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In this paper, we leverage the rapid advances in imitation learning, a topic of intense recent focus in the Reinforcement Learning (RL) literature, to develop new sample complexity results and performance guarantees for data-driven Model…

Optimization and Control · Mathematics 2022-10-18 Kwangjun Ahn , Zakaria Mhammedi , Horia Mania , Zhang-Wei Hong , Ali Jadbabaie

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

Model-predictive-control (MPC) offers an optimal control technique to establish and ensure that the total operation cost of multi-energy systems remains at a minimum while fulfilling all system constraints. However, this method presumes an…

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

Cooperative control of groups of autonomous vehicles (AVs), i.e., platoons, is a promising direction to improving the efficiency of autonomous transportation systems. In this context, distributed co-optimization of both vehicle speed and…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Samuel Mallick , Gianpietro Battocletti , Dimitris Boskos , Azita Dabiri , Bart De Schutter

We propose a demonstration-efficient strategy to compress a computationally expensive Model Predictive Controller (MPC) into a more computationally efficient representation based on a deep neural network and Imitation Learning (IL). By…

Robotics · Computer Science 2021-09-27 Andrea Tagliabue , Dong-Ki Kim , Michael Everett , Jonathan P. How

We study how a central bank should dynamically set short-term nominal interest rates to stabilize inflation and unemployment when macroeconomic relationships are uncertain and time-varying. We model monetary policy as a sequential…

Statistical Finance · Quantitative Finance 2026-01-06 Tony Wang , Kyle Feinstein , Sheryl Chen

Reinforcement learning (RL) can be used to tune data-driven (economic) nonlinear model predictive controllers ((e)NMPCs) for optimal performance in a specific control task by optimizing the dynamic model or parameters in the policy's…

Machine Learning · Computer Science 2025-05-14 Daniel Mayfrank , Mehmet Velioglu , Alexander Mitsos , Manuel Dahmen

Graph convolutional networks (GCNs) have achieved huge success in several machine learning (ML) tasks on graph-structured data. Recently, several sampling techniques have been proposed for the efficient training of GCNs and to improve the…

Machine Learning · Computer Science 2023-06-27 Saket Gurukar , Shaileshh Bojja Venkatakrishnan , Balaraman Ravindran , Srinivasan Parthasarathy

Approximate Newton methods are a standard optimization tool which aim to maintain the benefits of Newton's method, such as a fast rate of convergence, whilst alleviating its drawbacks, such as computationally expensive calculation or…

Artificial Intelligence · Computer Science 2015-08-07 Thomas Furmston , Guy Lever

In this paper, we propose a novel framework for approximating the explicit MPC policy for linear parameter-varying systems using supervised learning. Our learning scheme guarantees feasibility and near-optimality of the approximated MPC…

Systems and Control · Electrical Eng. & Systems 2019-12-11 Xiaojing Zhang , Monimoy Bujarbaruah , Francesco Borrelli

In this paper, we study a second-order approach to policy optimization in reinforcement learning. Existing second-order methods often suffer from suboptimal sample complexity or rely on unrealistic assumptions about importance sampling. To…

Machine Learning · Computer Science 2025-07-15 Cheng Sun , Zhen Zhang , Shaofu Yang

This paper presents a model-free approximation for the Hessian of the performance of deterministic policies to use in the context of Reinforcement Learning based on Quasi-Newton steps in the policy parameters. We show that the approximate…

Machine Learning · Computer Science 2022-03-29 Arash Bahari Kordabad , Hossein Nejatbakhsh Esfahani , Wenqi Cai , Sebastien Gros

Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC…

Systems and Control · Electrical Eng. & Systems 2022-09-14 Daniel Tabas , Baosen Zhang

Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Lars Bartels , Amon Lahr , Andrea Carron , Melanie N. Zeilinger

Differentiable optimal control, particularly differentiable nonlinear model predictive control (NMPC), provides a powerful framework that enjoys the complementary benefits of machine learning and control theory. A key enabler of…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Yuankun Chen , Zifei Nie , Xun Gong , Yunfeng Hu , Hong Chen

Model predictive control (MPC) is a powerful trajectory optimization control technique capable of controlling complex nonlinear systems while respecting system constraints and ensuring safe operation. The MPC's capabilities come at the cost…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Eivind Bøhn , Sebastien Gros , Signe Moe , Tor Arne Johansen

Model predictive control (MPC) is a popular control engineering practice, but requires a sound knowledge of the model. Model-free predictive control (MFPC), a burning issue today, also related to reinforcement learning (RL) in AI, is…

Systems and Control · Electrical Eng. & Systems 2025-04-23 Cédric Join , Emmanuel Delaleau , Michel Fliess

State-of-the-art model-based Reinforcement Learning (RL) approaches either use gradient-free, population-based methods for planning, learned policy networks, or a combination of policy networks and planning. Hybrid approaches that combine…

Machine Learning · Computer Science 2026-05-25 Jonathan Spieler , Sven Behnke

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln