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This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

Predictive control, which is based on a model of the system to compute the applied input optimizing the future system behavior, is by now widely used. If the nominal models are not given or are very uncertain, data-driven model predictive…

Systems and Control · Electrical Eng. & Systems 2023-03-09 Hoang Hai Nguyen , Maurice Friedel , Rolf Findeisen

This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown systems. First, an off-line algorithm is estabilished to obtain…

Optimization and Control · Mathematics 2022-03-15 Guangchen Wang , Heng Zhang

This paper studies the optimal tracking control problem for continuous-time stochastic linear systems with multiplicative noise. The solution framework involves solving a stochastic algebraic Riccati equation for the feedback gain and a…

Systems and Control · Electrical Eng. & Systems 2025-08-29 Jiayu Chen , Zhenhui Xu , Xinghu Wang

Effectively leveraging large, previously collected datasets in reinforcement learning (RL) is a key challenge for large-scale real-world applications. Offline RL algorithms promise to learn effective policies from previously-collected,…

Machine Learning · Computer Science 2020-08-20 Aviral Kumar , Aurick Zhou , George Tucker , Sergey Levine

Sample efficiency is critical when applying learning-based methods to robotic manipulation due to the high cost of collecting expert demonstrations and the challenges of on-robot policy learning through online Reinforcement Learning (RL).…

Machine Learning · Computer Science 2024-06-21 Arsh Tangri , Ondrej Biza , Dian Wang , David Klee , Owen Howell , Robert Platt

This paper introduces two simple techniques to improve off-policy Reinforcement Learning (RL) algorithms. First, we formulate off-policy RL as a stochastic proximal point iteration. The target network plays the role of the variable of…

Machine Learning · Computer Science 2020-08-04 Marco Maggipinto , Gian Antonio Susto , Pratik Chaudhari

Transfer learning significantly accelerates the reinforcement learning process by exploiting relevant knowledge from previous experiences. The problem of optimally selecting source policies during the learning process is of great importance…

Artificial Intelligence · Computer Science 2017-09-26 Siyuan Li , Chongjie Zhang

Model-free deep reinforcement learning (RL) algorithms have been demonstrated on a range of challenging decision making and control tasks. However, these methods typically suffer from two major challenges: very high sample complexity and…

Machine Learning · Computer Science 2018-08-10 Tuomas Haarnoja , Aurick Zhou , Pieter Abbeel , Sergey Levine

Recent works have shown that tackling offline reinforcement learning (RL) with a conditional policy produces promising results. The Decision Transformer (DT) combines the conditional policy approach and a transformer architecture, showing…

Machine Learning · Computer Science 2023-05-26 Taku Yamagata , Ahmed Khalil , Raul Santos-Rodriguez

While on-policy algorithms are known for their stability, they often demand a substantial number of samples. In contrast, off-policy algorithms, which leverage past experiences, are considered sample-efficient but tend to exhibit…

Machine Learning · Computer Science 2023-09-28 Jianfei Ma

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Stochastic dynamic teams and games are rich models for decentralized systems and challenging testing grounds for multi-agent learning. Previous work that guaranteed team optimality assumed stateless dynamics, or an explicit coordination…

Optimization and Control · Mathematics 2024-03-28 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its…

Machine Learning · Computer Science 2020-08-12 Omer Gottesman , Joseph Futoma , Yao Liu , Sonali Parbhoo , Leo Anthony Celi , Emma Brunskill , Finale Doshi-Velez

In this work, we present a methodology that enables an agent to make efficient use of its exploratory actions by autonomously identifying possible objectives in its environment and learning them in parallel. The identification of objectives…

Artificial Intelligence · Computer Science 2019-01-11 Thommen George Karimpanal , Erik Wilhelm

Off-policy learning enables training policies from logged interaction data. Most prior work considers the batch setting, where a policy is learned from data generated by a single behavior policy. In real systems, however, policies are…

Machine Learning · Statistics 2026-05-13 Maxime Haddouche , Otmane Sakhi

Offline reinforcement learning (RL) aims to learn a policy from a static dataset without further interactions with the environment. Collecting sufficiently large datasets for offline RL is exhausting since this data collection requires…

Artificial Intelligence · Computer Science 2025-10-22 Jongchan Park , Mingyu Park , Donghwan Lee

Policy evaluation algorithms are essential to reinforcement learning due to their ability to predict the performance of a policy. However, there are two long-standing issues lying in this prediction problem that need to be tackled:…

Machine Learning · Computer Science 2021-12-30 Daoming Lyu , Bo Liu , Matthieu Geist , Wen Dong , Saad Biaz , Qi Wang

When applying imitation learning techniques to fit a policy from expert demonstrations, one can take advantage of prior stability/robustness assumptions on the expert's policy and incorporate such control-theoretic prior knowledge…

Optimization and Control · Mathematics 2021-03-25 Aaron Havens , Bin Hu