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Multi-agent games in dynamic nonlinear settings are challenging due to the time-varying interactions among the agents and the non-stationarity of the (potential) Nash equilibria. In this paper we consider model-free games, where agent…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Eduardo Sebastián , Maitrayee Keskar , Eeman Iqbal , Eduardo Montijano , Carlos Sagüés , Nikolay Atanasov

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

Multi-agent reinforcement learning (MARL), despite its popularity and empirical success, suffers from the curse of dimensionality. This paper builds the mathematical framework to approximate cooperative MARL by a mean-field control (MFC)…

Machine Learning · Computer Science 2021-10-04 Haotian Gu , Xin Guo , Xiaoli Wei , Renyuan Xu

For over a decade, model-based reinforcement learning has been seen as a way to leverage control-based domain knowledge to improve the sample-efficiency of reinforcement learning agents. While model-based agents are conceptually appealing,…

Machine Learning · Computer Science 2021-05-28 Brandon Amos , Samuel Stanton , Denis Yarats , Andrew Gordon Wilson

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

Policy gradient methods have achieved remarkable successes in solving challenging reinforcement learning problems. However, it still often suffers from the large variance issue on policy gradient estimation, which leads to poor sample…

Machine Learning · Statistics 2018-02-26 Hao Liu , Yihao Feng , Yi Mao , Dengyong Zhou , Jian Peng , Qiang Liu

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

Model-free algorithms are brought into the control system's research with the emergence of reinforcement learning algorithms. However, there are two practical challenges of reinforcement learning-based methods. First, learning by…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Mi Zhou , Erik Verriest , Chaouki Abdallah

Recent reinforcement learning (RL) methods have achieved success in various domains. However, multi-agent RL (MARL) remains a challenge in terms of decentralization, partial observability and scalability to many agents. Meanwhile,…

Machine Learning · Computer Science 2024-02-26 Kai Cui , Sascha Hauck , Christian Fabian , Heinz Koeppl

The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…

Optimization and Control · Mathematics 2026-02-09 Nicole Bäuerle , Athanasios Vasileiadis

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…

Machine Learning · Computer Science 2021-04-15 Mohak Bhardwaj , Sanjiban Choudhury , Byron Boots

Model-free reinforcement learning algorithms can compute policy gradients given sampled environment transitions, but require large amounts of data. In contrast, model-based methods can use the learned model to generate new data, but model…

Machine Learning · Computer Science 2022-03-04 Lukas P. Fröhlich , Maksym Lefarov , Melanie N. Zeilinger , Felix Berkenkamp

This paper proposes a novel deep reinforcement learning architecture that was inspired by previous tree structured architectures which were only useable in discrete action spaces. Policy Prediction Network offers a way to improve sample…

Machine Learning · Computer Science 2019-09-18 Zac Wellmer , James Kwok

Model predictive control (MPC) has proven useful in enabling safe and optimal motion planning for autonomous vehicles. In this paper, we investigate how to achieve MPC-based motion planning when a neural state-space model represents the…

Robotics · Computer Science 2025-11-18 Iman Askari , Ali Vaziri , Xuemin Tu , Shen Zeng , Huazhen Fang

Quantum devices need precise control to achieve their full capability. In this work, we address the problem of controlling closed quantum systems, tackling two main issues. First, in practice the control signals are usually subject to…

Quantum Physics · Physics 2024-07-16 Ahmed F. Fouad , Akram Youssry , Ahmed El-Rafei , Sherif Hammad

We present foundations for using Model Predictive Control (MPC) as a differentiable policy class for reinforcement learning in continuous state and action spaces. This provides one way of leveraging and combining the advantages of…

Machine Learning · Computer Science 2019-10-15 Brandon Amos , Ivan Dario Jimenez Rodriguez , Jacob Sacks , Byron Boots , J. Zico Kolter

We develop a framework for the analysis of deep neural networks and neural ODE models that are trained with stochastic gradient algorithms. We do that by identifying the connections between control theory, deep learning and theory of…

Probability · Mathematics 2021-03-18 Jean-François Jabir , David Šiška , Łukasz Szpruch

Recent work on data-driven control and reinforcement learning has renewed interest in a relative old field in control theory: model-free optimal control approaches which work directly with a cost function and do not rely upon perfect…

Optimization and Control · Mathematics 2021-08-31 Eduardo D. Sontag

Mean field control (MFC) problems have been introduced to study social optima in very large populations of strategic agents. The main idea is to consider an infinite population and to simplify the analysis by using a mean field…

Optimization and Control · Mathematics 2023-03-01 Sebastian Baudelet , Brieuc Frénais , Mathieu Laurière , Amal Machtalay , Yuchen Zhu

Direct policy gradient methods for reinforcement learning are a successful approach for a variety of reasons: they are model free, they directly optimize the performance metric of interest, and they allow for richly parameterized policies.…

Machine Learning · Computer Science 2020-08-14 Alekh Agarwal , Mikael Henaff , Sham Kakade , Wen Sun