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In this work, we study model-based reinforcement learning (RL) in unknown stabilizable linear dynamical systems. When learning a dynamical system, one needs to stabilize the unknown dynamics in order to avoid system blow-ups. We propose an…

Machine Learning · Computer Science 2022-06-06 Sahin Lale , Kamyar Azizzadenesheli , Babak Hassibi , Anima Anandkumar

Training a deep neural network to maximize a target objective has become the standard recipe for successful machine learning over the last decade. These networks can be optimized with supervised learning, if the target objective is…

Machine Learning · Computer Science 2025-05-12 Bernhard Jaeger , Andreas Geiger

Designing optimal controllers continues to be challenging as systems are becoming complex and are inherently nonlinear. The principal advantage of reinforcement learning (RL) is its ability to learn from the interaction with the environment…

Machine Learning · Computer Science 2018-10-05 Savinay Nagendra , Nikhil Podila , Rashmi Ugarakhod , Koshy George

Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…

Machine Learning · Computer Science 2023-10-26 Daqian Shao , Marta Kwiatkowska

How can a reinforcement learning (RL) agent prepare to solve downstream tasks if those tasks are not known a priori? One approach is unsupervised skill discovery, a class of algorithms that learn a set of policies without access to a reward…

Machine Learning · Computer Science 2021-10-07 Benjamin Eysenbach , Ruslan Salakhutdinov , Sergey Levine

In real-world tasks, reinforcement learning (RL) agents frequently encounter situations that are not present during training time. To ensure reliable performance, the RL agents need to exhibit robustness against worst-case situations. The…

Machine Learning · Computer Science 2021-03-19 Sebastian Curi , Ilija Bogunovic , Andreas Krause

Offline reinforcement learning (RL) aims to learn an optimal policy from pre-collected data. However, it faces challenges of distributional shift, where the learned policy may encounter unseen scenarios not covered in the offline data.…

Machine Learning · Computer Science 2025-05-27 Jin Zhu , Xin Zhou , Jiaang Yao , Gholamali Aminian , Omar Rivasplata , Simon Little , Lexin Li , Chengchun Shi

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Dams impact downstream river dynamics through flow regulation and disruption of upstream-downstream linkages. However, current dam operation is far from satisfactory due to the inability to respond the complicated and uncertain dynamics of…

Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…

Model-free deep reinforcement learning (DRL) methods suffer from poor sample efficiency. To overcome this limitation, this work introduces an adaptive reduced-order-model (ROM)-based reinforcement learning framework for active flow control.…

Machine Learning · Computer Science 2026-04-08 Zesheng Yao , Zhen-Hua Wan , Canjun Yang , Qingchao Xia , Mengqi Zhang

Reinforcement learning (RL) offers a compelling data-driven paradigm for synthesizing controllers for complex systems when accurate physical models are unavailable; however, most existing control-oriented RL methods assume stationarity and,…

Machine Learning · Computer Science 2026-04-22 Austin Coursey , Abel Diaz-Gonzalez , Marcos Quinones-Grueiro , Gautam Biswas

In this paper, we consider depth control problems of an autonomous underwater vehicle (AUV) for tracking the desired depth trajectories. Due to the unknown dynamical model of the AUV, the problems cannot be solved by most of model-based…

Robotics · Computer Science 2017-11-23 Hui Wu , Shiji Song , Keyou You , Cheng Wu

While reinforcement learning (RL) holds great potential for decision making in the real world, it suffers from a number of unique difficulties which often need specific consideration. In particular: it is highly non-stationary; suffers from…

Machine Learning · Computer Science 2025-04-16 Alexander David Goldie , Chris Lu , Matthew Thomas Jackson , Shimon Whiteson , Jakob Nicolaus Foerster

Conventional reinforcement learning (RL) algorithms exhibit broad generality in their theoretical formulation and high performance on several challenging domains when combined with powerful function approximation. However, developing RL…

Machine Learning · Computer Science 2023-11-07 Joseph Modayil , Zaheer Abbas

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

Exploration in reinforcement learning is a challenging problem: in the worst case, the agent must search for high-reward states that could be hidden anywhere in the state space. Can we define a more tractable class of RL problems, where the…

Machine Learning · Computer Science 2021-07-20 Kevin Li , Abhishek Gupta , Ashwin Reddy , Vitchyr Pong , Aurick Zhou , Justin Yu , Sergey Levine

Reinforcement Learning (RL) techniques have been increasingly applied in optimizing control systems. However, their application in quantum systems is hampered by the challenge of performing closed-loop control due to the difficulty in…

Quantum Physics · Physics 2024-02-08 Tanmay Neema , Susmit Jha , Tuhin Sahai

Reinforcement learning (RL) is typically concerned with estimating stationary policies or single-step models, leveraging the Markov property to factorize problems in time. However, we can also view RL as a generic sequence modeling problem,…

Machine Learning · Computer Science 2021-11-30 Michael Janner , Qiyang Li , Sergey Levine

Batch reinforcement learning (RL) aims at leveraging pre-collected data to find an optimal policy that maximizes the expected total rewards in a dynamic environment. The existing methods require absolutely continuous assumption (e.g., there…

Machine Learning · Statistics 2024-06-27 Xiaohong Chen , Zhengling Qi , Runzhe Wan