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Related papers: Policy Gradient Bounds in Multitask LQR

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Risk-sensitive control balances performance with resilience to unlikely events in uncertain systems. This paper introduces ergodic-risk criteria, which capture long-term cumulative risks through probabilistic limit theorems. By ensuring the…

Optimization and Control · Mathematics 2025-03-11 Shahriar Talebi , Na Li

Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and…

Optimization and Control · Mathematics 2022-10-11 Bin Hu , Kaiqing Zhang , Na Li , Mehran Mesbahi , Maryam Fazel , Tamer Başar

We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…

Systems and Control · Electrical Eng. & Systems 2020-06-17 Jingjing Bu , Afshin Mesbahi , Mehran Mesbahi

Policy gradient methods are a powerful family of reinforcement learning algorithms for continuous control that optimize a policy directly. However, standard first-order methods often converge slowly. Second-order methods can accelerate…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Amirreza Valaei , Arash Bahari Kordabad , Sadegh Soudjani

Multi-task reinforcement learning trains generalist policies that can execute multiple tasks. While recent years have seen significant progress, existing approaches rarely provide formal performance guarantees, which are indispensable when…

Machine Learning · Computer Science 2026-02-03 Yannik Schnitzer , Mathias Jackermeier , Alessandro Abate , David Parker

Domain randomization is a simple, effective, and flexible scheme for obtaining robust feedback policies aimed at reducing the sim-to-real gap due to model mismatch. While domain randomization methods have yielded impressive demonstrations…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Alex Nguyen-Le , Nikolai Matni

Sim2Real aims at training policies in high-fidelity simulation environments and effectively transferring them to the real world. Despite the developments of accurate simulators and Sim2Real RL approaches, the policies trained purely in…

Machine Learning · Computer Science 2025-10-21 Akhil S Anand , Shambhuraj Sawant , Jasper Hoffmann , Dirk Reinhardt , Sebastien Gros

We develop a mathematical framework for solving multi-task reinforcement learning (MTRL) problems based on a type of policy gradient method. The goal in MTRL is to learn a common policy that operates effectively in different environments;…

Machine Learning · Computer Science 2021-05-31 Sihan Zeng , Aqeel Anwar , Thinh Doan , Arijit Raychowdhury , Justin Romberg

Reinforcement Learning and Imitation Learning have achieved widespread success in many domains but remain constrained during real-world deployment. One of the main issues is the additional requirements that were not considered during…

Machine Learning · Computer Science 2025-05-26 Pengcheng Wang , Xinghao Zhu , Yuxin Chen , Chenfeng Xu , Masayoshi Tomizuka , Chenran Li

We consider policy gradient algorithms for the indefinite least squares stationary optimal control, e.g., linear-quadratic-regulator (LQR) with indefinite state and input penalization matrices. Such a setup has important applications in…

Optimization and Control · Mathematics 2020-02-13 Jingjing Bu , Mehran Mesbahi

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…

Optimization and Control · Mathematics 2019-06-25 Horia Mania , Stephen Tu , Benjamin Recht

By jointly learning multiple tasks, multi-task learning (MTL) can leverage the shared knowledge across tasks, resulting in improved data efficiency and generalization performance. However, a major challenge in MTL lies in the presence of…

Machine Learning · Computer Science 2024-07-03 Hao Ban , Kaiyi Ji

Most reinforcement learning algorithms are inefficient for learning multiple tasks in complex robotic systems, where different tasks share a set of actions. In such environments a compound policy may be learnt with shared neural network…

Machine Learning · Computer Science 2018-03-01 Parijat Dewangan , S Phaniteja , K Madhava Krishna , Abhishek Sarkar , Balaraman Ravindran

Consider a discrete-time Linear Quadratic Regulator (LQR) problem solved using policy gradient descent when the system matrices are unknown. The gradient is transmitted across a noisy channel over a finite time horizon using analog…

Optimization and Control · Mathematics 2025-07-22 Ashwin Verma , Aritra Mitra , Lintao Ye , Vijay Gupta

This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal policy to maximize the average of all agents' local returns. Due…

Multiagent Systems · Computer Science 2022-12-06 Xiaoxiao Zhao , Jinlong Lei , Li Li , Jie Chen

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…

Optimization and Control · Mathematics 2021-03-16 Bo Pang , Zhong-Ping Jiang

Merely pursuing performance may adversely affect the safety, while a conservative policy for safe exploration will degrade the performance. How to balance the safety and performance in learning-based control problems is an interesting yet…

Systems and Control · Electrical Eng. & Systems 2025-01-28 Xinyang Wang , Hongwei Zhang , Shimin Wang , Wei Xiao , Martin Guay

This paper considers the problem of learning safe policies in the context of reinforcement learning (RL). In particular, we consider the notion of probabilistic safety. This is, we aim to design policies that maintain the state of the…

Machine Learning · Computer Science 2023-04-20 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Juan Cervino , Juan Andres Bazerque , Miguel Calvo-Fullana , Alejandro Ribeiro