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This paper studies linear quadratic Gaussian robust mean field social control problems in the presence of multiplicative noise. We aim to compute asymptotic decentralized strategies without requiring full prior knowledge of agents'…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Zhenhui Xu , Jiayu Chen , Bing-Chang Wang , Yuhu Wu , Tielong Shen

The paper introduces an interactive machine learning mechanism to process the measurements of an uncertain, nonlinear dynamic process and hence advise an actuation strategy in real-time. For concept demonstration, a trajectory-following…

Systems and Control · Electrical Eng. & Systems 2023-03-16 Mohammed Abouheaf , Derek Boase , Wail Gueaieb , Davide Spinello , Salah Al-Sharhan

Model-based reinforcement learning has the potential to be more sample efficient than model-free approaches. However, existing model-based methods are vulnerable to model bias, which leads to poor generalization and asymptotic performance…

Machine Learning · Computer Science 2019-06-27 Tung-Long Vuong , Kenneth Tran

In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…

Machine Learning · Computer Science 2020-12-22 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

Reinforcement learning is a powerful paradigm for learning optimal policies from experimental data. However, to find optimal policies, most reinforcement learning algorithms explore all possible actions, which may be harmful for real-world…

Machine Learning · Statistics 2017-11-15 Felix Berkenkamp , Matteo Turchetta , Angela P. Schoellig , Andreas Krause

This paper investigates the problem of designing control policies that satisfy high-level specifications described by signal temporal logic (STL) in unknown, stochastic environments. While many existing works concentrate on optimizing the…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Siqi Wang , Shaoyuan Li , Li Yin , Xiang Yin

This paper delves into designing stabilizing feedback control gains for continuous linear systems with unknown state matrix, in which the control is subject to a general structural constraint. We bring forth the ideas from reinforcement…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Sayak Mukherjee , Thanh Long Vu

We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while also guaranteeing constraint satisfaction. Our method…

Optimization and Control · Mathematics 2025-06-25 Irina Wang , Bart Van Parys , Bartolomeo Stellato

Existing studies on constrained reinforcement learning (RL) may obtain a well-performing policy in the training environment. However, when deployed in a real environment, it may easily violate constraints that were originally satisfied…

Machine Learning · Computer Science 2024-05-06 Zhongchang Sun , Sihong He , Fei Miao , Shaofeng Zou

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

This paper discusses learning a structured feedback control to obtain sufficient robustness to exogenous inputs for linear dynamic systems with unknown state matrix. The structural constraint on the controller is necessary for many…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Sayak Mukherjee , Thanh Long Vu

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

Optimization and Control · Mathematics 2019-06-05 Jack Umenberger , Mina Ferizbegovic , Thomas B. Schön , Håkan Hjalmarsson

In this paper, the issue of model uncertainty in safety-critical control is addressed with a data-driven approach. For this purpose, we utilize the structure of an input-ouput linearization controller based on a nominal model along with a…

Systems and Control · Electrical Eng. & Systems 2020-06-05 Jason Choi , Fernando Castañeda , Claire J. Tomlin , Koushil Sreenath

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

Optimization and Control · Mathematics 2024-05-01 Robert Denkert , Huyên Pham , Xavier Warin

This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Leilei Cui , Tamer Başar , Zhong-Ping Jiang

We propose and analyze a continuous-time robust reinforcement learning framework for optimal stopping under ambiguity. In this framework, an agent chooses a robust exploratory stopping time motivated by two objectives: robust…

Optimization and Control · Mathematics 2026-04-17 Junyan Ye , Hoi Ying Wong , Kyunghyun Park

Model predictive control can optimally deal with nonlinear systems under consideration of constraints. The control performance depends on the model accuracy and the prediction horizon. Recent advances propose to use reinforcement learning…

Machine Learning · Computer Science 2024-11-01 Dean Brandner , Sergio Lucia

Quadratic programming is a workhorse of modern nonlinear optimization, control, and data science. Although regularized methods offer convergence guarantees under minimal assumptions on the problem data, they can exhibit the slow…

Optimization and Control · Mathematics 2026-05-18 Jeremy Bertoncini , Alberto De Marchi , Matthias Gerdts , Simon Gottschalk

We investigate the important problem of certifying stability of reinforcement learning policies when interconnected with nonlinear dynamical systems. We show that by regulating the input-output gradients of policies, strong guarantees of…

Systems and Control · Computer Science 2018-10-30 Ming Jin , Javad Lavaei

The fragility of deep neural networks to adversarially-chosen inputs has motivated the need to revisit deep learning algorithms. Including adversarial examples during training is a popular defense mechanism against adversarial attacks. This…

Optimization and Control · Mathematics 2020-05-05 Jacob H. Seidman , Mahyar Fazlyab , Victor M. Preciado , George J. Pappas