English
Related papers

Related papers: Control in Stochastic Environment with Delays: A M…

200 papers

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 · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

Traditional methods plan feasible paths for multiple agents in the stochastic environment. However, the methods' iterations with the changes in the environment result in computation complexities, especially for the decentralized agents…

Robotics · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen , Jinhu Lü

In this paper, we propose an adaptive event-triggered reinforcement learning control for continuous-time nonlinear systems, subject to bounded uncertainties, characterized by complex interactions. Specifically, the proposed method is…

Machine Learning · Computer Science 2024-10-01 Umer Siddique , Abhinav Sinha , Yongcan Cao

This paper investigates the problem of designing control policies that satisfy high-level specifications described by signal temporal logic (STL) in unknown, stochastic environments. While many existing works concentrate on optimizing the…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Siqi Wang , Shaoyuan Li , Li Yin , Xiang Yin

Reward machines are an established tool for dealing with reinforcement learning problems in which rewards are sparse and depend on complex sequences of actions. However, existing algorithms for learning reward machines assume an overly…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Ivan Gavran , Daniel Neider

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…

Optimization and Control · Mathematics 2024-01-17 Yuhang Li , Yuecai Han

In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…

Optimization and Control · Mathematics 2024-02-16 Jannes Quer , Enric Ribera Borrell

We designed a grid world task to study human planning and re-planning behavior in an unknown stochastic environment. In our grid world, participants were asked to travel from a random starting point to a random goal position while…

Machine Learning · Statistics 2017-09-29 Pegah Fakhari , Arash Khodadadi , Jerome Busemeyer

The OGY method is one of control methods for a chaotic system. In the method, we have to calculate a stabilizing periodic orbit embedded in its chaotic attractor. Thus, we cannot use this method in the case where a precise mathematical…

Systems and Control · Electrical Eng. & Systems 2019-08-27 Junya Ikemoto , Toshimitsu Ushio

Autonomous vehicles inevitably encounter a vast array of scenarios in real-world environments. Addressing long-tail scenarios, particularly those involving intensive interactions with numerous traffic participants, remains one of the most…

Robotics · Computer Science 2024-12-16 Guanzhou Li , Jianping Wu , Yujing He

In many areas, such as the physical sciences, life sciences, and finance, control approaches are used to achieve a desired goal in complex dynamical systems governed by differential equations. In this work we formulate the problem of…

Machine Learning · Computer Science 2021-12-09 Erfan Pirmorad , Faraz Khoshbakhtian , Farnam Mansouri , Amir-massoud Farahmand

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

Many real-world tasks involve delayed effects, where the outcomes of actions emerge after varying time lags. Existing delay-aware reinforcement learning methods often rely on state augmentation, prior knowledge of delay distributions, or…

Machine Learning · Computer Science 2026-05-13 Chenran Zhao , Dianxi Shi , Haotian Wang , Mengzhu Wang , Yaowen Zhang , Chunping Qiu , Shaowu Yang

This paper investigates the optimal control problem for a class of discrete-time stochastic systems subject to additive and multiplicative noises. A stochastic Lyapunov equation and a stochastic algebra Riccati equation are established for…

Systems and Control · Electrical Eng. & Systems 2020-08-24 Jing Lai , Junlin Xiong , Zhan Shu

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…

Machine Learning · Statistics 2025-11-18 Shengbo Wang , Jason Meng , Nian Si , Jose Blanchet , Zhengyuan Zhou

The high sample complexity of reinforcement learning challenges its use in practice. A promising approach is to quickly adapt pre-trained policies to new environments. Existing methods for this policy adaptation problem typically rely on…

Machine Learning · Computer Science 2020-06-16 Yuda Song , Aditi Mavalankar , Wen Sun , Sicun Gao

Prior work on automatic control synthesis for cyber-physical systems under logical constraints has primarily focused on environmental disturbances or modeling uncertainties, however, the impact of deliberate and malicious attacks has been…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Luyao Niu , Andrew Clark

Learning in multi-player games can model a large variety of practical scenarios, where each player seeks to optimize its own local objective function, which at the same time relies on the actions taken by others. Motivated by the frequent…

Optimization and Control · Mathematics 2023-09-08 Yuanhanqing Huang , Jianghai Hu