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Related papers: Policy Gradient Bounds in Multitask LQR

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We study multitask learning for stochastic and partially observed control systems, focusing on the linear quadratic Gaussian (LQG) problem. Our goal is to learn a common stabilizing controller that generalizes across a distribution of…

Optimization and Control · Mathematics 2026-04-21 Leonardo F. Toso , Kasra Fallah , Charis Stamouli , George J. Pappas , James Anderson

We investigate the problem of learning linear quadratic regulators (LQR) in a multi-task, heterogeneous, and model-free setting. We characterize the stability and personalization guarantees of a policy gradient-based (PG) model-agnostic…

Optimization and Control · Mathematics 2024-06-04 Leonardo F. Toso , Donglin Zhan , James Anderson , Han Wang

In safety-critical applications, reinforcement learning (RL) needs to consider safety constraints. However, theoretical understandings of constrained RL for continuous control are largely absent. As a case study, this paper presents a…

Optimization and Control · Mathematics 2024-06-07 Feiran Zhao , Keyou You

The convergence of policy gradient algorithms hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control.…

Optimization and Control · Mathematics 2023-11-02 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all…

Machine Learning · Computer Science 2020-05-04 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

In numerous reinforcement learning (RL) problems involving safety-critical systems, a key challenge lies in balancing multiple objectives while simultaneously meeting all stringent safety constraints. To tackle this issue, we propose a…

Artificial Intelligence · Computer Science 2024-05-28 Shangding Gu , Bilgehan Sel , Yuhao Ding , Lu Wang , Qingwei Lin , Alois Knoll , Ming Jin

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…

Machine Learning · Computer Science 2021-03-09 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

Domain randomization (DR) enables sim-to-real transfer by training controllers on a distribution of simulated environments, with the goal of achieving robust performance in the real world. Although DR is widely used in practice and is often…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Tesshu Fujinami , Bruce D. Lee , Nikolai Matni , George J. Pappas

We address the problem of designing an LQR controller in a distributed setting, where M similar but not identical systems share their locally computed policy gradient (PG) estimates with a server that aggregates the estimates and computes a…

Optimization and Control · Mathematics 2024-04-16 Leonardo F. Toso , Han Wang , James Anderson

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

We study the convergence of deterministic policy gradient algorithms in continuous state and action space for the prototypical Linear Quadratic Regulator (LQR) problem when the search space is not limited to the family of linear policies.…

Optimization and Control · Mathematics 2021-12-15 Craig Xu Chen , Andrea Agazzi

It is known that reinforcement learning (RL) is data-hungry. To improve sample-efficiency of RL, it has been proposed that the learning algorithm utilize data from 'approximately similar' processes. However, since the process models are…

Machine Learning · Computer Science 2025-11-24 Vinay Kanakeri , Shivam Bajaj , Ashwin Verma , Vijay Gupta , Aritra Mitra

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

While the techniques in optimal control theory are often model-based, the policy optimization (PO) approach directly optimizes the performance metric of interest. Even though it has been an essential approach for reinforcement learning…

Optimization and Control · Mathematics 2022-11-23 Feiran Zhao , Keyou You , Tamer Başar

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

System stabilization via policy gradient (PG) methods has drawn increasing attention in both control and machine learning communities. In this paper, we study their convergence and sample complexity for stabilizing linear time-invariant…

Optimization and Control · Mathematics 2023-09-15 Feiran Zhao , Xingyun Fu , Keyou You

As generative AI systems are increasingly deployed in real-world applications, regulating multiple dimensions of model behavior has become essential. We focus on test-time filtering: a lightweight mechanism for behavior control that…

Machine Learning · Statistics 2026-01-01 Sunay Joshi , Yan Sun , Hamed Hassani , Edgar Dobriban
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