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This study presents a constructive methodology for designing accelerated convex optimisation algorithms in continuous-time domain. The two key enablers are the classical concept of passivity in control theory and the time-dependent change…

Optimization and Control · Mathematics 2024-09-16 Namhoon Cho , Hyo-Sang Shin

We study robust reinforcement learning (RL) with the goal of determining a well-performing policy that is robust against model mismatch between the training simulator and the testing environment. Previous policy-based robust RL algorithms…

Machine Learning · Computer Science 2023-12-12 Ruida Zhou , Tao Liu , Min Cheng , Dileep Kalathil , P. R. Kumar , Chao Tian

While on-policy algorithms are known for their stability, they often demand a substantial number of samples. In contrast, off-policy algorithms, which leverage past experiences, are considered sample-efficient but tend to exhibit…

Machine Learning · Computer Science 2023-09-28 Jianfei Ma

This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Cong Li , Qingchen Liu , Zhehua Zhou , Martin Buss , Fangzhou Liu

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Machine Learning · Computer Science 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro

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…

Systems and Control · Electrical Eng. & Systems 2021-12-07 Bo Pang , Zhong-Ping Jiang

Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Han Wang , Di Wu , Lin Cheng , Shengping Gong , Xu Huang

Reinforcement Learning (RL) has shown great potential in complex control tasks, particularly when combined with deep neural networks within the Actor-Critic (AC) framework. However, in practical applications, balancing exploration, learning…

Robotics · Computer Science 2026-02-25 Zhiwei Shang , Xinyi Yuan , Wenjun Huang , Yunduan Cui , Di Chen , Meixin Zhu

Off-policy actor-critic algorithms have shown strong potential in deep reinforcement learning for continuous control tasks. Their success primarily comes from leveraging pessimistic state-action value function updates, which reduce function…

Machine Learning · Computer Science 2025-08-21 Bahareh Tasdighi , Nicklas Werge , Yi-Shan Wu , Melih Kandemir

Multi-agent reinforcement learning (MARL) has attracted much research attention recently. However, unlike its single-agent counterpart, many theoretical and algorithmic aspects of MARL have not been well-understood. In this paper, we study…

Machine Learning · Computer Science 2021-12-08 Siliang Zeng , Tianyi Chen , Alfredo Garcia , Mingyi Hong

Off-policy actor-critic methods in reinforcement learning train a critic with temporal-difference updates and use it as a learning signal for the policy (actor). This design typically achieves higher sample efficiency than purely on-policy…

Machine Learning · Computer Science 2026-01-05 Uğurcan Özalp

In cooperative stochastic games multiple agents work towards learning joint optimal actions in an unknown environment to achieve a common goal. In many real-world applications, however, constraints are often imposed on the actions that can…

Multiagent Systems · Computer Science 2020-07-14 Raghuram Bharadwaj Diddigi , Sai Koti Reddy Danda , Prabuchandran K. J. , Shalabh Bhatnagar

We establish an optimal sample complexity of $O(\epsilon^{-2})$ for obtaining an $\epsilon$-optimal global policy using a single-timescale actor-critic (AC) algorithm in infinite-horizon discounted Markov decision processes (MDPs) with…

Machine Learning · Computer Science 2026-05-08 Navdeep Kumar , Tehila Dahan , Lior Cohen , Ananyabrata Barua , Giorgia Ramponi , Kfir Yehuda Levy , Shie Mannor

We consider the problem of optimizing time averages in systems with independent and identically distributed behavior over renewal frames. This includes scheduling and task processing to maximize utility in stochastic networks with variable…

Optimization and Control · Mathematics 2010-11-30 Michael J. Neely

Soft actor-critic (SAC) in reinforcement learning is expected to be one of the next-generation robot control schemes. Its ability to maximize policy entropy would make a robotic controller robust to noise and perturbation, which is useful…

Machine Learning · Computer Science 2023-07-04 Taisuke Kobayashi

Learning from expert demonstrations to flexibly program an autonomous system with complex behaviors or to predict an agent's behavior is a powerful tool, especially in collaborative control settings. A common method to solve this problem is…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Samuel Tesfazgi , Leonhard Sprandl , Armin Lederer , Sandra Hirche

This paper considers a time-varying game with $N$ players. Every time slot, players observe their own random events and then take a control action. The events and control actions affect the individual utilities earned by each player. The…

Computer Science and Game Theory · Computer Science 2014-02-04 Michael J. Neely

To solve the coupling problem of control loops and the adaptive parameter tuning problem in the multi-input multi-output (MIMO) PID control system, a self-adaptive LSAC-PID algorithm is proposed based on deep reinforcement learning (RL) and…

Robotics · Computer Science 2021-11-04 Xinyi Yu , Siyu Xu , Yuehai Fan , Linlin Ou

Automated vehicle control using reinforcement learning (RL) has attracted significant attention due to its potential to learn driving policies through environment interaction. However, RL agents often face training challenges in sample…

Robotics · Computer Science 2025-09-08 Zhihao Zhang , Chengyang Peng , Ekim Yurtsever , Keith A. Redmill

Emerging applications in robotics and autonomous systems, such as autonomous driving and robotic surgery, often involve critical safety constraints that must be satisfied even when information about system models is limited. In this regard,…

Robotics · Computer Science 2020-02-25 Subin Huh , Insoon Yang