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Reinforcement learning (RL) is an effective approach for solving optimal control problems without knowing the exact information of the system model. However, the classical Q-learning method, a model-free RL algorithm, has its limitations,…

Optimization and Control · Mathematics 2025-06-04 Xiushan Jiang , Weihai Zhang

Recently, reinforcement learning (RL) is receiving more and more attentions due to its successful demonstrations outperforming human performance in certain challenging tasks. In our recent paper `primal-dual Q-learning framework for LQR…

Optimization and Control · Mathematics 2018-11-22 Donghwan Lee , Jianghai Hu

A common formulation of constrained reinforcement learning involves multiple rewards that must individually accumulate to given thresholds. In this class of problems, we show a simple example in which the desired optimal policy cannot be…

Machine Learning · Computer Science 2023-09-22 Miguel Calvo-Fullana , Santiago Paternain , Luiz F. O. Chamon , Alejandro Ribeiro

Policy optimization (PO) is a key ingredient for reinforcement learning (RL). For control design, certain constraints are usually enforced on the policies to optimize, accounting for either the stability, robustness, or safety concerns on…

Optimization and Control · Mathematics 2021-02-16 Kaiqing Zhang , Bin Hu , Tamer Başar

The growing safety concerns surrounding large language models raise an urgent need to align them with diverse human preferences to simultaneously enhance their helpfulness and safety. A promising approach is to enforce safety constraints…

Artificial Intelligence · Computer Science 2024-11-25 Xinmeng Huang , Shuo Li , Edgar Dobriban , Osbert Bastani , Hamed Hassani , Dongsheng Ding

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…

Machine Learning · Computer Science 2025-09-23 Shaocong Ma , Ziyi Chen , Yi Zhou , Heng Huang

We consider large-scale Markov decision processes with an unknown cost function and address the problem of learning a policy from a finite set of expert demonstrations. We assume that the learner is not allowed to interact with the expert…

Machine Learning · Computer Science 2021-12-30 Angeliki Kamoutsi , Goran Banjac , John Lygeros

We study the problem of computing an optimal large language model (LLM) policy for the constrained alignment problem, where the goal is to maximize a primary reward objective while satisfying constraints on secondary utilities. Despite the…

Machine Learning · Computer Science 2025-11-27 Botong Zhang , Shuo Li , Ignacio Hounie , Osbert Bastani , Dongsheng Ding , Alejandro Ribeiro

In this work, we revisit a classical incremental implementation of the primal-descent dual-ascent gradient method used for the solution of equality constrained optimization problems. We provide a short proof that establishes the linear…

Optimization and Control · Mathematics 2020-01-17 Sulaiman A. Alghunaim , Ali H. Sayed

We study the problem of safe offline reinforcement learning (RL), the goal is to learn a policy that maximizes long-term reward while satisfying safety constraints given only offline data, without further interaction with the environment.…

Machine Learning · Computer Science 2022-04-11 Haoran Xu , Xianyuan Zhan , Xiangyu Zhu

We analyze the performance of policy gradient in multitask linear quadratic regulation (LQR), where the system and cost parameters differ across tasks. The main goal of multitask LQR is to find a controller with satisfactory performance on…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Charis Stamouli , Leonardo F. Toso , Anastasios Tsiamis , George J. Pappas , James Anderson

A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…

Optimization and Control · Mathematics 2023-01-23 Haisen Zhang , Xianfeng Zhang

Primal-dual methods have a natural application in Safe Reinforcement Learning (SRL), posed as a constrained policy optimization problem. In practice however, applying primal-dual methods to SRL is challenging, due to the inter-dependency of…

We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…

Machine Learning · Statistics 2025-02-05 Lucky Li

Direct policy search serves as one of the workhorses in modern reinforcement learning (RL), and its applications in continuous control tasks have recently attracted increasing attention. In this work, we investigate the convergence theory…

Optimization and Control · Mathematics 2022-01-03 Kaiqing Zhang , Xiangyuan Zhang , Bin Hu , Tamer Başar

Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and…

Optimization and Control · Mathematics 2022-10-11 Bin Hu , Kaiqing Zhang , Na Li , Mehran Mesbahi , Maryam Fazel , Tamer Başar

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

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

Safe Reinforcement Learning from Human Feedback (Safe RLHF) has recently achieved empirical success in developing helpful and harmless large language models by decoupling human preferences regarding helpfulness and harmlessness. Existing…

Machine Learning · Computer Science 2026-04-22 Qiang Liu , Adrienne Kline , Ermin Wei