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Symbolic optimal control is a powerful method to synthesize algorithmically correct-by-design state-feedback controllers for nonlinear plants. Its solutions are (near-)optimal with respect to a given cost function. In this note, it is…

Optimization and Control · Mathematics 2022-05-30 Alexander Weber , Florian Fiege , Alexander Knoll

This paper focuses on an adaptive and fault-tolerant vision-guided robotic system that enables to choose the most appropriate control action if partial or complete failure of the vision system in the short term occurs. Moreover, the…

Robotics · Computer Science 2022-09-07 Farhad Aghili

We investigate the adaptive robust control framework for portfolio optimization and loss-based hedging under drift and volatility uncertainty. Adaptive robust problems offer many advantages but require handling a double optimization problem…

Optimization and Control · Mathematics 2020-05-06 Tao Chen , Michael Ludkovski

Optimization problems over dynamic networks have been extensively studied and widely used in the past decades to formulate numerous real-world problems. However, (1) traditional optimization-based approaches do not scale to large networks,…

Machine Learning · Computer Science 2023-05-17 Daniele Gammelli , James Harrison , Kaidi Yang , Marco Pavone , Filipe Rodrigues , Francisco C. Pereira

Both the optimal value function and the optimal policy can be used to model an optimal controller based on the duality established by the Bellman equation. Even with this duality, no parametric model has been able to output both policy and…

Systems and Control · Electrical Eng. & Systems 2020-06-02 Jicheng Shi , Yingzhao Lian , Colin N. Jones

Model predictive control can optimally deal with nonlinear systems under consideration of constraints. The control performance depends on the model accuracy and the prediction horizon. Recent advances propose to use reinforcement learning…

Machine Learning · Computer Science 2024-11-01 Dean Brandner , Sergio Lucia

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

We describe an algorithm to solve Bellman optimization that replaces a sum over paths determining the optimal cost-to-go by an analytic method localized in state space. Our approach follows from the established relation between stochastic…

Optimization and Control · Mathematics 2022-12-02 Michael D. Schneider , Caleb Miller , George F. Chapline , Jane Pratt , Dan Merl

Many AI problems, in robotics and other domains, are goal-directed, essentially seeking a trajectory leading to some goal state. In such problems, the way we choose to represent a trajectory underlies algorithms for trajectory prediction…

Machine Learning · Computer Science 2019-06-14 Tom Jurgenson , Edward Groshev , Aviv Tamar

A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive…

Systems and Control · Computer Science 2020-01-07 Johannes Dornheim , Norbert Link , Peter Gumbsch

When faced with a novel scenario, it can be hard to succeed on the first attempt. In these challenging situations, it is important to know how to retry quickly and meaningfully. Retrying behavior can emerge naturally in robots trained on…

Robotics · Computer Science 2024-06-25 Maximilian Du , Alexander Khazatsky , Tobias Gerstenberg , Chelsea Finn

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

We introduce a new algorithm for multi-objective reinforcement learning (MORL) with linear preferences, with the goal of enabling few-shot adaptation to new tasks. In MORL, the aim is to learn policies over multiple competing objectives…

Machine Learning · Computer Science 2019-11-07 Runzhe Yang , Xingyuan Sun , Karthik Narasimhan

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo

This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space $\R^N$. In this article…

Analysis of PDEs · Mathematics 2014-01-27 Guy Barles , Ariela Briani , Emmanuel Chasseigne

An adaptive controller is proposed and analyzed for the class of infinite-horizon optimal control problems in positive linear systems presented in (Ohlin et al., 2024b). This controller is derived from the solution of a "data-driven…

Optimization and Control · Mathematics 2025-04-22 Fethi Bencherki , Anders Rantzer

Controlling systems of ordinary differential equations (ODEs) is ubiquitous in science and engineering. For finding an optimal feedback controller, the value function and associated fundamental equations such as the Bellman equation and the…

Optimization and Control · Mathematics 2021-04-14 Mathias Oster , Leon Sallandt , Reinhold Schneider

Finding optimal paths in connected graphs requires determining the smallest total cost for traveling along the graph's edges. This problem can be solved by several classical algorithms where, usually, costs are predefined for all edges.…

Machine Learning · Computer Science 2023-11-03 Tomas Kulvicius , Minija Tamosiunaite , Florentin Wörgötter

This paper presents a study of the Koopman operator theory and its application to optimal control of a multi-robot system. The Koopman operator, while operating on a set of observation functions of the state vector of a nonlinear system,…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Gang Tao , Qianhong Zhao

The classical Dynamic Programming (DP) approach to optimal control problems is based on the characterization of the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. The DP scheme for the numerical…

Numerical Analysis · Mathematics 2019-04-15 Alessandro Alla , Maurizio Falcone , Luca Saluzzi