using a Markov decision process under a bounded temporal logic constraint.…

Artificial Intelligence · Computer Science 2023-08-01 Xiaoshan Lin , Abbasali Koochakzadeh , Yasin Yazicioglu , Derya Aksaray

Prior work on automatic control synthesis for cyber-physical systems under logical constraints has primarily focused on environmental disturbances or modeling uncertainties, however, the impact of deliberate and malicious attacks has been…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Luyao Niu , Andrew Clark

We consider the task of estimating a structural model of dynamic decisions by a human agent based upon the observable history of implemented actions and visited states. This problem has an inherent nested structure: in the inner problem, an…

Machine Learning · Computer Science 2024-03-04 Siliang Zeng , Mingyi Hong , Alfredo Garcia

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

This paper considers optimal attack attention allocation on remote state estimation in multi-systems. Suppose there are $\mathtt{M}$ independent systems, each of which has a remote sensor monitoring the system and sending its local…

Systems and Control · Computer Science 2016-09-06 Xiaoqiang Ren , Junfeng Wu , Subhrakanti Dey , Ling Shi

Constraint handling plays a key role in solving realistic complex optimization problems. Though intensively discussed in the last few decades, existing constraint handling techniques predominantly rely on human experts' designs, which more…

Neural and Evolutionary Computing · Computer Science 2026-02-03 Qianhao Zhu , Sijie Ma , Zeyuan Ma , Hongshu Guo , Yue-Jiao Gong

Finding optimal adversarial attack strategies is an important topic in reinforcement learning and the Markov decision process. Previous studies usually assume one all-knowing coordinator (attacker) for whom attacking different recipient…

Machine Learning · Computer Science 2024-03-05 Ziqing Lu , Guanlin Liu , Lifeng Lai , Weiyu Xu

Previous work has separately addressed different forms of action, state and action-state entropy regularization, pure exploration and space occupation. These problems have become extremely relevant for regularization, generalization,…

Machine Learning · Computer Science 2023-02-03 Dmytro Grytskyy , Jorge Ramírez-Ruiz , Rubén Moreno-Bote

We propose a formulation of the stochastic cutting stock problem as a discounted infinite-horizon Markov decision process. At each decision epoch, given current inventory of items, an agent chooses in which patterns to cut objects in stock…

Optimization and Control · Mathematics 2022-06-29 Anselmo R. Pitombeira-Neto , Arthur H. Fonseca Murta

In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…

Optimization and Control · Mathematics 2020-06-23 Jinghai Shao , Kun Zhao

We consider a class of reinforcement-learning systems in which the agent follows a behavior policy to explore a discrete state-action space to find an optimal policy while adhering to some restriction on its behavior. Such restriction may…

Machine Learning · Computer Science 2023-04-07 Peter C. Y. Chen