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A common strategy for solving an unconstrained two-player Nash equilibrium problem with continuous variables is applying Newton's method to the system of nonlinear equations obtained by the corresponding first-order necessary optimality…

Optimization and Control · Mathematics 2025-01-03 Oliver Kolossoski , Luís Felipe Bueno , Gabriel Haeser

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

Optimal control problem is typically solved by first finding the value function through Hamilton-Jacobi equation (HJE) and then taking the minimizer of the Hamiltonian to obtain the control. In this work, instead of focusing on the value…

Optimization and Control · Mathematics 2021-09-10 Alain Bensoussan , Jiayue Han , Sheung Chi Phillip Yam , Xiang Zhou

Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma

In this paper infinite horizon optimal control problems for nonlinear high-dimensional dynamical systems are studied. Nonlinear feedback laws can be computed via the value function characterized as the unique viscosity solution to the…

Optimization and Control · Mathematics 2016-02-22 Alessandro Alla , Maurizio Falcone , Stefan Volkwein

Hierarchical Reinforcement Learning (HRL) exploits temporal abstraction to solve large Markov Decision Processes (MDP) and provide transferable subtask policies. In this paper, we introduce an off-policy HRL algorithm: Hierarchical Q-value…

Artificial Intelligence · Computer Science 2016-03-30 Tiancheng Zhao , Mohammad Gowayyed

Optimal tracking of continuous time nonlinear systems has been extensively studied in literature. However, in several applications, absence of knowledge about system dynamics poses a severe challenge to solving the optimal tracking problem.…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Amardeep Mishra , Satadal Ghosh

Offline reinforcement learning promises policy improvement from logged interaction data alone, yet state-of-the-art algorithms remain vulnerable to value over-estimation and to violations of domain knowledge such as monotonicity or…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Ali Baheri

Solving complex problems using reinforcement learning necessitates breaking down the problem into manageable tasks and learning policies to solve these tasks. These policies, in turn, have to be controlled by a master policy that takes…

Artificial Intelligence · Computer Science 2022-08-09 Ambedkar Dukkipati , Rajarshi Banerjee , Ranga Shaarad Ayyagari , Dhaval Parmar Udaybhai

Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees.…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Yiming Meng , Ruikun Zhou , Amartya Mukherjee , Maxwell Fitzsimmons , Christopher Song , Jun Liu

This paper investigates recursive feasibility, recursive robust stability and near-optimality properties of policy iteration (PI). For this purpose, we consider deterministic nonlinear discrete-time systems whose inputs are generated by PI…

Optimization and Control · Mathematics 2022-10-27 Mathieu Granzotto , Olivier Lindamulage De Silva , Romain Postoyan , Dragan Nesic , Zhong-Ping Jiang

Regularization is one of the most important techniques in reinforcement learning algorithms. The well-known soft actor-critic algorithm is a special case of regularized policy iteration where the regularizer is chosen as Shannon entropy.…

Machine Learning · Computer Science 2023-10-12 Zeyang Li , Chuxiong Hu , Yunan Wang , Guojian Zhan , Jie Li , Shengbo Eben Li

The main contribution of this paper resides in developing a new algorithmic approach for addressing the continuous-time joint replenishment problem, termed $\Psi$-pairwise alignment. The latter mechanism, through which we synchronize…

Data Structures and Algorithms · Computer Science 2023-02-21 Danny Segev

We present a kernel-based linear matrix inequality (LMI) approach for the approximate solution of Hamilton--Jacobi--Bellman (HJB) equations arising in nonlinear optimal control. The method represents the gradient of the value function in a…

Dynamical Systems · Mathematics 2026-05-19 Boumediene Hamzi , Umesh Vaidya

In this paper, an off-policy reinforcement learning algorithm is designed to solve the continuous-time LQR problem using only input-state data measured from the system. Different from other algorithms in the literature, we propose the use…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Matthias A. Müller

Recent progress in randomized motion planners has led to the development of a new class of sampling-based algorithms that provide asymptotic optimality guarantees, notably the RRT* and the PRM* algorithms. Careful analysis reveals that the…

Robotics · Computer Science 2016-09-21 Oktay Arslan , Panagiotis Tsiotras

This paper investigates the computational complexity of reinforcement learning in a novel linear function approximation regime, termed partial $q^{\pi}$-realizability. In this framework, the objective is to learn an $\epsilon$-optimal…

Artificial Intelligence · Computer Science 2025-10-31 Shayan Karimi , Xiaoqi Tan

Reinforcement learning is a framework for interactive decision-making with incentives sequentially revealed across time without a system dynamics model. Due to its scaling to continuous spaces, we focus on policy search where one…

Machine Learning · Computer Science 2023-01-04 Amrit Singh Bedi , Anjaly Parayil , Junyu Zhang , Mengdi Wang , Alec Koppel

Offline reinforcement learning (RL) enables data-efficient and safe policy learning without online exploration, but its performance often degrades under distribution shift. The learned policy may visit out-of-distribution state-action pairs…

Artificial Intelligence · Computer Science 2026-03-17 Hongqiang Lin , Zhenghui Fu , Weihao Tang , Pengfei Wang , Yiding Sun , Qixian Huang , Dongxu Zhang

Environmental management optimizing a long-run objective is an ergodic control problem whose resolution can be achieved by solving an associated non-local Hamilton-Jacobi-Bellman (HJB) equation having an effective Hamiltonian. Focusing on…

Optimization and Control · Mathematics 2022-05-11 Hidekazu Yoshioka , Motoh Tsujimura , Yuta Yaegashi
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