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We study the problem of online model selection in reinforcement learning, where the selector has access to a class of reinforcement learning agents and learns to adaptively select the agent with the right configuration. Our goal is to…

Machine Learning · Computer Science 2025-12-03 Aida Afshar , Aldo Pacchiano

Designing reliable decision strategies for autonomous urban driving is challenging. Reinforcement learning (RL) has been used to automatically derive suitable behavior in uncertain environments, but it does not provide any guarantee on the…

Lane change is a crucial vehicle maneuver which needs coordination with surrounding vehicles. Automated lane changing functions built on rule-based models may perform well under pre-defined operating conditions, but they may be prone to…

Robotics · Computer Science 2018-04-24 Pin Wang , Ching-Yao Chan , Arnaud de La Fortelle

Learning by interaction is the key to skill acquisition for most living organisms, which is formally called Reinforcement Learning (RL). RL is efficient in finding optimal policies for endowing complex systems with sophisticated behavior.…

Robotics · Computer Science 2025-11-21 Karim Farid , Nourhan Sakr

This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…

Optimization and Control · Mathematics 2012-04-04 Parikshit Shah , Badri Narayan Bhaskar , Gongguo Tang , Benjamin Recht

We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL). Specifically, we assume agents assess the risk of a sequence of random variables using dynamic…

Machine Learning · Computer Science 2022-12-01 Anthony Coache , Sebastian Jaimungal

A key challenge in model-based reinforcement learning (RL) is to synthesize computationally efficient and accurate environment models. We show that carefully designed generative models that learn and operate on compact state…

We develop a continuous-time entropy-regularized reinforcement learning framework under model uncertainty. By applying Sion's minimax theorem, we transform the intractable robust control problem into an equivalent standard…

Optimization and Control · Mathematics 2025-11-11 Jiaxuan Hou , Lifeng Wei

A new Bayesian approach to linear system identification has been proposed in a series of recent papers. The main idea is to frame linear system identification as predictor estimation in an infinite dimensional space, with the aid of…

Machine Learning · Statistics 2015-07-03 Diego Romeres , Gianluigi Pillonetto , Alessandro Chiuso

Deep reinforcement learning enables algorithms to learn complex behavior, deal with continuous action spaces and find good strategies in environments with high dimensional state spaces. With deep reinforcement learning being an active area…

Machine Learning · Computer Science 2018-10-17 Winfried Lötzsch

We consider classical estimators for a class of physically realizable linear quantum systems. Optimal estimation using a complex Kalman filter for this problem has been previously explored. Here, we study robust $H_\infty$ estimation for…

Systems and Control · Computer Science 2017-04-12 Shibdas Roy , Ian R. Petersen

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

Most model-free reinforcement learning methods leverage state representations (embeddings) for generalization, but either ignore structure in the space of actions or assume the structure is provided a priori. We show how a policy can be…

Machine Learning · Computer Science 2019-05-16 Yash Chandak , Georgios Theocharous , James Kostas , Scott Jordan , Philip S. Thomas

Recently, reinforcement learning has been used to address logic synthesis by formulating the operator sequence optimization problem as a Markov decision process. However, through extensive experiments, we find out that the learned policy…

Machine Learning · Computer Science 2022-06-28 Chao Wang , Chen Chen , Dong Li , Bin Wang

In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…

Optimization and Control · Mathematics 2016-11-17 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

Through many recent successes in simulation, model-free reinforcement learning has emerged as a promising approach to solving continuous control robotic tasks. The research community is now able to reproduce, analyze and build quickly on…

Machine Learning · Computer Science 2018-09-21 A. Rupam Mahmood , Dmytro Korenkevych , Gautham Vasan , William Ma , James Bergstra

The dynamic, real-time, and accurate inference of model parameters from empirical data is of great importance in many scientific and engineering disciplines that use computational models (such as a digital twin) for the analysis and…

Signal Processing · Electrical Eng. & Systems 2020-06-11 Yuan Tian , Manuel Arias Chao , Chetan Kulkarni , Kai Goebel , Olga Fink

A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~$\mathtt{iLQR}$ - on the learned model to minimize a target cost. This paper conducts a…

Machine Learning · Computer Science 2023-05-17 Daniel Pfrommer , Max Simchowitz , Tyler Westenbroek , Nikolai Matni , Stephen Tu

Replication of experimental results has been a challenge faced by many scientific disciplines, including the field of machine learning. Recent work on the theory of machine learning has formalized replicability as the demand that an…

Machine Learning · Computer Science 2026-04-15 Eric Eaton , Marcel Hussing , Michael Kearns , Aaron Roth , Sikata Bela Sengupta , Jessica Sorrell