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We study the problem of joint optimization involving coding and control policies for a controlled Markovian sytem over a finite-rate noiseless communication channel. While structural results on the optimal encoding and control have been…

Optimization and Control · Mathematics 2026-03-18 Evelyn Hubbard , Liam Cregg , Serdar Yüksel

Several works have addressed the problem of incorporating constraints in the reinforcement learning (RL) framework, however majority of them can only guarantee the satisfaction of soft constraints. In this work, we address the problem of…

Machine Learning · Computer Science 2020-06-16 Kwangyeon Kim , Akshita Gupta , Hong-Cheol Choi , Inseok Hwang

This paper employs a policy iteration reinforcement learning (RL) method to study continuous-time linear-quadratic mean-field control problems in infinite horizon. The drift and diffusion terms in the dynamics involve the states, the…

Optimization and Control · Mathematics 2024-11-05 Na Li , Xun Li , Zuo Quan Xu

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

This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve finite-horizon optimal control problems in mixed-logical dynamical systems efficiently. Optimization-based control of such…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Caio Fabio Oliveira da Silva , Azita Dabiri , Bart De Schutter

The transfer of reinforcement learning (RL) techniques into real-world applications is challenged by safety requirements in the presence of physical limitations. Most RL methods, in particular the most popular algorithms, do not support…

Systems and Control · Computer Science 2021-05-18 Kim P. Wabersich , Melanie N. Zeilinger

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

Ensuring that reinforcement learning (RL) controllers satisfy safety and reliability constraints in real-world settings remains challenging: state-avoidance and constrained Markov decision processes often fail to capture trajectory-level…

Machine Learning · Computer Science 2026-04-06 Alper Kamil Bozkurt , Calin Belta , Ming C. Lin

Reinforcement learning (RL) is promising for complicated stochastic nonlinear control problems. Without using a mathematical model, an optimal controller can be learned from data evaluated by certain performance criteria through…

Systems and Control · Electrical Eng. & Systems 2020-11-16 Minghao Han , Yuan Tian , Lixian Zhang , Jun Wang , Wei Pan

Continuous-time reinforcement learning (CTRL) provides a principled framework for sequential decision-making in environments where interactions evolve continuously over time. Despite its empirical success, the theoretical understanding of…

Machine Learning · Computer Science 2025-05-22 Runze Zhao , Yue Yu , Adams Yiyue Zhu , Chen Yang , Dongruo Zhou

A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive…

Systems and Control · Computer Science 2020-01-07 Johannes Dornheim , Norbert Link , Peter Gumbsch

The successful application of general reinforcement learning algorithms to real-world robotics applications is often limited by their high data requirements. We introduce Regularized Hierarchical Policy Optimization (RHPO) to improve…

Reinforcement learning (RL) so far has limited real-world applications. One key challenge is that typical RL algorithms heavily rely on a reset mechanism to sample proper initial states; these reset mechanisms, in practice, are expensive to…

Machine Learning · Computer Science 2023-07-25 Hoai-An Nguyen , Ching-An Cheng

As mobile networks embrace the 5G era, the interest in adopting Reinforcement Learning (RL) algorithms to handle challenges in ultra-low-latency and high throughput scenarios increases. Simultaneously, the advent of packetized fronthaul…

Networking and Internet Architecture · Computer Science 2024-05-03 Jean Martins , Igor Almeida , Ricardo Souza , Silvia Lins

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…

Machine Learning · Computer Science 2023-05-02 Anthony Coache , Sebastian Jaimungal , Álvaro Cartea

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

A hallmark of human intelligence is the ability to construct self-contained chunks of knowledge and reuse them in novel combinations for solving different problems. Learning such compositional structures has been a challenge for artificial…

Machine Learning · Computer Science 2022-07-26 Jorge A. Mendez

In this paper, a deep reinforcement learning (DRL)-based approach to the Lyapunov optimization is considered to minimize the time-average penalty while maintaining queue stability. A proper construction of state and action spaces is…

Networking and Internet Architecture · Computer Science 2020-12-16 Sohee Bae , Seungyul Han , Youngchul Sung

Traditional reinforcement learning usually assumes either episodic interactions with resets or continuous operation to minimize average or cumulative loss. While episodic settings have many theoretical results, resets are often unrealistic…

Optimization and Control · Mathematics 2026-01-13 Bianca Marin Moreno , Margaux Brégère , Pierre Gaillard , Nadia Oudjane
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