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Model-Predictive Control (MPC) is a powerful tool for controlling complex, real-world systems that uses a model to make predictions about future behavior. For each state encountered, MPC solves an online optimization problem to choose a…

Model-based reinforcement learning (RL) algorithms allow us to combine model-generated data with those collected from interaction with the real system in order to alleviate the data efficiency problem in RL. However, designing such…

In this paper, we propose the Model Reference Adaptive Control & Reinforcement Learning (MRAC-RL) approach to developing online policies for systems in which modeling errors occur in real-time. Although reinforcement learning (RL)…

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

Reinforcement learning (RL) and model predictive control (MPC) offer a wealth of distinct approaches for automatic decision-making under uncertainty. Given the impact both fields have had independently across numerous domains, there is…

Reinforcement learning (RL) policies often fail under dynamics that differ from training, a gap not fully addressed by domain randomization or existing adversarial RL methods. Distributionally robust RL provides a formal remedy but still…

Informed and robust decision making in the face of uncertainty is critical for robots that perform physical tasks alongside people. We formulate this as Bayesian Reinforcement Learning over latent Markov Decision Processes (MDPs). While…

Recommender systems aim to recommend the most suitable items to users from a large number of candidates. Their computation cost grows as the number of user requests and the complexity of services (or models) increases. Under the limitation…

Model predictive control (MPC) algorithms can be sensitive to model mismatch when used in challenging nonlinear control tasks. In particular, the performance of MPC for vehicle control at the limits of handling suffers when the underlying…

The fundamental principle in Modern Portfolio Theory (MPT) is based on the quantification of the portfolio's risk related to performance. Although MPT has made huge impacts on the investment world and prompted the success and prevalence of…

This paper presents a novel distributed robust optimization scheme for steering distributions of multi-agent systems under stochastic and deterministic uncertainty. Robust optimization is a subfield of optimization which aims to discover an…

Portfolio optimization emerged with the seminal paper of Markowitz (1952). The original mean-variance framework is appealing because it is very efficient from a computational point of view. However, it also has one well-established failing…

This study develops a regime-aware portfolio allocation framework that integrates Markov switching models with Reinforcement Learning (RL) to dynamically allocate across equities (SPY), long-term Treasuries (TLT), and gold (GLD). Using…

Deterministic model predictive control (MPC), while powerful, is often insufficient for effectively controlling autonomous systems in the real-world. Factors such as environmental noise and model error can cause deviations from the expected…

Multi-robot navigation and path planning in continuous state and action spaces with uncertain environments remains an open challenge. Deep Reinforcement Learning (RL) is one of the most popular paradigms for solving this task, but its…

Changes in market conditions present challenges for investors as they cause performance to deviate from the ranges predicted by long-term averages of means and covariances. The aim of conditional asset allocation strategies is to overcome…

Modern, torque-controlled service robots can regulate contact forces when interacting with their environment. Model Predictive Control (MPC) is a powerful method to solve the underlying control problem, allowing to plan for whole-body…

We investigate interactive trajectory planning subject to uncertainty in the decisions of surrounding agents. To control the ego-agent, we aim to first learn the decision distribution and solve a Stochastic Model Predictive Control (SMPC)…

By adopting a distributional viewpoint on law-invariant convex risk measures, we construct dynamics risk measures (DRMs) at the distributional level. We then apply these DRMs to investigate Markov decision processes, incorporating latent…

A key open challenge in agile quadrotor flight is how to combine the flexibility and task-level generality of model-free reinforcement learning (RL) with the structure and online replanning capabilities of model predictive control (MPC),…