Related papers: Trustworthiness of Optimality Condition Violation …

This article develops a methodology that enables learning an objective function of an optimal control system from incomplete trajectory observations. The objective function is assumed to be a weighted sum of features (or basis functions)…

In many multi-player interactions, players incur strictly positive costs each time they execute actions e.g. 'menu costs' or transaction costs in financial systems. Since acting at each available opportunity would accumulate prohibitively…

This paper addresses the problem of online inverse reinforcement learning for systems with limited data and uncertain dynamics. In the developed approach, the state and control trajectories are recorded online by observing an agent perform…

In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an exogenous signal. Thus, the observer seeks the agent's objective function that best…

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

This paper presents a novel approach using sensitivity analysis for generalizing Differential Dynamic Programming (DDP) to systems characterized by implicit dynamics, such as those modelled via inverse dynamics and variational or implicit…

Using a novel toy nautical navigation environment, we show that dynamic programming can be used when only incomplete information about a partially observed Markov decision process (POMDP) is known. By incorporating uncertainty into our…

Principled accountability for autonomous decision-making in uncertain environments requires distinguishing intentional outcomes from negligent designs from actual accidents. We propose analyzing the behavior of autonomous agents through a…

This paper presents a learning-based approach for impromptu trajectory tracking for non-minimum phase systems, i.e., systems with unstable inverse dynamics. Inversion-based feedforward approaches are commonly used for improving tracking…

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Estimating the unknown reward functions driving agents' behaviors is of central interest in inverse reinforcement learning and game theory. To tackle this problem, we develop a unified framework for reward function recovery in two-player…

We study episodic linear mixture MDPs with the unknown transition and adversarial rewards under full-information feedback, employing dynamic regret as the performance measure. We start with in-depth analyses of the strengths and limitations…

Static reduction of information structures (ISs) is a method that is commonly adopted in stochastic control, team theory, and game theory. One approach entails change of measure arguments, which has been crucial for stochastic analysis and…

Primal-dual hybrid gradient method (PDHG, a.k.a. Chambolle and Pock method) is a well-studied algorithm for minimax optimization problems with a bilinear interaction term. Recently, PDHG is used as the base algorithm for a new LP solver…

This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…

We study the use of inverse reinforcement learning (IRL) as a tool for the recognition of agents' behavior on the basis of observation of their sequential decision behavior interacting with the environment. We model the problem faced by the…

In this paper, we propose a novel policy iteration method, called dynamic policy programming (DPP), to estimate the optimal policy in the infinite-horizon Markov decision processes. We prove the finite-iteration and asymptotic l\infty-norm…

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Imitation learning is a powerful tool for training agents by leveraging expert knowledge, and being able to replicate a given trajectory is an integral part of it. In complex environments, like modern 3D video games, distribution shift and…

In classical reinforcement learning, when exploring an environment, agents accept arbitrary short term loss for long term gain. This is infeasible for safety critical applications, such as robotics, where even a single unsafe action may…