Related papers: Policy Iteration Reinforcement Learning Method for…

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…

Deep reinforcement learning has been recognized as a promising tool to address the challenges in real-time control of power systems. However, its deployment in real-world power systems has been hindered by a lack of explicit stability and…

This work presents a multiscale framework to solve an inverse reinforcement learning (IRL) problem for continuous-time/state stochastic systems. We take advantage of a diffusion wavelet representation of the associated Markov chain to…

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Inverse reinforcement learning (IRL) for linear systems seeks a cost function whose optimal controller reproduces an expert policy from data. Existing data-driven methods for discrete-time linear systems are largely built on iterative…

Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be used to approximate competitive or cooperative games with a…

This paper introduces a novel data-driven approach to design a linear quadratic regulator (LQR) using a reinforcement learning (RL) algorithm that does not require a system model. The key contribution is to perform policy iteration (PI) by…

We consider the problem of reinforcement learning (RL) with unbounded state space motivated by the classical problem of scheduling in a queueing network. Traditional policies as well as error metric that are designed for finite, bounded or…

This paper proposes a safe reinforcement learning (RL) framework based on forward-invariance-induced action-space design. The control problem is cast as a Markov decision process, but instead of relying on runtime shielding or penalty-based…

Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome. Nevertheless, this approach does not take into consideration the…

This paper introduces an innovative approach based on policy iteration (PI), a reinforcement learning (RL) algorithm, to obtain an optimal observer with a quadratic cost function. This observer is designed for systems with a given…

In this paper, we present a novel method for computing the optimal feedback gain of the infinite-horizon Linear Quadratic Regulator (LQR) problem via an ordinary differential equation. We introduce a novel continuous-time Bellman error,…

We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…

We present a midpoint policy iteration algorithm to solve linear quadratic optimal control problems in both model-based and model-free settings. The algorithm is a variation of Newton's method, and we show that in the model-based setting it…

Revisiting the continuous-time Mean-Variance (MV) Portfolio Optimization problem, we model the market dynamics with a jump-diffusion process and apply Reinforcement Learning (RL) techniques to facilitate informed exploration within the…

This paper proposes an on-policy reinforcement learning (RL) control algorithm that solves the optimal regulation problem for a class of uncertain continuous-time nonlinear systems under user-defined state constraints. We formulate the safe…

Given the inherent non-stationarity prevalent in real-world applications, continual Reinforcement Learning (RL) aims to equip the agent with the capability to address a series of sequentially presented decision-making tasks. Within this…

This paper demonstrates that continual relearning of control policies using incremental deep reinforcement learning (RL) can improve policy learning for non-stationary processes. We demonstrate this approach for a data-driven 'smart…

As more inverter-connected renewable resources are integrated into the grid, frequency stability may degrade because of the reduction in mechanical inertia and damping. A common approach to mitigate this degradation in performance is to use…