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We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

Computational Finance · Quantitative Finance 2023-02-16 Mohamed Hamdouche , Pierre Henry-Labordere , Huyen Pham

We consider reinforcement learning (RL) methods for finding optimal policies in linear quadratic (LQ) mean field control (MFC) problems over an infinite horizon in continuous time, with common noise and entropy regularization. We study…

Optimization and Control · Mathematics 2024-08-06 Noufel Frikha , Huyên Pham , Xuanye Song

This paper proposes a lexicographic Deep Reinforcement Learning (DeepRL)-based approach to chance-constrained Markov Decision Processes, in which the controller seeks to ensure that the probability of satisfying the constraint is above a…

Machine Learning · Computer Science 2020-10-20 Alessandro Giuseppi , Antonio Pietrabissa

Deterministic policy gradient (DPG) is widely utilized for continuous control; however, it inherently relies on the differentiability of the critic with respect to the action during policy updates. This assumption is violated in practical…

Machine Learning · Computer Science 2026-05-08 Hyunjun Na , Donghwan Lee

Deep Reinforcement Learning (DRL) is regarded as a potential method for car-following control and has been mostly studied to support a single following vehicle. However, it is more challenging to learn a stable and efficient car-following…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Tong Liu , Lei Lei , Kan Zheng , Kuan Zhang

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such…

Machine Learning · Computer Science 2020-10-26 Guy Lorberbom , Chris J. Maddison , Nicolas Heess , Tamir Hazan , Daniel Tarlow

The problem of resource constrained scheduling in a dynamic and heterogeneous wireless setting is considered here. In our setup, the available limited bandwidth resources are allocated in order to serve randomly arriving service demands,…

Machine Learning · Computer Science 2022-04-01 Apostolos Avranas , Marios Kountouris , Philippe Ciblat

With the implementation of reinforcement learning (RL) algorithms, current state-of-art autonomous vehicle technology have the potential to get closer to full automation. However, most of the applications have been limited to game domains…

Robotics · Computer Science 2020-01-14 Wenhui Huang , Francesco Braghin , Zhuo Wang

Actor-critic (AC) methods are widely used in reinforcement learning (RL) and benefit from the flexibility of using any policy gradient method as the actor and value-based method as the critic. The critic is usually trained by minimizing the…

Machine Learning · Computer Science 2023-11-01 Sharan Vaswani , Amirreza Kazemi , Reza Babanezhad , Nicolas Le Roux

Learning-based model predictive control (MPC) is an approach designed to reduce the computational cost of MPC. In this paper, a constrained deep neural network (DNN) design is proposed to learn MPC policy for nonlinear systems. Using…

Systems and Control · Electrical Eng. & Systems 2023-03-30 Farshid Asadi

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

Machine Learning · Computer Science 2026-02-13 Mehrdad Moghimi , Hyejin Ku

We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Ján Boldocký , Shahriar Dadras Javan , Martin Gulan , Martin Mönnigmann , Ján Drgoňa

Quantum reinforcement learning (QRL) is a promising paradigm for near-term quantum devices. While existing QRL methods have shown success in discrete action spaces, extending these techniques to continuous domains is challenging due to the…

Quantum Physics · Physics 2025-03-19 Shaojun Wu , Shan Jin , Dingding Wen , Donghong Han , Xiaoting Wang

Background: Deep Deterministic Policy Gradient-based reinforcement learning algorithms utilize Actor-Critic architectures, where both networks are typically trained using identical batches of replayed transitions. However, the learning…

Machine Learning · Computer Science 2025-12-08 Mehmet Efe Lorasdagi , Dogan Can Cicek , Furkan Burak Mutlu , Suleyman Serdar Kozat

In this work we compare different drag-reduction strategies that compute their actuation based on the fluctuations at a given wall-normal location in turbulent open channel flow. In order to perform this study, we implement and describe in…

Fluid Dynamics · Physics 2023-09-07 L. Guastoni , J. Rabault , H. Azizpour , R. Vinuesa

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…

Optimization and Control · Mathematics 2024-03-26 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Although robotic applications increasingly demand versatile and dynamic object handling, most existing techniques are predominantly focused on grasp-based manipulation, limiting their applicability in non-prehensile tasks. To address this…

Robotics · Computer Science 2025-02-25 Hamidreza Raei , Elena De Momi , Arash Ajoudani

This paper considers the problem of real-time control and learning in dynamic systems subjected to parametric uncertainties. We propose a combination of a Reinforcement Learning (RL) based policy in the outer loop suitably chosen to ensure…

Machine Learning · Computer Science 2023-06-13 Anuradha M. Annaswamy , Anubhav Guha , Yingnan Cui , Sunbochen Tang , Peter A. Fisher , Joseph E. Gaudio

Having a perfect model to compute the optimal policy is often infeasible in reinforcement learning. It is important in high-stakes domains to quantify and manage risk induced by model uncertainties. Entropic risk measure is an exponential…

Machine Learning · Computer Science 2020-06-23 Reazul Hasan Russel , Bahram Behzadian , Marek Petrik

In modern robotics, effectively computing optimal control policies under dynamically varying environments poses substantial challenges to the off-the-shelf parametric policy gradient methods, such as the Deep Deterministic Policy Gradient…

Robotics · Computer Science 2022-03-29 Apan Dastider , Mingjie Lin
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