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Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…

Machine Learning · Statistics 2017-11-22 Matthew Norton , Akiko Takeda , Alexander Mafusalov

Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance…

Machine Learning · Computer Science 2023-05-09 Yulai Zhao , Zhuoran Yang , Zhaoran Wang , Jason D. Lee

In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…

Optimization and Control · Mathematics 2022-01-13 Andrea Pesare , Michele Palladino , Maurizio Falcone

The problem of Reinforcement Learning (RL) in an unknown nonlinear dynamical system is equivalent to the search for an optimal feedback law utilizing the simulations/ rollouts of the dynamical system. Most RL techniques search over a…

Machine Learning · Computer Science 2022-03-25 Ran Wang , Karthikeya S. Parunandi , Aayushman Sharma , Raman Goyal , Suman Chakravorty

We study computationally and statistically efficient Reinforcement Learning algorithms for the linear Bellman Complete setting. This setting uses linear function approximation to capture value functions and unifies existing models like…

Machine Learning · Computer Science 2025-03-04 Runzhe Wu , Ayush Sekhari , Akshay Krishnamurthy , Wen Sun

In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…

Optimization and Control · Mathematics 2016-06-09 Xiaojing Zhang , Maryam Kamgarpour , Angelos Georghiou , Paul Goulart , John Lygeros

We investigate local optimality conditions of first and second order for integer optimal control problems with total variation regularization via a finite-dimensional switching point problem. We show the equivalence of local optimality for…

Optimization and Control · Mathematics 2024-11-13 Jonas Marko , Gerd Wachsmuth

In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…

Machine Learning · Computer Science 2011-01-04 Michael Fairbank , Eduardo Alonso

Optimal operation of chemical processes is vital for energy, resource, and cost savings in chemical engineering. The problem of optimal operation can be tackled with reinforcement learning, but traditional reinforcement learning methods…

Machine Learning · Computer Science 2025-11-21 Dean Brandner , Sergio Lucia

Reinforcement learning (RL) agents need to be robust to variations in safety-critical environments. While system identification methods provide a way to infer the variation from online experience, they can fail in settings where fast…

Machine Learning · Computer Science 2022-03-07 Annie Xie , Shagun Sodhani , Chelsea Finn , Joelle Pineau , Amy Zhang

There exist applications of reinforcement learning like medicine where policies need to be ''interpretable'' by humans. User studies have shown that some policy classes might be more interpretable than others. However, it is costly to…

Machine Learning · Computer Science 2025-03-12 Hector Kohler , Quentin Delfosse , Waris Radji , Riad Akrour , Philippe Preux

This paper targets control problems that exhibit specific safety and performance requirements. In particular, the aim is to ensure that an agent, operating under uncertainty, will at runtime strictly adhere to such requirements. Previous…

Logic in Computer Science · Computer Science 2020-10-09 Stefan Pranger , Bettina Könighofer , Martin Tappler , Martin Deixelberger , Nils Jansen , Roderick Bloem

Environments with controllable dynamics are usually understood in terms of explicit models. However, such models are not always available, but may sometimes be learned by exploring an environment. In this work, we investigate using an…

Machine Learning · Computer Science 2025-07-10 Peter N. Loxley , Friedrich T. Sommer

Goal-conditioned reinforcement learning (RL) concerns the problem of training an agent to maximize the probability of reaching target goal states. This paper presents an analysis of the goal-conditioned setting based on optimal control. In…

Machine Learning · Computer Science 2026-05-15 Nathan P. Lawrence , Ali Mesbah

We propose a new approach to solving dynamic decision problems with rewards that are unbounded below. The approach involves transforming the Bellman equation in order to convert an unbounded problem into a bounded one. The major advantage…

Theoretical Economics · Economics 2019-12-02 Qingyin Ma , John Stachurski

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

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

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

Reinforcement learning (RL) models have shown the capability of learning complex behaviors, but quantitatively assessing those behaviors - which is critical for safety assurance and the discovery of novel strategies - is challenging. By…

Optimization and Control · Mathematics 2026-03-23 William T. Redman
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