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In reinforcement learning (RL) algorithms, exploratory control inputs are used during learning to acquire knowledge for decision making and control, while the true dynamics of a controlled object is unknown. However, this exploring property…

Machine Learning · Computer Science 2021-03-08 Yoshihiro Okawa , Tomotake Sasaki , Hidenao Iwane

We present a case study of model-free reinforcement learning (RL) framework to solve stochastic optimal control for a predefined parameter uncertainty distribution and partially observable system. We focus on robust optimal well control…

Machine Learning · Computer Science 2022-07-12 Atish Dixit , Ahmed H. ElSheikh

Reinforcement learning algorithms typically necessitate extensive exploration of the state space to find optimal policies. However, in safety-critical applications, the risks associated with such exploration can lead to catastrophic…

Machine Learning · Computer Science 2025-02-28 Kaustubh Mani , Vincent Mai , Charlie Gauthier , Annie Chen , Samer Nashed , Liam Paull

Learning to control a safety-critical system with latent dynamics (e.g. for deep brain stimulation) requires taking calculated risks to gain information as efficiently as possible. To address this problem, we present a…

Machine Learning · Computer Science 2020-07-09 Mariah L. Schrum , Mark Connolly , Eric Cole , Mihir Ghetiya , Robert Gross , Matthew C. Gombolay

We develop provably safe and convergent reinforcement learning (RL) algorithms for control of nonlinear dynamical systems, bridging the gap between the hard safety guarantees of control theory and the convergence guarantees of RL theory.…

Machine Learning · Computer Science 2024-03-08 Wesley A. Suttle , Vipul K. Sharma , Krishna C. Kosaraju , S. Sivaranjani , Ji Liu , Vijay Gupta , Brian M. Sadler

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Optimal control of complex environments with robotic systems faces two complementary and intertwined challenges: efficient organization of sensory state information and far-sighted action planning. Because the reinforcement learning…

Machine Learning · Computer Science 2026-01-30 Abdullah Akgül , Gulcin Baykal , Manuel Haußmann , Mustafa Mert Çelikok , Melih Kandemir

We study the constrained linear quadratic regulator with unknown dynamics, addressing the tension between safety and exploration in data-driven control techniques. We present a framework which allows for system identification through…

Optimization and Control · Mathematics 2019-07-09 Sarah Dean , Stephen Tu , Nikolai Matni , Benjamin Recht

Reinforcement Learning (RL), recognized as an efficient learning approach, has achieved remarkable success across multiple fields and applications, including gaming, robotics, and autonomous vehicles. Classical single-agent reinforcement…

Machine Learning · Computer Science 2024-05-13 Jingpu Yang , Helin Wang , Qirui Zhao , Zhecheng Shi , Zirui Song , Miao Fang

This paper presents an interpretable reward design framework for reinforcement learning based constrained optimal control problems with state and terminal constraints. The problem is formalized within a standard partially observable Markov…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Jingjie Ni , Fangfei Li , Xin Jin , Xianlun Peng , Yang Tang

Control of non-episodic, finite-horizon dynamical systems with uncertain dynamics poses a tough and elementary case of the exploration-exploitation trade-off. Bayesian reinforcement learning, reasoning about the effect of actions and future…

Machine Learning · Statistics 2016-08-12 Edgar D. Klenske , Philipp Hennig

Stochastic optimal control of dynamical systems is a crucial challenge in sequential decision-making. Recently, control-as-inference approaches have had considerable success, providing a viable risk-sensitive framework to address the…

Machine Learning · Computer Science 2023-12-22 Hany Abdulsamad , Sahel Iqbal , Adrien Corenflos , Simo Särkkä

Two-time-scale optimization is a framework introduced in Zeng et al. (2024) that abstracts a range of policy evaluation and policy optimization problems in reinforcement learning (RL). Akin to bi-level optimization under a particular type…

Optimization and Control · Mathematics 2026-01-21 Sihan Zeng , Thinh T. Doan

Optimized control of quantum networks is essential for enabling distributed quantum applications with strict performance requirements. In near-term architectures with constrained hardware, effective control may determine the feasibility of…

Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…

Optimization and Control · Mathematics 2024-09-13 Sihan Zeng , Thinh T. Doan

We report a novel, computationally efficient approach for solving hard nonlinear problems of reinforcement learning (RL). Here we combine umbrella sampling, from computational physics/chemistry, with optimal control methods. The approach is…

Machine Learning · Computer Science 2025-02-28 Egor E. Nuzhin , Nikolai V. Brilliantov

Despite the many recent advances in reinforcement learning (RL), the question of learning policies that robustly satisfy state constraints under unknown disturbances remains open. In this paper, we offer a new perspective on achieving…

Machine Learning · Computer Science 2025-12-23 Pierre-François Massiani , Alexander von Rohr , Lukas Haverbeck , Sebastian Trimpe

In numerous reinforcement learning (RL) problems involving safety-critical systems, a key challenge lies in balancing multiple objectives while simultaneously meeting all stringent safety constraints. To tackle this issue, we propose a…

Artificial Intelligence · Computer Science 2024-05-28 Shangding Gu , Bilgehan Sel , Yuhao Ding , Lu Wang , Qingwei Lin , Alois Knoll , Ming Jin

Bayesian optimisation has been successfully applied to a variety of reinforcement learning problems. However, the traditional approach for learning optimal policies in simulators does not utilise the opportunity to improve learning by…

Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…

Machine Learning · Computer Science 2021-03-01 Jianyi Zhang , Paul Weng