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This paper studies linear quadratic Gaussian robust mean field social control problems in the presence of multiplicative noise. We aim to compute asymptotic decentralized strategies without requiring full prior knowledge of agents'…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Zhenhui Xu , Jiayu Chen , Bing-Chang Wang , Yuhu Wu , Tielong Shen

In recent times, a variety of Reinforcement Learning (RL) algorithms have been proposed for optimal tracking problem of continuous time nonlinear systems with input constraints. Most of these algorithms are based on the notion of uniform…

Systems and Control · Electrical Eng. & Systems 2020-06-16 Amardeep Mishra , Satadal Ghosh

Existing data-driven and feedback traffic control strategies do not consider the heterogeneity of real-time data measurements. Besides, traditional reinforcement learning (RL) methods for traffic control usually converge slowly for lacking…

Systems and Control · Electrical Eng. & Systems 2022-09-14 C. Chen , Y. P. Huang , W. H. K. Lam , T. L. Pan , S. C. Hsu , A. Sumalee , R. X. Zhong

This paper introduces a novel reinforcement learning (RL) approach to scheduling mixed-criticality (MC) systems on processors with varying speeds. Building upon the foundation laid by [1], we extend their work to address the non-preemptive…

Machine Learning · Computer Science 2025-04-09 Muhammad El-Mahdy , Nourhan Sakr , Rodrigo Carrasco

We investigate the asymptotic properties of a finite-time horizon linear-quadratic optimal control problem driven by a multiscale stochastic process with multiplicative Brownian noise. We approach the problem by considering the associated…

Optimization and Control · Mathematics 2020-11-19 Beniamin Goldys , Gianmario Tessitore , James Yang , Zhou Zhou

This work uses the entropy-regularised relaxed stochastic control perspective as a principled framework for designing reinforcement learning (RL) algorithms. Herein agent interacts with the environment by generating noisy controls…

Machine Learning · Computer Science 2023-09-18 Lukasz Szpruch , Tanut Treetanthiploet , Yufei Zhang

In this article, we study a continuous-time stochastic $H_\infty$ control problem based on reinforcement learning (RL) techniques that can be viewed as solving a stochastic linear-quadratic two-person zero-sum differential game (LQZSG).…

Optimization and Control · Mathematics 2024-10-02 Zhongshi Sun , Guangyan Jia

Iterative linear quadradic regulator(iLQR) has become a benchmark method to deal with nonlinear stochastic optimal control problem. However, it does not apply to delay system. In this paper, we extend the iLQR theory and prove new theorem…

Optimization and Control · Mathematics 2020-02-19 Cheng Ju , Yan Qin , Chunjiang Fu

This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…

Optimization and Control · Mathematics 2025-10-21 Wenjing Yang , Zhaorong Zhang , Juanjuan Xu

Reinforcement learning (RL) is a powerful data-driven control method that has been largely explored in autonomous driving tasks. However, conventional RL approaches learn control policies through trial-and-error interactions with the…

Robotics · Computer Science 2021-11-03 Tianyu Shi , Dong Chen , Kaian Chen , Zhaojian Li

Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Gabriel Diaz , Lucky Li , Wenhao Zhang

Reinforcement Learning (RL) for training Large Language Models is notoriously unstable. While recent studies attribute this to "training inference mismatch stemming" from inconsistent hybrid engines, standard remedies, such as Importance…

Machine Learning · Computer Science 2026-02-03 Yaxiang Zhang , Yingru Li , Jiacai Liu , Jiawei Xu , Ziniu Li , Qian Liu , Haoyuan Li

The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all…

Machine Learning · Computer Science 2020-05-04 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

Inverted pendulums constitute one of the popular systems for benchmarking control algorithms. Several methods have been proposed for the control of this system, the majority of which rely on the availability of a mathematical model.…

Systems and Control · Electrical Eng. & Systems 2024-09-27 Ugur Yildiran

Numerical time integration is fundamental to the simulation of initial and boundary value problems. Traditionally, time integration schemes require adaptive time-stepping to ensure computational speed and sufficient accuracy. Although these…

Computational Physics · Physics 2025-12-18 David Michael Riley , Alexandros Stathas , Diego Gutiérrez-Oribio , Ioannis Stefanou

In this work we address the problem of performing a repetitive task when we have uncertain observations and dynamics. We formulate this problem as an iterative infinite horizon optimal control problem with output feedback. Previously, this…

Systems and Control · Electrical Eng. & Systems 2021-10-04 Lukas Brunke , Siqi Zhou , Angela P. Schoellig

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

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

Reinforcement Learning (RL) is a method for learning decision-making tasks that could enable robots to learn and adapt to their situation on-line. For an RL algorithm to be practical for robotic control tasks, it must learn in very few…

Artificial Intelligence · Computer Science 2015-03-19 Todd Hester , Michael Quinlan , Peter Stone

This paper is a study of reinforcement learning (RL) as an optimal-control strategy for control of nonlinear valves. It is evaluated against the PID (proportional-integral-derivative) strategy, using a unified framework. RL is an autonomous…

Machine Learning · Computer Science 2021-02-05 Rajesh Siraskar