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We present a methodology to deploy the stochastic policy gradient method, using actor-critic techniques, when the optimal policy is approximated using a parametric optimization problem, allowing one to enforce safety via hard constraints.…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Sebastien Gros , Mario Zanon

We develop a probabilistic machine learning method, which formulates a class of stochastic neural networks by a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced under the stochastic…

Machine Learning · Computer Science 2021-04-06 Richard Archibald , Feng Bao , Yanzhao Cao , He Zhang

Reward machines are an established tool for dealing with reinforcement learning problems in which rewards are sparse and depend on complex sequences of actions. However, existing algorithms for learning reward machines assume an overly…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Ivan Gavran , Daniel Neider

This paper proposes tackling safety-critical stochastic Reinforcement Learning (RL) tasks with a sample-based, model-based approach. At the core of the method lies a Model Predictive Control (MPC) scheme that acts as function approximation,…

Systems and Control · Electrical Eng. & Systems 2025-07-30 Filippo Airaldi , Bart De Schutter , Azita Dabiri

Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Thanin Quartz , Ruikun Zhou , Hans De Sterck , Jun Liu

We consider the problem of steering a system with unknown, stochastic dynamics to satisfy a rich, temporally layered task given as a signal temporal logic formula. We represent the system as a Markov decision process in which the states are…

Systems and Control · Computer Science 2015-10-23 Austin Jones , Derya Aksaray , Zhaodan Kong , Mac Schwager , Calin Belta

We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…

Machine Learning · Computer Science 2022-01-21 Jaeyoung Lee , Sean Sedwards , Krzysztof Czarnecki

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

Machine Learning · Computer Science 2022-01-04 Angeliki Kamoutsi , Goran Banjac , John Lygeros

Reinforcement learning has been established over the past decade as an effective tool to find optimal control policies for dynamical systems, with recent focus on approaches that guarantee safety during the learning and/or execution phases.…

Systems and Control · Electrical Eng. & Systems 2021-10-06 S M Nahid Mahmud , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Goal-oriented Reinforcement Learning, where the agent needs to reach the goal state while simultaneously minimizing the cost, has received significant attention in real-world applications. Its theoretical formulation, stochastic shortest…

Machine Learning · Computer Science 2022-06-13 Ming Yin , Wenjing Chen , Mengdi Wang , Yu-Xiang Wang

This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…

Systems and Control · Electrical Eng. & Systems 2023-12-13 Wenqian Xue , Yi Jiang , Frank L. Lewis , Bosen Lian

The application of learning-based control methods in robotics presents significant challenges. One is that model-free reinforcement learning algorithms use observation data with low sample efficiency. To address this challenge, a prevalent…

Machine Learning · Computer Science 2024-07-19 Andrey Gorodetskiy , Konstantin Mironov , Aleksandr Panov

Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…

Quantum Physics · Physics 2021-12-21 Daochen Wang , Aarthi Sundaram , Robin Kothari , Ashish Kapoor , Martin Roetteler

Reinforcement learning means finding the optimal course of action in Markovian environments without knowledge of the environment's dynamics. Stochastic optimization algorithms used in the field rely on estimates of the value of a policy.…

Machine Learning · Computer Science 2017-05-25 Leonid Peshkin , Sayan Mukherjee

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

This paper introduces a new approach to solve sensor management problems. Classically sensor management problems can be well formalized as Partially-Observed Markov Decision Processes (POMPD). The original approach developped here consists…

Machine Learning · Computer Science 2009-03-20 Thomas Bréhard , Emmanuel Duflos , Philippe Vanheeghe , Pierre-Arnaud Coquelin

We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…

Artificial Intelligence · Computer Science 2017-06-20 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar