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Related papers: Deep Model Predictive Optimization

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We provide a framework for incorporating robustness -- to perturbations in the transition dynamics which we refer to as model misspecification -- into continuous control Reinforcement Learning (RL) algorithms. We specifically focus on…

Recent works in Reinforcement Learning (RL) combine model-free (Mf)-RL algorithms with model-based (Mb)-RL approaches to get the best from both: asymptotic performance of Mf-RL and high sample-efficiency of Mb-RL. Inspired by these works,…

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Deep reinforcement learning (RL) has made it possible to solve complex robotics problems using neural networks as function approximators. However, the policies trained on stationary environments suffer in terms of generalization when…

Robotics · Computer Science 2021-11-09 Aditya M. Deshpande , Ali A. Minai , Manish Kumar

Reinforcement learning (RL) has shown strong performance in LLM post-training, but real-world deployment often involves noisy or incomplete supervision. In such settings, complex and unreliable supervision signals can destabilize training…

This paper introduces a new multi-model predictive control (MMPC) method for quadrotor attitude control with performance nearly on par with nonlinear model predictive control (NMPC) and computational efficiency similar to linear model…

Robotics · Computer Science 2024-06-25 Mohammadreza Izadi , Zeinab Shayan , Reza Faieghi

Many state-of-the art robotic applications utilize series elastic actuators (SEAs) with closed-loop force control to achieve complex tasks such as walking, lifting, and manipulation. Model-free PID control methods are more prone to…

Machine Learning · Computer Science 2025-07-30 Ruturaj Sambhus , Aydin Gokce , Stephen Welch , Connor W. Herron , Alexander Leonessa

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

Decision-making for engineering systems can be efficiently formulated as a Markov Decision Process (MDP) or a Partially Observable MDP (POMDP). Typical MDP and POMDP solution procedures utilize offline knowledge about the environment and…

Systems and Control · Computer Science 2018-11-07 C. P. Andriotis , K. G. Papakonstantinou

Imitation Learning (IL) can generate computationally efficient policies from demonstrations provided by Model Predictive Control (MPC). However, IL methods often require extensive data-collection and training efforts, limiting changes to…

Robotics · Computer Science 2024-07-09 Andrea Tagliabue , Jonathan P. How

Although multi-step generative policies achieve strong performance in robotic manipulation by modeling multimodal action distributions, they require multi-step iterative denoising at inference time. Each action therefore needs tens to…

Robotics · Computer Science 2026-04-22 Yuxuan Gao , Yedong Shen , Shiqi Zhang , Wenhao Yu , Yifan Duan , Jia pan , Jiajia Wu , Jiajun Deng , Yanyong Zhang

Bioprocesses are often characterised by nonlinear and uncertain dynamics, posing particular challenges for model predictive control (MPC) algorithms due to their computational demands when applied to nonlinear systems. Recent advances in…

Optimization and Control · Mathematics 2025-02-05 Niels Krausch , Martin Doff-Sotta , Mark Cannon , Peter Neubauer , Mariano Nicolas Cruz Bournazou

Neural networks are lately more and more often being used in the context of data-driven control, as an approximate model of the true system dynamics. Model Predictive Control (MPC) adopts this practise leading to neural MPC strategies. This…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Spyridon Syntakas , Kostas Vlachos

Time-distributed Optimization (TDO) is an approach for reducing the computational burden of Model Predictive Control (MPC). When using TDO, optimization iterations are distributed over time by maintaining a running solution estimate and…

Optimization and Control · Mathematics 2021-02-25 Dominic Liao-McPherson , Terrence Skibik , Jordan Leung , Ilya Kolmanovsky , Marco M. Nicotra

Large-scale ride-hailing systems often combine real-time routing at the individual request level with a macroscopic Model Predictive Control (MPC) optimization for dynamic pricing and vehicle relocation. The MPC relies on a demand forecast…

Artificial Intelligence · Computer Science 2021-11-08 Enpeng Yuan , Pascal Van Hentenryck

Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…

Artificial Intelligence · Computer Science 2016-08-18 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Recent work in Offline Reinforcement Learning (RL) has shown that a unified Transformer trained under a masked auto-encoding objective can effectively capture the relationships between different modalities (e.g., states, actions, rewards)…

Machine Learning · Computer Science 2025-02-07 Kehan Wen , Yutong Hu , Yao Mu , Lei Ke

Diffusion policies, widely adopted in decision-making scenarios such as robotics, gaming and autonomous driving, are capable of learning diverse skills from demonstration data due to their high representation power. However, the sub-optimal…

Machine Learning · Computer Science 2025-09-30 Ningyuan Yang , Jiaxuan Gao , Feng Gao , Yi Wu , Chao Yu

Developing a universal and versatile embodied intelligence system presents two primary challenges: the critical embodied data bottleneck, where real-world data is scarce and expensive, and the algorithmic inefficiency of existing methods,…

Cooperative control of groups of autonomous vehicles (AVs), i.e., platoons, is a promising direction to improving the efficiency of autonomous transportation systems. In this context, distributed co-optimization of both vehicle speed and…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Samuel Mallick , Gianpietro Battocletti , Dimitris Boskos , Azita Dabiri , Bart De Schutter