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We survey in this article the connections between Machine Learning and Control Theory. Control Theory provide useful concepts and tools for Machine Learning. Conversely Machine Learning can be used to solve large control problems. In the…

Machine Learning · Computer Science 2020-06-11 Alain Bensoussan , Yiqun Li , Dinh Phan Cao Nguyen , Minh-Binh Tran , Sheung Chi Phillip Yam , Xiang Zhou

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…

Machine Learning · Computer Science 2023-10-03 Ido Greenberg , Shie Mannor , Gal Chechik , Eli Meirom

Reinforcement Learning (RL) techniques have been increasingly applied in optimizing control systems. However, their application in quantum systems is hampered by the challenge of performing closed-loop control due to the difficulty in…

Quantum Physics · Physics 2024-02-08 Tanmay Neema , Susmit Jha , Tuhin Sahai

This tutorial survey provides an overview of recent non-asymptotic advances in statistical learning theory as relevant to control and system identification. While there has been substantial progress across all areas of control, the theory…

Systems and Control · Electrical Eng. & Systems 2023-04-28 Anastasios Tsiamis , Ingvar Ziemann , Nikolai Matni , George J. Pappas

This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it…

Optimization and Control · Mathematics 2024-05-28 Zhongshi Sun , Guangyan Jia

We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…

Machine Learning · Statistics 2025-02-05 Lucky Li

Reinforcement Learning (RL) has proven a stunning ability to learn optimal policies from data without any prior knowledge on the process. The main drawback of RL is that it is typically very difficult to guarantee stability and safety. On…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Mario Zanon , Vyacheslav Kungurtsev , Sébastien Gros

Safety-critical robot systems need thorough testing to expose design flaws and software bugs which could endanger humans. Testing in simulation is becoming increasingly popular, as it can be applied early in the development process and does…

The aim of the project is to investigate and assess opportunities for applying reinforcement learning (RL) for power system control. As a proof of concept (PoC), voltage control of thermostatically controlled loads (TCLs) for power…

Machine Learning · Computer Science 2020-05-12 Oleh Lukianykhin , Tetiana Bogodorova

We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…

Machine Learning · Computer Science 2010-09-22 Konrad Rawlik , Marc Toussaint , Sethu Vijayakumar

The emergence of reinforcement learning (RL) methods in traffic signal control tasks has achieved better performance than conventional rule-based approaches. Most RL approaches require the observation of the environment for the agent to…

Machine Learning · Computer Science 2023-11-16 Hao Mei , Junxian Li , Bin Shi , Hua Wei

We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and…

Machine Learning · Computer Science 2021-06-25 Zengyi Qin , Yuxiao Chen , Chuchu Fan

The ability to prepare a physical system in a desired quantum state is central to many areas of physics such as nuclear magnetic resonance, cold atoms, and quantum computing. Yet, preparing states quickly and with high fidelity remains a…

The stabilization of quantum states is a fundamental problem for realizing various quantum technologies. Measurement-based-feedback strategies have demonstrated powerful performance, and the construction of quantum control signals using…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Chunxiang Song , Yanan Liu , Daoyi Dong , Hidehiro Yonezawa

In recent years, reinforcement learning (RL) has acquired a prominent position in health-related sequential decision-making problems, gaining traction as a valuable tool for delivering adaptive interventions (AIs). However, in part due to a…

Machine Learning · Statistics 2024-07-16 Nina Deliu , Joseph Jay Williams , Bibhas Chakraborty

Model-free reinforcement learning (RL) is inherently a reactive method, operating under the assumption that it starts with no prior knowledge of the system and entirely depends on trial-and-error for learning. This approach faces several…

The Sterile Insect Technique (SIT) against insect pests and insect vectors consists of releasing males that have been previously sterilized in order to reduce or eliminate a specific wild population. We study this complex control question…

Optimization and Control · Mathematics 2026-05-26 Cédric Join , Luis Almeida , Michel Fliess

In this paper we propose a framework towards achieving two intertwined objectives: (i) equipping reinforcement learning with active exploration and deliberate information gathering, such that it regulates state and parameter uncertainties…

Machine Learning · Computer Science 2024-09-10 Mohammad S. Ramadan , Mahmoud A. Hayajnh , Michael T. Tolley , Kyriakos G. Vamvoudakis

Quantitative trading (QT), which refers to the usage of mathematical models and data-driven techniques in analyzing the financial market, has been a popular topic in both academia and financial industry since 1970s. In the last decade,…

Machine Learning · Computer Science 2021-09-29 Shuo Sun , Rundong Wang , Bo An