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Related papers: Risk-sensitive control as inference with R\'enyi d…

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Model Predictive Control (MPC) is a powerful framework for constrained control, but its performance and safety can be severely degraded when the prediction model is learned online and thus remains uncertain. In this work, we develop a…

Optimization and Control · Mathematics 2025-12-01 Yingke Li , Yifan Lin , Enlu Zhou , Fumin Zhang

R\'enyi transfer entropy (RTE) is a generalization of classical transfer entropy that replaces Shannon's entropy with R\'enyi's information measure. This, in turn, introduces a new tunable parameter $\alpha$, which accounts for sensitivity…

Pattern Formation and Solitons · Physics 2026-01-06 Zlata Tabachová , Petr Jizba , Hynek Lavička , Milan Paluš

Quantum sensors offer control flexibility during estimation by allowing manipulation by the experimenter across various parameters. For each sensing platform, pinpointing the optimal controls to enhance the sensor's precision remains a…

Quantum Physics · Physics 2024-12-11 Federico Belliardo , Fabio Zoratti , Florian Marquardt , Vittorio Giovannetti

Despite the many recent advances in reinforcement learning (RL), the question of learning policies that robustly satisfy state constraints under unknown disturbances remains open. In this paper, we offer a new perspective on achieving…

Machine Learning · Computer Science 2025-12-23 Pierre-François Massiani , Alexander von Rohr , Lukas Haverbeck , Sebastian Trimpe

Standard deep reinforcement learning (DRL) aims to maximize expected reward, considering collected experiences equally in formulating a policy. This differs from human decision-making, where gains and losses are valued differently and…

Machine Learning · Computer Science 2023-11-17 Jared Markowitz , Ryan W. Gardner , Ashley Llorens , Raman Arora , I-Jeng Wang

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

We provide new perspectives and inference algorithms for Maximum Entropy (MaxEnt) Inverse Reinforcement Learning (IRL), which provides a principled method to find a most non-committal reward function consistent with given expert…

Machine Learning · Computer Science 2021-06-08 Aaron J. Snoswell , Surya P. N. Singh , Nan Ye

In recent years, advanced model-based and data-driven control methods are unlocking the potential of complex robotics systems, and we can expect this trend to continue at an exponential rate in the near future. However, ensuring safety with…

Robotics · Computer Science 2024-08-29 Gianni Lunardi , Asia La Rocca , Matteo Saveriano , Andrea Del Prete

This paper introduces the variational R\'enyi bound (VR) that extends traditional variational inference to R\'enyi's alpha-divergences. This new family of variational methods unifies a number of existing approaches, and enables a smooth…

Machine Learning · Statistics 2016-10-31 Yingzhen Li , Richard E. Turner

In this paper, we analyze the convergence of a risk sensitive like filter where the risk sensitivity parameter is time varying. Such filter has a Kalman like structure and its gain matrix is updated according to a Riccati like iteration. We…

Optimization and Control · Mathematics 2015-09-29 Mattia Zorzi , Bernard C. Levy

Maximum entropy deep reinforcement learning (RL) methods have been demonstrated on a range of challenging continuous tasks. However, existing methods either suffer from severe instability when training on large off-policy data or cannot…

Machine Learning · Computer Science 2019-09-10 Wenjie Shi , Shiji Song , Cheng Wu

The random variable simulation problem consists in using a $k$-dimensional i.i.d. random vector $X^{k}$ with distribution $P_{X}^{k}$ to simulate an $n$-dimensional i.i.d. random vector $Y^{n}$ so that its distribution is approximately…

Information Theory · Computer Science 2018-12-24 Lei Yu , Vincent Y. F. Tan

Humans have the ability to deviate from their natural behavior when necessary, which is a cognitive process called response inhibition. Similar approaches have independently received increasing attention in recent years for ensuring the…

Systems and Control · Electrical Eng. & Systems 2023-10-04 Armin Lederer , Erfaun Noorani , John S. Baras , Sandra Hirche

We present an approach to identify a quasi Linear Parameter Varying (qLPV) model of a plant, with the qLPV model guaranteed to admit a robust control invariant (RCI) set. It builds upon the concurrent synthesis framework presented in [1],…

Optimization and Control · Mathematics 2025-05-13 Sampath Kumar Mulagaleti , Alberto Bemporad

Although Reinforcement Learning (RL) is effective for sequential decision-making problems under uncertainty, it still fails to thrive in real-world systems where risk or safety is a binding constraint. In this paper, we formulate the RL…

Machine Learning · Computer Science 2022-07-07 Yannis Flet-Berliac , Debabrota Basu

Reinforcement Learning (RL) has recently impressed the world with stunning results in various applications. While the potential of RL is now well-established, many critical aspects still need to be tackled, including safety and stability…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Mario Zanon , Sébastien Gros

We present a heuristic policy and performance bound for risk-sensitive convex stochastic control that generalizes linear-exponential-quadratic regulator (LEQR) theory. Our heuristic policy extends standard, risk-neutral model predictive…

Optimization and Control · Mathematics 2022-05-30 Nicholas Moehle

Reinforcement learning provides an appealing framework for robotic control due to its ability to learn expressive policies purely through real-world interaction. However, this requires addressing real-world constraints and avoiding…

Robotics · Computer Science 2024-05-09 Kyle Stachowicz , Sergey Levine

Robust reinforcement learning aims to produce policies that have strong guarantees even in the face of environments/transition models whose parameters have strong uncertainty. Existing work uses value-based methods and the usual primitive…

Artificial Intelligence · Computer Science 2018-02-12 Daniel J. Mankowitz , Timothy A. Mann , Pierre-Luc Bacon , Doina Precup , Shie Mannor

In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…

Machine Learning · Computer Science 2024-03-14 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain
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