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This paper addresses the problem of learning the optimal control policy for a nonlinear stochastic dynamical system with continuous state space, continuous action space and unknown dynamics. This class of problems are typically addressed in…

Machine Learning · Computer Science 2019-04-18 Ran Wang , Karthikeya Parunandi , Dan Yu , Dileep Kalathil , Suman Chakravorty

Reinforcement learning (RL) is a promising tool to solve robust optimal well control problems where the model parameters are highly uncertain, and the system is partially observable in practice. However, RL of robust control policies often…

Machine Learning · Computer Science 2022-07-14 Atish Dixit , Ahmed H. ElSheikh

Policy Optimization (PO) is one of the most popular methods in Reinforcement Learning (RL). Thus, theoretical guarantees for PO algorithms have become especially important to the RL community. In this paper, we study PO in adversarial MDPs…

Machine Learning · Computer Science 2023-05-16 Tal Lancewicki , Aviv Rosenberg , Dmitry Sotnikov

Reinforcement learning (RL) has become an effective approach for fine-tuning large language models (LLMs), particularly to enhance their reasoning capabilities. However, RL fine-tuning remains highly resource-intensive, and existing work…

Machine Learning · Computer Science 2026-02-17 Yifan Sun , Jingyan Shen , Yibin Wang , Tianyu Chen , Zhendong Wang , Mingyuan Zhou , Huan Zhang

Offline reinforcement learning (RL) offers a powerful paradigm for data-driven control. Compared to model-free approaches, offline model-based RL (MBRL) explicitly learns a world model from a static dataset and uses it as a surrogate…

Machine Learning · Computer Science 2026-02-02 Jiayu Chen , Le Xu , Aravind Venugopal , Jeff Schneider

In many nonlinear control problems, the plant can be accurately described by a linear model whose operating point depends on some measurable variables, called scheduling signals. When such a linear parameter-varying (LPV) model of the…

Optimization and Control · Mathematics 2018-06-19 Dario Piga , Simone Formentin , Alberto Bemporad

Reinforcement learning (RL) has shown great potential for designing voltage control policies, but their performance often degrades under changing system conditions such as topology reconfigurations and load variations. We introduce a…

Systems and Control · Electrical Eng. & Systems 2026-02-12 Jie Feng , Yuanyuan Shi , Deepjyoti Deka

Reinforcement learning continuously optimizes decision-making based on real-time feedback reward signals through continuous interaction with the environment, demonstrating strong adaptive and self-learning capabilities. In recent years, it…

Robotics · Computer Science 2024-08-15 Zixiang Wang , Hao Yan , Yining Wang , Zhengjia Xu , Zhuoyue Wang , Zhizhong Wu

In this work, we decouple the iterative bi-level offline RL (value estimation and policy extraction) from the offline training phase, forming a non-iterative bi-level paradigm and avoiding the iterative error propagation over two levels.…

Machine Learning · Computer Science 2023-10-31 Jinxin Liu , Hongyin Zhang , Zifeng Zhuang , Yachen Kang , Donglin Wang , Bin Wang

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

Policy gradient algorithms are widely used in reinforcement learning and belong to the class of approximate dynamic programming methods. This paper studies two key policy gradient algorithms, the Natural Policy Gradient and the Gauss-Newton…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Bowen Song , Sebastien Gros , Andrea Iannelli

Optimism in the face of uncertainty is a popular approach to balance exploration and exploitation in reinforcement learning. Here, we consider the online linear quadratic regulator (LQR) problem, i.e., to learn the LQR corresponding to an…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Marcell Bartos , Bruce D. Lee , Lenart Treven , Andreas Krause , Florian Dörfler , Melanie N. Zeilinger

This paper studies a continuous-time stochastic linear-quadratic (SLQ) optimal control problem on infinite-horizon. A data-driven policy iteration algorithm is proposed to solve the SLQ problem. Without knowing three system coefficient…

Optimization and Control · Mathematics 2022-09-30 Heng Zhang , Na Li

We propose a novel adaptive reinforcement learning control approach for fault tolerant control of degrading systems that is not preceded by a fault detection and diagnosis step. Therefore, \textit{a priori} knowledge of faults that may…

Systems and Control · Electrical Eng. & Systems 2020-08-12 Ibrahim Ahmed , Marcos Quiñones-Grueiro , Gautam Biswas

Performance of adaptive control policies is assessed through the regret with respect to the optimal regulator, which reflects the increase in the operating cost due to uncertainty about the dynamics parameters. However, available results in…

Systems and Control · Computer Science 2020-03-24 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

This paper presents the design and implementation of data-driven optimal derivative feedback controllers for an active magnetic levitation system. A direct, model-free control design method based on the reinforcement learning framework is…

Systems and Control · Electrical Eng. & Systems 2026-02-09 Saber Omidi , Rene Akupan Ebunle , Se Young Yoon

Deep reinforcement learning (DRL) is one of the promising approaches for introducing robots into complicated environments. The recent remarkable progress of DRL stands on regularization of policy, which allows the policy to improve stably…

Machine Learning · Computer Science 2023-07-04 Taisuke Kobayashi

We study the sample complexity of approximate policy iteration (PI) for the Linear Quadratic Regulator (LQR), building on a recent line of work using LQR as a testbed to understand the limits of reinforcement learning (RL) algorithms on…

Machine Learning · Computer Science 2019-05-31 Karl Krauth , Stephen Tu , Benjamin Recht

We study derivative-free methods for policy optimization over the class of linear policies. We focus on characterizing the convergence rate of these methods when applied to linear-quadratic systems, and study various settings of driving…

Machine Learning · Computer Science 2020-05-19 Dhruv Malik , Ashwin Pananjady , Kush Bhatia , Koulik Khamaru , Peter L. Bartlett , Martin J. Wainwright

We consider the classic stochastic linear quadratic regulator (LQR) problem under an infinite horizon average stage cost. By leveraging recent policy gradient methods from reinforcement learning, we obtain a first-order method that finds a…

Optimization and Control · Mathematics 2025-02-21 Caleb Ju , Georgios Kotsalis , Guanghui Lan