Related papers: Reinforcement Learning-Based Optimal Control for M…
This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…
In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unlike the standard literature, our main focus will be on…
This paper proposes a reinforcement learning-based approach for optimal transient frequency control in power systems with stability and safety guarantees. Building on Lyapunov stability theory and safety-critical control, we derive…
We present theoretical and numerical results concerning the problem to find the path that minimizes the time to navigate between two given points in a complex fluid under realistic navigation constraints. We contrast deterministic Optimal…
Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…
Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…
This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…
The emergence of reinforcement learning (RL) methods in traffic signal control tasks has achieved better performance than conventional rule-based approaches. Most RL approaches require the observation of the environment for the agent to…
Reinforcement Learning (RL) has recently received significant attention from the process systems engineering and control communities. Recent works have investigated the application of RL to identify optimal scheduling decision in the…
Recent studies have shown that reinforcement learning (RL) models are vulnerable in various noisy scenarios. For instance, the observed reward channel is often subject to noise in practice (e.g., when rewards are collected through sensors),…
We solve a linear quadratic optimal control problem for sampled-data systems with stochastic delays. The delays are stochastically determined by the last few delays. The proposed optimal controller can be efficiently computed by iteratively…
We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products. We pursue the RL avenue in order to learn the optimal action-value function of the underlying stopping problem. In addition to…
Model-free or learning-based control, in particular, reinforcement learning (RL), is expected to be applied for complex robotic tasks. Traditional RL requires a policy to be optimized is state-dependent, that means, the policy is a kind of…
This article proposes a novel approach to traffic signal control that combines phase re-service with reinforcement learning (RL). The RL agent directly determines the duration of the next phase in a pre-defined sequence. Before the RL…
In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…
We address the problem of model-free distributed stabilization of heterogeneous multi-agent systems using reinforcement learning (RL). Two algorithms are developed. The first algorithm solves a centralized linear quadratic regulator (LQR)…
In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…
A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR problems. This class of problem arises frequently in robotic…
Reinforcement learning (RL) has attracted increasing interest for adaptive traffic signal control due to its model-free ability to learn control policies directly from interaction with the traffic environment. However, several challenges…
This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…