Related papers: Reinforcement Learning for Molecular Dynamics Opti…
In this paper we study optimal advertising problems that models the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwill. In particular, we…
Model-free deep-reinforcement-based learning algorithms have been applied to a range of COPs~\cite{bello2016neural}~\cite{kool2018attention}~\cite{nazari2018reinforcement}. However, these approaches suffer from two key challenges when…
This article considers a discrete-time robust optimal control problem on matrix Lie groups. The underlying system is assumed to be perturbed by exogenous unmeasured bounded disturbances, and the control problem is posed as a min-max optimal…
Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…
Systems involving Partial Differential Equations (PDEs) have recently become more popular among the machine learning community. However prior methods usually treat infinite dimensional problems in finite dimensions with Reduced Order…
We propose a framework, called neural-progressive hedging (NP), that leverages stochastic programming during the online phase of executing a reinforcement learning (RL) policy. The goal is to ensure feasibility with respect to constraints…
We present a general framework for optimizing the Conditional Value-at-Risk for dynamical systems using stochastic search. The framework is capable of handling the uncertainty from the initial condition, stochastic dynamics, and uncertain…
In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…
We study optimality for the safety-constrained Markov decision process which is the underlying framework for safe reinforcement learning. Specifically, we consider a constrained Markov decision process (with finite states and finite…
Accurate prediction of energy and forces for 3D molecular systems is one of fundamental challenges at the core of AI for Science applications. Many powerful and data-efficient neural networks predict molecular energies and forces from…
This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…
Deep learning is formulated as a discrete-time optimal control problem. This allows one to characterize necessary conditions for optimality and develop training algorithms that do not rely on gradients with respect to the trainable…
We consider large-scale Markov decision processes with an unknown cost function and address the problem of learning a policy from a finite set of expert demonstrations. We assume that the learner is not allowed to interact with the expert…
In this review/tutorial article, we present recent progress on optimal control of partially observed Markov Decision Processes (POMDPs). We first present regularity and continuity conditions for POMDPs and their belief-MDP reductions, where…
In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…
This work develops a control-centric framework for a custom 4-DOF rigid-body manipulator by coupling a reduced-order Pontryagin's Maximum Principle (PMP) controller with a physics-informed Gradient Descent stage. The reduced PMP model…
The convergence of cross-modal adversarial learning and physics-driven methods represents a cutting-edge direction for tackling challenges in complex multi-modal tasks and scientific computing. This review focuses on systematically…
This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy…
Learning to Optimize is a recently proposed framework for learning optimization algorithms using reinforcement learning. In this paper, we explore learning an optimization algorithm for training shallow neural nets. Such high-dimensional…
Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…