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Related papers: Model-Free $\delta$-Policy Iteration Based on Damp…

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This work proposes a novel numerical scheme for solving the high-dimensional Hamilton-Jacobi-Bellman equation with a functional hierarchical tensor ansatz. We consider the setting of stochastic control, whereby one applies control to a…

Numerical Analysis · Mathematics 2025-07-01 Xun Tang , Nan Sheng , Lexing Ying

This article presents a Real-Time Iteration (RTI) scheme for distributed Nonlinear Model Predictive Control (NMPC). The scheme transfers the well-known RTI approach, a key enabler for many industrial real-time NMPC implementations, to the…

Optimization and Control · Mathematics 2025-10-20 Gösta Stomberg , Alexander Engelmann , Moritz Diehl , Timm Faulwasser

Off-policy learning methods seek to derive an optimal policy directly from a fixed dataset of prior interactions. This objective presents significant challenges, primarily due to the inherent distributional shift and value function…

Machine Learning · Computer Science 2026-02-03 Arip Asadulaev , Maksim Bobrin , Salem Lahlou , Dmitry Dylov , Fakhri Karray , Martin Takac

This paper introduces two novel modifications to the Dynamic sAmpling Policy Optimization (DAPO) algorithm [1], approached from a mixed-policy perspective. Standard policy gradient methods can suffer from instability and sample…

Machine Learning · Computer Science 2025-08-20 Hongze Tan , Yuchen Li

In temporal difference (TD) learning, off-policy sampling is known to be more practical than on-policy sampling, and by decoupling learning from data collection, it enables data reuse. It is known that policy evaluation (including…

Machine Learning · Computer Science 2021-06-25 Zaiwei Chen , Siva Theja Maguluri , Sanjay Shakkottai , Karthikeyan Shanmugam

We introduce a methodology for seeking conservation laws within a Hamiltonian dynamical system, which we term ``neural deflation''. Inspired by deflation methods for steady states of dynamical systems, we propose to {iteratively} train a…

Pattern Formation and Solitons · Physics 2023-03-29 Wei Zhu , Hong-Kun Zhang , P. G. Kevrekidis

This paper is concerned with a stochastic recursive optimal control problem with time delay, where the controlled system is described by a stochastic differential delayed equation (SDDE) and the cost functional is formulated as the solution…

Optimization and Control · Mathematics 2014-08-26 Jingtao Shi , Huanshui Zhang

In this paper a method of controlling nonholonomic systems within the port-Hamiltonian (pH) framework is presented. It is well known that nonholonomic systems can be represented as pH systems without Lagrange multipliers by considering a…

Systems and Control · Computer Science 2018-01-23 Joel Ferguson , Alejandro Donaire , Christopher Renton , Richard H. Middleton

Reinforcement learning (RL) is a class of artificial intelligence algorithms being used to design adaptive optimal controllers through online learning. This paper presents a model-free, real-time, data-efficient Q-learning-based algorithm…

Systems and Control · Electrical Eng. & Systems 2023-10-11 Ali Aalipour , Alireza Khani

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

In this paper, we introduce Hamilton-Jacobi-Bellman (HJB) equations for Q-functions in continuous time optimal control problems with Lipschitz continuous controls. The standard Q-function used in reinforcement learning is shown to be the…

Optimization and Control · Mathematics 2020-05-05 Jeongho Kim , Insoon Yang

Policy gradient methods are an appealing approach in reinforcement learning because they directly optimize the cumulative reward and can straightforwardly be used with nonlinear function approximators such as neural networks. The two main…

Machine Learning · Computer Science 2018-10-23 John Schulman , Philipp Moritz , Sergey Levine , Michael Jordan , Pieter Abbeel

The standard version of the policy iteration (PI) algorithm fails for semicontinuous models, that is, for models with lower semicontinuous one-step costs and weakly continuous transition law. This is due to the lack of continuity properties…

Optimization and Control · Mathematics 2023-07-17 Óscar Vega-Amaya , Fernando Luque-Vásquez

In this work we exploit the universal approximation property of Neural Networks (NNs) to design interconnection and damping assignment (IDA) passivity-based control (PBC) schemes for fully-actuated mechanical systems in the port-Hamiltonian…

Systems and Control · Electrical Eng. & Systems 2022-03-28 Santiago Sanchez-Escalonilla , Rodolfo Reyes-Baez , Bayu Jayawardhana

Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild…

Optimization and Control · Mathematics 2014-02-13 Matanya B. Horowitz , Joel W. Burdick

Policy evaluation is a fundamental component of the development and deployment pipeline for robotic policies. In modern manipulation systems, this problem is particularly challenging: rewards are often sparse, task progression of evaluation…

Robotics · Computer Science 2026-05-13 Hao Wang , Joshua Bowden , Colton Crosby , Somil Bansal

This paper investigates an infinite-horizon linear quadratic stochastic (LQS) optimal control problem for a class of continuous-time stochastic systems. By employing the technique of adaptive dynamic programming (ADP), we propose a novel…

Optimization and Control · Mathematics 2022-10-11 Heng Zhang

This paper addresses three complex control challenges related to input-saturated systems from a data-driven perspective. Unlike the traditional two-stage process involving system identification and model-based control, the proposed approach…

Optimization and Control · Mathematics 2024-05-14 Federico Porcari , Valentina Breschi , Luca Zaccarian , Simone Formentin

This paper, which is the natural continuation of a previous paper by the same authors, studies a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes…

Optimization and Control · Mathematics 2009-07-10 Salvatore Federico , Ben Goldys , Fausto Gozzi

A promising method for constructing a data-driven output-feedback control law involves the construction of a model-free observer. The Linear Quadratic Regulator (LQR) optimal control policy can then be obtained by both policy-iteration (PI)…

Optimization and Control · Mathematics 2025-09-24 Liquan Lin , Haoyan Lin , Jie Huang
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