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Reinforcement learning (RL) has been successfully used to solve many continuous control tasks. Despite its impressive results however, fundamental questions regarding the sample complexity of RL on continuous problems remain open. We study…

Machine Learning · Computer Science 2017-12-27 Stephen Tu , Benjamin Recht

This paper studies continuous-time stochastic control problems whose controlled states are fully non-Markovian and depend on unknown model parameters. Such problems arise naturally in path-dependent stochastic differential equations,…

Machine Learning · Statistics 2026-05-29 Dorival Leão , Alberto Ohashi , Simone Scotti , Adolfo M. D da Silva

Learning-based optimal control algorithms control unknown systems using past trajectory data and a learned model of the system dynamics. These controllers use either a linear approximation of the learned dynamics, trading performance for…

Systems and Control · Electrical Eng. & Systems 2023-07-21 Adam W. Hall , Melissa Greeff , Angela P. Schoellig

Robust reinforcement learning (RL) is to find a policy that optimizes the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on model-free robust RL, where the uncertainty set is defined to be centering at a…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou

Linear Quadratic Regulator (LQR) is often combined with feedback linearization (FBL) for nonlinear systems that have the nonlinearity additive to the input. Conventional approaches estimate and cancel the nonlinearity based on the first…

Systems and Control · Electrical Eng. & Systems 2024-12-04 Takahito Fujimori

We demonstrate that direct data-driven control of nonlinear systems can be successfully accomplished via a behavioral approach that builds on a Linear Parameter-Varying (LPV) system concept. An LPV data-driven representation is used as a…

Systems and Control · Electrical Eng. & Systems 2024-01-24 Chris Verhoek , Hossam S. Abbas , Roland Tóth

This article investigates the modeling and control of Lagrangian systems involving non-conservative forces using a hybrid method that does not require acceleration calculations. It focuses in particular on the derivation and identification…

Systems and Control · Electrical Eng. & Systems 2025-12-03 Ibrahim Laiche , Mokrane Boudaoud , Patrick Gallinari , Pascal Morin

This paper develops a direct data-driven inverse optimal control (3DIOC) algorithm for the linear time-invariant (LTI) system who conducts a linear quadratic (LQ) control, where the underlying objective function is learned directly from…

Optimization and Control · Mathematics 2024-09-18 Chendi Qu , Jianping He , Xiaoming Duan

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Direct policy search has achieved great empirical success in reinforcement learning. Many recent studies have revisited its theoretical foundation for continuous control, which reveals elegant nonconvex geometry in various benchmark…

Optimization and Control · Mathematics 2023-12-27 Yang Zheng , Chih-fan Pai , Yujie Tang

We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…

Optimization and Control · Mathematics 2024-12-12 Marc Lambert , Francis Bach , Silvère Bonnabel

This paper presents a risk-aware safe reinforcement learning (RL) control design for stochastic discrete-time linear systems. Rather than using a safety certifier to myopically intervene with the RL controller, a risk-informed safe…

Systems and Control · Electrical Eng. & Systems 2025-05-16 Babak Esmaeili , Nariman Niknejad , Hamidreza Modares

This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Lantian Zhang , Bo Wahlberg , Silun Zhang

A reinforcement learning (RL) control policy could fail in a new/perturbed environment that is different from the training environment, due to the presence of dynamic variations. For controlling systems with continuous state and action…

Robotics · Computer Science 2022-08-31 Y. Cheng , P. Zhao , F. Wang , D. J. Block , N. Hovakimyan

Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…

Optimization and Control · Mathematics 2025-06-17 Weijian Li , Panagiotis Kounatidis , Zhong-Ping Jiang , Andreas A. Malikopoulos

End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Yash Patel , Sahana Rayan , Ambuj Tewari

Nonlinear vector autoregression (NVAR) and reservoir computing (RC) have shown promise in forecasting chaotic dynamical systems, such as the Lorenz-63 model and El Nino-Southern Oscillation. However, their reliance on fixed nonlinear…

Machine Learning · Computer Science 2025-12-02 Azimov Sherkhon , Susana Lopez-Moreno , Eric Dolores-Cuenca , Sieun Lee , Sangil Kim

This paper studies finite-horizon robust tracking control for discrete-time linear systems, based on input-output data. We leverage behavioral theory to represent system trajectories through a set of noiseless historical data, instead of…

Optimization and Control · Mathematics 2021-02-25 Liang Xu , Mustafa Sahin Turan , Baiwei Guo , Giancarlo Ferrari-Trecate

In this paper, two Q-learning (QL) methods are proposed and their convergence theories are established for addressing the model-free optimal control problem of general nonlinear continuous-time systems. By introducing the Q-function for…

Systems and Control · Computer Science 2014-10-14 Biao Luo , Derong Liu , Tingwen Huang

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…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Paul Daoudi , Bojan Mavkov , Bogdan Robu , Christophe Prieur , Emmanuel Witrant , Merwan Barlier , Ludovic Dos Santos