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Stochastic optimal control usually requires an explicit dynamical model with probability distributions, which are difficult to obtain in practice. In this work, we consider the linear quadratic regulator (LQR) problem of unknown linear…

Optimization and Control · Mathematics 2023-01-18 Feiran Zhao , Keyou You

In many practical control applications, the performance level of a closed-loop system degrades over time due to the change of plant characteristics. Thus, there is a strong need for redesigning a controller without going through the system…

Systems and Control · Electrical Eng. & Systems 2023-12-01 Mei Minami , Yuka Masumoto , Yoshihiro Okawa , Tomotake Sasaki , Yutaka Hori

Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these…

Optimization and Control · Mathematics 2021-03-17 Hesameddin Mohammadi , Armin Zare , Mahdi Soltanolkotabi , Mihailo R. Jovanović

This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

Optimization and Control · Mathematics 2024-03-04 Deyue Li

We study the sample efficiency of domain randomization and robust control for the benchmark problem of learning the linear quadratic regulator (LQR). Domain randomization, which synthesizes controllers by minimizing average performance over…

Systems and Control · Electrical Eng. & Systems 2025-02-19 Tesshu Fujinami , Bruce D. Lee , Nikolai Matni , George J. Pappas

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…

Machine Learning · Computer Science 2021-03-09 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

Feedback control problems involving autonomous quadratic systems are prevalent, yet there are only a limited number of software tools available for approximating their solution due to the complexity of the problem. This paper represents a…

Optimization and Control · Mathematics 2019-10-09 Jeff Borggaard , Lizette Zietsman

Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…

Machine Learning · Computer Science 2021-07-16 Yuda Song , Wen Sun

Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

Systems and Control · Electrical Eng. & Systems 2024-01-04 Bassam Bamieh

We introduce the lookahead-bounded Q-learning (LBQL) algorithm, a new, provably convergent variant of Q-learning that seeks to improve the performance of standard Q-learning in stochastic environments through the use of ``lookahead'' upper…

Machine Learning · Computer Science 2020-06-30 Ibrahim El Shar , Daniel R. Jiang

We consider transport processes that are modeled by first order hyperbolic partial differential equations. Our goal is to find a full state feedback that makes a given reference profile locally asymptotically stable. To accomplish this we…

Optimization and Control · Mathematics 2025-08-22 Arthur J. Krener

Declines in cost and concerns about the environmental impact of traditional generation have boosted the penetration of renewables and non-conventional distributed energy resources into the power grid. The intermittent availability of these…

Systems and Control · Electrical Eng. & Systems 2022-03-10 Priyank Srivastava , Patricia Hidalgo-Gonzalez , Jorge Cortes

We study the problem of adaptive control of the stochastic linear quadratic regulator (LQR) with constraints that must be satisfied at every time step. Prior work on the multidimensional problem has shown $\tilde{O}(T^{2/3})$ regret and…

Optimization and Control · Mathematics 2026-05-08 Spencer Hutchinson , Nanfei Jiang , Mahnoosh Alizadeh

We study the problem of learning to stabilize (LTS) a linear time-invariant (LTI) system. Policy gradient (PG) methods for control assume access to an initial stabilizing policy. However, designing such a policy for an unknown system is one…

Machine Learning · Computer Science 2025-05-07 Leonardo F. Toso , Lintao Ye , James Anderson

Meta-Reinforcement Learning (Meta-RL) aims to acquire meta-knowledge for quick adaptation to diverse tasks. However, applying these policies in real-world environments presents a significant challenge in balancing rapid adaptability with…

Machine Learning · Computer Science 2024-06-21 Karam Daaboul , Florian Kuhm , Tim Joseph , J. Marius Zoellner

Model-free algorithms are brought into the control system's research with the emergence of reinforcement learning algorithms. However, there are two practical challenges of reinforcement learning-based methods. First, learning by…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Mi Zhou , Erik Verriest , Chaouki Abdallah

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with…

Machine Learning · Computer Science 2019-05-03 Zhao Song , Wen Sun

Model-based Reinforcement Learning (MBRL) allows data-efficient learning which is required in real world applications such as robotics. However, despite the impressive data-efficiency, MBRL does not achieve the final performance of…

Machine Learning · Computer Science 2019-08-19 Zhang-Wei Hong , Joni Pajarinen , Jan Peters

The linear quadratic regulator problem is central in optimal control and was investigated since the very beginning of control theory. Nevertheless, when it includes affine state constraints, it remains very challenging from the classical…

Optimization and Control · Mathematics 2021-03-30 Pierre-Cyril Aubin-Frankowski

Reinforcement learning (RL) agents with pre-specified reward functions cannot provide guaranteed safety across variety of circumstances that an uncertain system might encounter. To guarantee performance while assuring satisfaction of safety…

Artificial Intelligence · Computer Science 2021-04-20 Aquib Mustafa , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares
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