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We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Juraj Lieskovský , Jaroslav Bušek , Tomáš Vyhlídal

We consider classical estimators for a class of physically realizable linear quantum systems. Optimal estimation using a complex Kalman filter for this problem has been previously explored. Here, we study robust $H_\infty$ estimation for…

Systems and Control · Computer Science 2017-04-12 Shibdas Roy , Ian R. Petersen

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

In this work, we propose, for the first time, a reinforcement learning framework specifically designed for zero-sum linear-quadratic stochastic differential games. This approach offers a generalized solution for scenarios in which accurate…

Optimization and Control · Mathematics 2026-02-10 Yiyuan Wang

Reinforcement learning is showing great potentials in robotics applications, including autonomous driving, robot manipulation and locomotion. However, with complex uncertainties in the real-world environment, it is difficult to guarantee…

Machine Learning · Computer Science 2020-07-28 Minghao Han , Yuan Tian , Lixian Zhang , Jun Wang , Wei Pan

Reinforcement Learning (RL) is an emerging approach to control many dynamical systems for which classical control approaches are not applicable or insufficient. However, the resultant policies may not generalize to variations in the…

Robotics · Computer Science 2023-11-13 Abdel Gafoor Haddad , Mohammed B. Mohiuddin , Igor Boiko , Yahya Zweiri

Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Thanin Quartz , Ruikun Zhou , Hans De Sterck , Jun Liu

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it…

Optimization and Control · Mathematics 2024-05-28 Zhongshi Sun , Guangyan Jia

This paper studies policy transfer, one of the well-known transfer learning techniques adopted in large language models, for continuous-time reinforcement learning problems. In the case of continuous-time linear-quadratic systems with…

Machine Learning · Computer Science 2026-03-04 Xin Guo , Zijiu Lyu

Reinforcement learning (RL) agents are vulnerable to adversarial disturbances, which can deteriorate task performance or compromise safety specifications. Existing methods either address safety requirements under the assumption of no…

Machine Learning · Computer Science 2023-09-14 Zeyang Li , Chuxiong Hu , Yunan Wang , Yujie Yang , Shengbo Eben Li

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

In this paper, three recently introduced reinforcement learning (RL) methods are used to generate human-interpretable policies for the cart-pole balancing benchmark. The novel RL methods learn human-interpretable policies in the form of…

Machine Learning · Computer Science 2020-07-21 Daniel Hein , Steffen Limmer , Thomas A. Runkler

Deep Reinforcement Learning (RL) has shown remarkable success in robotics with complex and heterogeneous dynamics. However, its vulnerability to unknown disturbances and adversarial attacks remains a significant challenge. In this paper, we…

Robotics · Computer Science 2024-10-01 Hanyang Hu , Xilun Zhang , Xubo Lyu , Mo Chen

Fully autonomous vehicles promise enhanced safety and efficiency. However, ensuring reliable operation in challenging corner cases requires control algorithms capable of performing at the vehicle limits. We address this requirement by…

Robotics · Computer Science 2025-08-14 Grzegorz Czechmanowski , Jan Węgrzynowski , Piotr Kicki , Krzysztof Walas

We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…

Optimization and Control · Mathematics 2025-06-11 Qi Feng , Gu Wang

Following the recent resurgence in establishing linear control theoretic benchmarks for reinforcement leaning (RL)-based policy optimization (PO) for complex dynamical systems with continuous state and action spaces, an optimal control…

Systems and Control · Electrical Eng. & Systems 2023-06-30 Leilei Cui , Lekan Molu

In recent years, stabilizing unknown dynamical systems has became a critical problem in control systems engineering. Addressing this for linear time-invariant (LTI) systems is an essential fist step towards solving similar problems for more…

Optimization and Control · Mathematics 2025-08-08 Xinpei Zhang , Guangyan Jia

This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…

Optimization and Control · Mathematics 2022-01-17 Zhaorong Zhang , Juanjuan Xu , Xun Li

This paper proposes a new regularization technique for reinforcement learning (RL) towards making policy and value functions smooth and stable. RL is known for the instability of the learning process and the sensitivity of the acquired…

Robotics · Computer Science 2023-07-04 Taisuke Kobayashi