Related papers: Neural Optimal Control using Learned System Dynami…

In this paper, we present a novel algorithm named synchronous integral Q-learning, which is based on synchronous policy iteration, to solve the continuous-time infinite horizon optimal control problems of input-affine system dynamics. The…

Real-world robots are becoming increasingly complex and commonly act in poorly understood environments where it is extremely challenging to model or learn their true dynamics. Therefore, it might be desirable to take a task-specific…

We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…

Optimal control is a successful approach to generate motions for complex robots, in particular for legged locomotion. However, these techniques are often too slow to run in real time for model predictive control or one needs to drastically…

Despite impressive results, reinforcement learning (RL) suffers from slow convergence and requires a large variety of tuning strategies. In this paper, we investigate the ability of RL algorithms on simple continuous control tasks. We show…

Continuous-time reinforcement learning offers an appealing formalism for describing control problems in which the passage of time is not naturally divided into discrete increments. Here we consider the problem of predicting the distribution…

Model predictive control has emerged as an effective approach for real-time optimal control of connected and automated vehicles. However, nonlinear dynamics of vehicle and traffic systems make accurate modeling and real-time optimization…

We use a deep neural network to generate controllers for optimal trading on high frequency data. For the first time, a neural network learns the mapping between the preferences of the trader, i.e. risk aversion parameters, and the optimal…

A self-learning approach for optimal feedback gains for finite-horizon nonlinear continuous time control systems is proposed and analysed. It relies on parameter dependent approximations to the optimal value function obtained from a family…

A deep learning approach for the approximation of the Hamilton-Jacobi-Bellman partial differential equation (HJB PDE) associated to the Nonlinear Quadratic Regulator (NLQR) problem. A state-dependent Riccati equation control law is first…

We explore a data-driven approach for learning to optimize neural networks. We construct a dataset of neural network checkpoints and train a generative model on the parameters. In particular, our model is a conditional diffusion transformer…

We consider numerical approaches for deterministic, finite-dimensional optimal control problems whose dynamics depend on unknown or uncertain parameters. We seek to amortize the solution over a set of relevant parameters in an offline stage…

In this paper, we propose a novel framework for approximating the explicit MPC law for linear parameter-varying systems using supervised learning. In contrast to most existing approaches, we not only learn the control policy, but also a…

Artificial neural networks often struggle with catastrophic forgetting when learning multiple tasks sequentially, as training on new tasks degrades the performance on previously learned tasks. Recent theoretical work has addressed this…

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimal state-feedback controllers, capable of changing between different objective functions, are advantageous to systems in which unexpected situations may arise. However, synthesising such controllers, even for a single objective, is a…

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…

We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…

This paper proposes a simulation-based reinforcement learning algorithm for controlling systems with uncertain and varying system parameters. While simulators are useful for safely learning control policies, the reality gap remains a major…

A learning based method for obtaining feedback laws for nonlinear optimal control problems is proposed. The learning problem is posed such that the open loop value function is its optimal solution. This infinite dimensional, function space,…