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In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…

Optimization and Control · Mathematics 2022-10-25 Qixia Zhang

This paper studies the adaptive optimal control problem for a class of linear time-delay systems described by delay differential equations (DDEs). A crucial strategy is to take advantage of recent developments in reinforcement learning and…

Systems and Control · Electrical Eng. & Systems 2022-10-04 Leilei Cui , Bo Pang , Zhong-Ping Jiang

Model-based Reinforcement Learning approaches have the promise of being sample efficient. Much of the progress in learning dynamics models in RL has been made by learning models via supervised learning. But traditional model-based…

Machine Learning · Computer Science 2019-06-12 Shagun Sodhani , Anirudh Goyal , Tristan Deleu , Yoshua Bengio , Sergey Levine , Jian Tang

Route planning is essential to mobile robot navigation problems. In recent years, deep reinforcement learning (DRL) has been applied to learning optimal planning policies in stochastic environments without prior knowledge. However, existing…

Robotics · Computer Science 2023-04-21 Xi Lin , Paul Szenher , John D. Martin , Brendan Englot

We consider the problem of security-aware planning in an unknown stochastic environment, in the presence of attacks on control signals (i.e., actuators) of the robot. We model the attacker as an agent who has the full knowledge of the…

Robotics · Computer Science 2026-04-07 Alper Kamil Bozkurt , Yu Wang , Miroslav Pajic

We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…

Optimization and Control · Mathematics 2016-10-31 Nacira Agram , Elin Engen Rose

We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…

Machine Learning · Computer Science 2010-09-22 Konrad Rawlik , Marc Toussaint , Sethu Vijayakumar

We present a computational framework for synthesis of distributed control strategies for a heterogeneous team of robots in a partially observable environment. The goal is to cooperatively satisfy specifications given as Truncated Linear…

Artificial Intelligence · Computer Science 2022-04-07 Ningyuan Zhang , Wenliang Liu , Calin Belta

Motion generation in cluttered, dense, and dynamic environments is a central topic in robotics, rendered as a multi-objective decision-making problem. Current approaches trade-off between safety and performance. On the one hand, reactive…

Robotics · Computer Science 2024-07-30 Kay Hansel , Julen Urain , Jan Peters , Georgia Chalvatzaki

This paper investigates optimal control problems for delayed systems governed by Infinitely Anticipated Backward Stochastic Differential Equations (IABSDEs). Unlike existing frameworks limited to bounded delays, we introduce a generalized…

Optimization and Control · Mathematics 2025-12-22 Guanwei Cheng

Stochastic optimal control and games have a wide range of applications, from finance and economics to social sciences, robotics, and energy management. Many real-world applications involve complex models that have driven the development of…

Optimization and Control · Mathematics 2024-03-12 Ruimeng Hu , Mathieu Laurière

Stochastic resetting, where a dynamical process is intermittently returned to a fixed reference state, has emerged as a powerful mechanism for optimizing first-passage properties. Existing theory largely treats static, non-learning…

Machine Learning · Computer Science 2026-03-18 Jello Zhou , Vudtiwat Ngampruetikorn , David J. Schwab

In this paper we propose a framework towards achieving two intertwined objectives: (i) equipping reinforcement learning with active exploration and deliberate information gathering, such that it regulates state and parameter uncertainties…

Machine Learning · Computer Science 2024-09-10 Mohammad S. Ramadan , Mahmoud A. Hayajnh , Michael T. Tolley , Kyriakos G. Vamvoudakis

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong

Reinforcement learning is concerned with identifying reward-maximizing behaviour policies in environments that are initially unknown. State-of-the-art reinforcement learning approaches, such as deep Q-networks, are model-free and learn to…

Artificial Intelligence · Computer Science 2017-08-18 Felix Leibfried , Nate Kushman , Katja Hofmann

When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are…

Machine Learning · Computer Science 2024-08-16 Kim van den Houten , David M. J. Tax , Esteban Freydell , Mathijs de Weerdt

We are interested in learning models of non-stationary environments, which can be framed as a multi-task learning problem. Model-free reinforcement learning algorithms can achieve good asymptotic performance in multi-task learning at a cost…

Machine Learning · Computer Science 2020-11-24 Elahe Aghapour , Nora Ayanian

Learning in games has been widely used to solve many cooperative multi-agent problems such as coverage control, consensus, self-reconfiguration or vehicle-target assignment. One standard approach in this domain is to formulate the problem…

Systems and Control · Electrical Eng. & Systems 2022-09-07 Abbasali Koochakzadeh , Yasin Yazıcıoğlu

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis