Related papers: Reconciling Discrete-Time Mixed Policies and Conti…
This paper establishes a rigorous connection between regularized discrete-time reinforcement learning (RL) and continuous-time stochastic optimal control. Specifically, classical RL algorithms are typically solving a regularized…
Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…
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…
Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…
In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…
A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…
To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…
Deep reinforcement learning (DRL) has attracted much attention as an approach to solve optimal control problems without mathematical models of systems. On the other hand, in general, constraints may be imposed on optimal control problems.…
Dynamic real-time optimization (DRTO) is a challenging task due to the fact that optimal operating conditions must be computed in real time. The main bottleneck in the industrial application of DRTO is the presence of uncertainty. Many…
In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…
Reinforcement learning (RL) often necessitates a meticulous Markov Decision Process (MDP) design tailored to each task. This work aims to address this challenge by proposing a systematic approach to behavior synthesis and control for…
Planning based on long and short term time series forecasts is a common practice across many industries. In this context, temporal aggregation and reconciliation techniques have been useful in improving forecasts, reducing model…
Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with…
Reinforcement learning (RL) excels in optimizing policies for discrete-time Markov decision processes (MDP). However, various systems are inherently continuous in time, making discrete-time MDPs an inexact modeling choice. In many…
This paper addresses the problem of learning control policies for mobile robots, modeled as unknown Markov Decision Processes (MDPs), that are tasked with temporal logic missions, such as sequencing, coverage, or surveillance. The MDP…
This paper studies the control synthesis of motion planning subject to uncertainties. The uncertainties are considered in robot motions and environment properties, giving rise to the probabilistic labeled Markov decision process (PL-MDP). A…
This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…
Reinforcement learning (RL) struggles to scale to large, combinatorial action spaces common in many real-world problems. This paper introduces a novel framework for training discrete diffusion models as highly effective policies in these…
Reinforcement Learning (RL) has emerged as an efficient method of choice for solving complex sequential decision making problems in automatic control, computer science, economics, and biology. In this paper we present a model-free RL…
Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…