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In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong

Model-free reinforcement learning (RL) is inherently a reactive method, operating under the assumption that it starts with no prior knowledge of the system and entirely depends on trial-and-error for learning. This approach faces several…

Model-free reinforcement learning has been successfully applied to a range of challenging problems, and has recently been extended to handle large neural network policies and value functions. However, the sample complexity of model-free…

Machine Learning · Computer Science 2016-03-03 Shixiang Gu , Timothy Lillicrap , Ilya Sutskever , Sergey Levine

In this paper, an attack-resilient estimation algorithm is presented for linear discrete-time stochastic systems with state and input constraints. It is shown that the state estimation errors of the proposed estimation algorithm are…

Optimization and Control · Mathematics 2019-03-21 Wenbin Wan , Hunmin Kim , Naira Hovakimyan , Petros G. Voulgaris

Recent research has turned to Reinforcement Learning (RL) to solve challenging decision problems, as an alternative to hand-tuned heuristics. RL can learn good policies without the need for modeling the environment's dynamics. Despite this…

Machine Learning · Computer Science 2023-01-30 Pouya Hamadanian , Malte Schwarzkopf , Siddartha Sen , Mohammad Alizadeh

The desire to use reinforcement learning in safety-critical settings has inspired a recent interest in formal methods for learning algorithms. Existing formal methods for learning and optimization primarily consider the problem of…

Artificial Intelligence · Computer Science 2019-06-05 Nathan Fulton , Andre Platzer

The objective of this research is to enable safety-critical systems to simultaneously learn and execute optimal control policies in a safe manner to achieve complex autonomy. Learning optimal policies via trial and error, i.e., traditional…

Systems and Control · Electrical Eng. & Systems 2022-04-05 S M Nahid Mahmud , Moad Abudia , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

The performance of reinforcement learning (RL) algorithms is sensitive to the choice of hyperparameters, with the learning rate being particularly influential. RL algorithms fail to reach convergence or demand an extensive number of samples…

Machine Learning · Computer Science 2024-08-09 Aida Afshar , Aldo Pacchiano

Reinforcement learning agents have traditionally been evaluated on small toy problems. With advances in computing power and the advent of the Arcade Learning Environment, it is now possible to evaluate algorithms on diverse and difficult…

Machine Learning · Computer Science 2014-11-03 Aaron Defazio , Thore Graepel

The increasing adoption of Reinforcement Learning in safety-critical systems domains such as autonomous vehicles, health, and aviation raises the need for ensuring their safety. Existing safety mechanisms such as adversarial training,…

Machine Learning · Computer Science 2021-11-11 Paulina Stevia Nouwou Mindom , Amin Nikanjam , Foutse Khomh , John Mullins

Model-free reinforcement learning algorithms can compute policy gradients given sampled environment transitions, but require large amounts of data. In contrast, model-based methods can use the learned model to generate new data, but model…

Machine Learning · Computer Science 2022-03-04 Lukas P. Fröhlich , Maksym Lefarov , Melanie N. Zeilinger , Felix Berkenkamp

Inertial measurement units are widely used in different fields to estimate the attitude. Many algorithms have been proposed to improve estimation performance. However, most of them still suffer from 1) inaccurate initial estimation, 2)…

Robotics · Computer Science 2021-07-28 Yujie Tang , Liang Hu , Qingrui Zhang , Wei Pan

Many reinforcement learning methods achieve great success in practice but lack theoretical foundation. In this paper, we study the convergence analysis on the problem of the Linear Quadratic Regulator (LQR). The global linear convergence…

Optimization and Control · Mathematics 2020-07-09 Zeyu Jin , Johann Michael Schmitt , Zaiwen Wen

Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

Machine Learning · Computer Science 2026-04-03 Klemens Iten , Bruce Lee , Chenhao Li , Lenart Treven , Andreas Krause , Bhavya Sukhija

Recently, many reinforcement learning techniques were shown to have provable guarantees in the simple case of linear dynamics, especially in problems like linear quadratic regulators. However, in practice, many reinforcement learning…

Machine Learning · Computer Science 2020-06-30 Abraham Frandsen , Rong Ge

Reinforcement learning (RL) agents need to be robust to variations in safety-critical environments. While system identification methods provide a way to infer the variation from online experience, they can fail in settings where fast…

Machine Learning · Computer Science 2022-03-07 Annie Xie , Shagun Sodhani , Chelsea Finn , Joelle Pineau , Amy Zhang

A variety of algorithms have been proposed to address the power system state estimation problem in the presence of uncertainties in the data. However, less emphasis has been given to handling perturbations in the model. In the context of…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Ayan Das , Anushka Sharma , Anamitra Pal

Reinforcement learning is a powerful paradigm for learning optimal policies from experimental data. However, to find optimal policies, most reinforcement learning algorithms explore all possible actions, which may be harmful for real-world…

Machine Learning · Statistics 2017-11-15 Felix Berkenkamp , Matteo Turchetta , Angela P. Schoellig , Andreas Krause

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu