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We study reinforcement learning for the optimal control of Branching Markov Decision Processes (BMDPs), a natural extension of (multitype) Branching Markov Chains (BMCs). The state of a (discrete-time) BMCs is a collection of entities of…

Machine Learning · Computer Science 2021-06-15 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

This paper studies indefinite stochastic linear-quadratic (LQ) optimal control for jump-diffusion systems with random coefficients. We construct an algebraic inverse flow from the zero-control base system, extract the semimartingale kernel…

Optimization and Control · Mathematics 2026-05-14 Xinyu Ma , Qingxin Meng

A data-efficient learning-based control design method is proposed in this paper. It is based on learning a system dynamics model that is then leveraged in a two-level procedure. On the higher level, a simple but powerful optimization…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Ludvig Svedlund , Constantin Cronrath , Jonas Fredriksson , Bengt Lennartson

The use of target networks in deep reinforcement learning is a widely popular solution to mitigate the brittleness of semi-gradient approaches and stabilize learning. However, target networks notoriously require additional memory and delay…

Machine Learning · Computer Science 2026-03-02 Théo Vincent , Yogesh Tripathi , Tim Faust , Abdullah Akgül , Yaniv Oren , Melih Kandemir , Jan Peters , Carlo D'Eramo

We study a finite-horizon covariance steering problem for discrete-time Markov jump linear systems (MJLS) with both state- and control-dependent multiplicative noise. The objective is to minimize a quadratic running cost while steering the…

Optimization and Control · Mathematics 2026-04-23 Fangji Wang , Siddhartha Ganguly , Panagiotis Tsiotras

We study multi-agent reinforcement learning (MARL) in infinite-horizon discounted zero-sum Markov games. We focus on the practical but challenging setting of decentralized MARL, where agents make decisions without coordination by a…

Computer Science and Game Theory · Computer Science 2021-12-14 Muhammed O. Sayin , Kaiqing Zhang , David S. Leslie , Tamer Basar , Asuman Ozdaglar

We present a set of model-free, reduced-dimensional reinforcement learning (RL) based optimal control designs for linear time-invariant singularly perturbed (SP) systems. We first present a state-feedback and output-feedback based RL…

Systems and Control · Electrical Eng. & Systems 2021-02-08 Sayak Mukherjee , He Bai , Aranya Chakrabortty

Lane-changing decisions, which are crucial for autonomous vehicle path planning, face practical challenges due to rule-based constraints and limited data. Deep reinforcement learning has become a major research focus due to its advantages…

Artificial Intelligence · Computer Science 2025-10-27 Xiaojun Bi , Mingjie He , Yiwen Sun

A robust auto-landing problem of a Truss-braced Wing (TBW) regional jet aircraft with poor stability characteristics is presented in this study employing a Fuzzy Reinforcement Learning scheme. Reinforcement Learning (RL) has seen a recent…

Systems and Control · Electrical Eng. & Systems 2023-02-23 Mohsen Zahmatkesh , Seyyed Ali Emami , Afshin Banazadeh , Paolo Castaldi

The problem of two-player zero-sum Markov games has recently attracted increasing interests in theoretical studies of multi-agent reinforcement learning (RL). In particular, for finite-horizon episodic Markov decision processes (MDPs), it…

Machine Learning · Computer Science 2024-06-07 Songtao Feng , Ming Yin , Yu-Xiang Wang , Jing Yang , Yingbin Liang

In this paper, we present the combined learning-and-control (CLC) approach, which is a new way to solve optimal control problems with unknown dynamics by unifying model-based control and data-driven learning. The key idea is simple: we…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Panagiotis Kounatidis , Andreas A. Malikopoulos

Recently, model-free reinforcement learning has attracted research attention due to its simplicity, memory and computation efficiency, and the flexibility to combine with function approximation. In this paper, we propose Exploration…

Machine Learning · Computer Science 2020-12-10 Mehdi Jafarnia-Jahromi , Chen-Yu Wei , Rahul Jain , Haipeng Luo

The transition to autonomous material systems necessitates adaptive control methodologies to maximize structural longevity. This study frames the self-healing process as a Reinforcement Learning (RL) problem within a Markov Decision Process…

Machine Learning · Computer Science 2025-11-25 Maitreyi Chatterjee , Devansh Agarwal , Biplab Chatterjee

Given a list of behaviors and associated parameterized controllers for solving different individual tasks, we study the problem of selecting an optimal sequence of coordinated behaviors in multi-robot systems for completing a given mission,…

Robotics · Computer Science 2019-09-16 Pietro Pierpaoli , Thinh T. Doan , Justin Romberg , Magnus Egerstedt

Combining model-based and model-free learning systems has been shown to improve the sample efficiency of learning to perform complex robotic tasks. However, dual-system approaches fail to consider the reliability of the learned model when…

Machine Learning · Computer Science 2020-11-03 Muhammad Burhan Hafez , Cornelius Weber , Matthias Kerzel , Stefan Wermter

This paper presents a novel reinforcement learning (RL) framework for dynamically optimizing numerical precision in the preconditioned conjugate gradient (CG) method. By modeling precision selection as a Markov Decision Process (MDP), we…

Machine Learning · Computer Science 2025-06-09 Xinye Chen

Learning to control unknown nonlinear dynamical systems is a fundamental problem in reinforcement learning and control theory. A commonly applied approach is to first explore the environment (exploration), learn an accurate model of it…

Machine Learning · Computer Science 2023-06-16 Andrew Wagenmaker , Guanya Shi , Kevin Jamieson

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

We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters…

Machine Learning · Computer Science 2021-03-01 Joan Bas-Serrano , Sebastian Curi , Andreas Krause , Gergely Neu

This paper presents a model-based reinforcement learning (RL) framework for optimal closed-loop control of nonlinear robotic systems. The proposed approach learns linear lifted dynamics through Koopman operator theory and integrates the…

Robotics · Computer Science 2026-04-23 Wenjian Hao , Yuxuan Fang , Zehui Lu , Shaoshuai Mou