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This paper investigates the optimal control problem for a class of discrete-time stochastic systems subject to additive and multiplicative noises. A stochastic Lyapunov equation and a stochastic algebra Riccati equation are established for…

Systems and Control · Electrical Eng. & Systems 2020-08-24 Jing Lai , Junlin Xiong , Zhan Shu

Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Han Wang , Di Wu , Lin Cheng , Shengping Gong , Xu Huang

Identifying uncertainty and taking mitigating actions is crucial for safe and trustworthy reinforcement learning agents, especially when deployed in high-risk environments. In this paper, risk sensitivity is promoted in a model-based…

Machine Learning · Computer Science 2021-11-10 Stefan Radic Webster , Peter Flach

We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…

Optimization and Control · Mathematics 2021-05-31 Andrea Pesare , Michele Palladino , Maurizio Falcone

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

Robotics · Computer Science 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

Reinforcement Learning (RL) techniques have been increasingly applied in optimizing control systems. However, their application in quantum systems is hampered by the challenge of performing closed-loop control due to the difficulty in…

Quantum Physics · Physics 2024-02-08 Tanmay Neema , Susmit Jha , Tuhin Sahai

When learning behavior, training data is often generated by the learner itself; this can result in unstable training dynamics, and this problem has particularly important applications in safety-sensitive real-world control tasks such as…

Machine Learning · Computer Science 2019-10-10 Vibhavari Dasagi , Jake Bruce , Thierry Peynot , Jürgen Leitner

Model-free Reinforcement Learning (RL) works well when experience can be collected cheaply and model-based RL is effective when system dynamics can be modeled accurately. However, both assumptions can be violated in real world problems such…

Machine Learning · Computer Science 2020-05-07 Mohak Bhardwaj , Ankur Handa , Dieter Fox , Byron Boots

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

We present a framework to address a class of sequential decision making problems. Our framework features learning the optimal control policy with robustness to noisy data, determining the unknown state and action parameters, and performing…

Machine Learning · Computer Science 2022-01-20 Amber Srivastava , Srinivasa M Salapaka

Trustworthy machine learning aims at combating distributional uncertainties in training data distributions compared to population distributions. Typical treatment frameworks include the Bayesian approach, (min-max) distributionally robust…

Machine Learning · Computer Science 2025-05-05 Shixiong Wang , Haowei Wang , Xinke Li , Jean Honorio

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

Systems and Control · Computer Science 2019-10-09 David Mguni

Reinforcement learning is commonly associated with training of reward-maximizing (or cost-minimizing) agents, in other words, controllers. It can be applied in model-free or model-based fashion, using a priori or online collected system…

Systems and Control · Electrical Eng. & Systems 2022-09-01 Lukas Beckenbach , Pavel Osinenko , Stefan Streif

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

We propose a framework that can incrementally expand the explanatory temporal logic rule set to explain the occurrence of temporal events. Leveraging the temporal point process modeling and learning framework, the rule content and weights…

Machine Learning · Computer Science 2023-08-14 Chao Yang , Lu Wang , Kun Gao , Shuang Li

In this work, we introduce a stochastic maximum principle (SMP) approach for solving the reinforcement learning problem with the assumption that the unknowns in the environment can be parameterized based on physics knowledge. For the…

Optimization and Control · Mathematics 2023-06-14 Richard Archibald , Feng Bao , Jiongmin Yong

This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…

Machine Learning · Computer Science 2022-08-23 Mohamad Kazem Shirani Faradonbeh

We present a Reinforcement Learning-based Robust Nonlinear Model Predictive Control (RL-RNMPC) framework for controlling nonlinear systems in the presence of disturbances and uncertainties. An approximate Robust Nonlinear Model Predictive…

Systems and Control · Electrical Eng. & Systems 2021-04-08 Hossein Nejatbakhsh Esfahani , Arash Bahari Kordabad , Sebastien Gros

In many real-world applications, safety constraints for reinforcement learning (RL) algorithms are either unknown or not explicitly defined. We propose a framework that concurrently learns safety constraints and optimal RL policies in such…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Lunet Yifru , Ali Baheri

Reinforcement Learning is a powerful framework for training agents to navigate different situations, but it is susceptible to changes in environmental dynamics. However, solving Markov Decision Processes that are robust to changes is…

Machine Learning · Computer Science 2024-06-21 Etash Kumar Guha