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Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…

Machine Learning · Computer Science 2021-04-15 Elton Pan , Panagiotis Petsagkourakis , Max Mowbray , Dongda Zhang , Antonio del Rio-Chanona

Decision-focused learning is a promising development for contextual optimisation. It enables us to train prediction models that reflect the contextual sensitivity structure of the problem. However, there have been limited attempts to extend…

Optimization and Control · Mathematics 2023-12-21 Egon Peršak , Miguel F. Anjos

Convex Q-learning is a recent approach to reinforcement learning, motivated by the possibility of a firmer theory for convergence, and the possibility of making use of greater a priori knowledge regarding policy or value function structure.…

Optimization and Control · Mathematics 2022-10-18 Fan Lu , Joel Mathias , Sean Meyn , Karanjit Kalsi

Quantum control is concerned with the realisation of desired dynamics in quantum systems, serving as a linchpin for advancing quantum technologies and fundamental research. Analytic approaches and standard optimisation algorithms do not…

Quantum Physics · Physics 2025-05-29 Jan Ole Ernst , Aniket Chatterjee , Tim Franzmeyer , Axel Kuhn

In many real world applications, reinforcement learning agents have to optimize multiple objectives while following certain rules or satisfying a list of constraints. Classical methods based on reward shaping, i.e. a weighted combination of…

Machine Learning · Computer Science 2020-09-15 Gabriel Kalweit , Maria Huegle , Moritz Werling , Joschka Boedecker

We propose controller synthesis for state regulation problems in which a human operator shares control with an autonomy system, running in parallel. The autonomy system continuously improves over human action, with minimal intervention, and…

Systems and Control · Computer Science 2019-09-23 Murad Abu-Khalaf , Sertac Karaman , Daniela Rus

In reinforcement learning (RL), Q-learning is a fundamental algorithm whose convergence is guaranteed in the tabular setting. However, this convergence guarantee does not hold under linear function approximation. To overcome this…

Machine Learning · Computer Science 2026-02-04 Hyukjun Yang , Han-Dong Lim , Donghwan Lee

Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…

Optimization and Control · Mathematics 2026-03-31 Muge Dedeoglu , Buket Ozen , Burak Kocuk

Stability issues with reinforcement learning methods persist. To better understand some of these stability and convergence issues involving deep reinforcement learning methods, we examine a simple linear quadratic example. We interpret the…

Machine Learning · Computer Science 2024-06-03 Lingyi Yang

We study the problem of safe offline reinforcement learning (RL), the goal is to learn a policy that maximizes long-term reward while satisfying safety constraints given only offline data, without further interaction with the environment.…

Machine Learning · Computer Science 2022-04-11 Haoran Xu , Xianyuan Zhan , Xiangyu Zhu

Achieving convergence of multiple learning agents in general $N$-player games is imperative for the development of safe and reliable machine learning (ML) algorithms and their application to autonomous systems. Yet it is known that, outside…

Computer Science and Game Theory · Computer Science 2023-01-24 Aamal Abbas Hussain , Francesco Belardinelli , Georgios Piliouras

With the widespread adoption of machine learning systems, the need to curtail their behavior has become increasingly apparent. This is evidenced by recent advancements towards developing models that satisfy robustness, safety, and fairness…

Machine Learning · Computer Science 2024-03-19 Juan Elenter , Luiz F. O. Chamon , Alejandro Ribeiro

We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters…

Machine Learning · Computer Science 2021-03-01 Joan Bas-Serrano , Sebastian Curi , Andreas Krause , Gergely Neu

In standard reinforcement learning (RL), a learning agent seeks to optimize the overall reward. However, many key aspects of a desired behavior are more naturally expressed as constraints. For instance, the designer may want to limit the…

Machine Learning · Computer Science 2021-01-29 Sobhan Miryoosefi , Kianté Brantley , Hal Daumé , Miroslav Dudik , Robert Schapire

Partial label learning deals with the problem where each training instance is assigned a set of candidate labels, only one of which is correct. This paper provides the first attempt to leverage the idea of self-training for dealing with…

Machine Learning · Computer Science 2019-02-11 Lei Feng , Bo An

In safety-critical applications, reinforcement learning (RL) needs to consider safety constraints. However, theoretical understandings of constrained RL for continuous control are largely absent. As a case study, this paper presents a…

Optimization and Control · Mathematics 2024-06-07 Feiran Zhao , Keyou You

Solving non-convex, NP-hard optimization problems is crucial for training machine learning models, including neural networks. However, non-convexity often leads to black-box machine learning models with unclear inner workings. While convex…

Machine Learning · Computer Science 2025-03-18 Karthik Prakhya , Tolga Birdal , Alp Yurtsever

Q-learning methods represent a commonly used class of algorithms in reinforcement learning: they are generally efficient and simple, and can be combined readily with function approximators for deep reinforcement learning (RL). However, the…

Machine Learning · Computer Science 2019-02-28 Justin Fu , Aviral Kumar , Matthew Soh , Sergey Levine

Given a list of behaviors and associated parameterized controllers for solving different individual tasks, we study the problem of selecting an optimal sequence of coordinated behaviors in multi-robot systems for completing a given mission,…

Robotics · Computer Science 2019-09-16 Pietro Pierpaoli , Thinh T. Doan , Justin Romberg , Magnus Egerstedt

In this paper, we consider the linear programming (LP) formulation for deep reinforcement learning. The number of the constraints depends on the size of state and action spaces, which makes the problem intractable in large or continuous…

Optimization and Control · Mathematics 2021-05-21 Yongfeng Li , Mingming Zhao , Weijie Chen , Zaiwen Wen