Related papers: Scaling policy iteration based reinforcement learn…
In an offline reinforcement learning setting, the safe policy improvement (SPI) problem aims to improve the performance of a behavior policy according to which sample data has been generated. State-of-the-art approaches to SPI require a…
We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…
Conservative Policy Iteration (CPI) is a founding algorithm of Approximate Dynamic Programming (ADP). Its core principle is to stabilize greediness through stochastic mixtures of consecutive policies. It comes with strong theoretical…
Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…
We study the problem of model-free reinforcement learning, which is often solved following the principle of Generalized Policy Iteration (GPI). While GPI is typically an interplay between policy evaluation and policy improvement, most…
Safe Policy Improvement (SPI) is an important technique for offline reinforcement learning in safety critical applications as it improves the behavior policy with a high probability. We classify various SPI approaches from the literature…
We study the problem of learning to stabilize (LTS) a linear time-invariant (LTI) system. Policy gradient (PG) methods for control assume access to an initial stabilizing policy. However, designing such a policy for an unknown system is one…
Reinforcement Learning with Verifiable Rewards (RLVR) has become a central post-training paradigm for improving the reasoning capabilities of large language models. Yet existing methods share a common blind spot: they optimize policies…
This paper presents a learning-based control strategy for non-linear throttle valves with an asymmetric hysteresis, leading to a near-optimal controller without requiring any prior knowledge about the environment. We start with a carefully…
We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…
This paper delves into designing stabilizing feedback control gains for continuous linear systems with unknown state matrix, in which the control is subject to a general structural constraint. We bring forth the ideas from reinforcement…
This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…
Policy Iteration (PI) is a classical family of algorithms to compute an optimal policy for any given Markov Decision Problem (MDP). The basic idea in PI is to begin with some initial policy and to repeatedly update the policy to one from an…
This paper investigates an infinite-horizon linear quadratic stochastic (LQS) optimal control problem for a class of continuous-time stochastic systems. By employing the technique of adaptive dynamic programming (ADP), we propose a novel…
The goal of this article is to study fundamental mechanisms behind so-called indirect and direct data-driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two…
One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…
Reinforcement Learning (RL) has proven a stunning ability to learn optimal policies from data without any prior knowledge on the process. The main drawback of RL is that it is typically very difficult to guarantee stability and safety. On…
This paper addresses the model-free nonlinear optimal problem with generalized cost functional, and a data-based reinforcement learning technique is developed. It is known that the nonlinear optimal control problem relies on the solution of…
Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…
Stabilizing an unknown control system is one of the most fundamental problems in control systems engineering. In this paper, we provide a simple, model-free algorithm for stabilizing fully observed dynamical systems. While model-free…