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This work considers the sample and computational complexity of obtaining an $\epsilon$-optimal policy in a discounted Markov Decision Process (MDP), given only access to a generative model. In this work, we study the effectiveness of the…

Machine Learning · Computer Science 2020-04-07 Alekh Agarwal , Sham Kakade , Lin F. Yang

The performance achieved with traditional model-based control system design approaches typically relies heavily upon accurate modeling of the motion dynamics. However, modeling the true dynamics of present-day increasingly complex systems…

Systems and Control · Electrical Eng. & Systems 2020-07-07 Xiaocong Li , Haiyue Zhu , Jun Ma , Tat Joo Teo , Chek Sing Teo , Masayoshi Tomizuka , Tong Heng Lee

The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

Machine Learning · Computer Science 2022-05-24 Ján Drgoňa , Sayak Mukherjee , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…

Optimization and Control · Mathematics 2025-12-09 Abhinav G. Kamath , Abraham P. Vinod , Purnanand Elango , Stefano Di Cairano , Avishai Weiss

In this paper we consider the maximum principle of optimal control for a stochastic control problem. This problem is governed by a system of fully coupled multi-dimensional forward-backward doubly stochastic differential equation with…

Optimization and Control · Mathematics 2018-09-07 AbdulRahman Al-Hussein , Boulakhras Gherbal

Finite-time optimal feedback control for flow networks under information constraints is studied. By utilizing the framework of multi-parametric linear programming, it is demonstrated that when cost/constraints can be modeled or approximated…

Systems and Control · Computer Science 2019-09-24 Saeid Jafari , Ketan Savla

This work is focused on optimal control of mechanical compression refrigeration systems. A reduced-order state-space model based on the moving boundary approach is proposed for the canonical cycle, which eases the controller design. The…

Optimization and Control · Mathematics 2024-02-08 G. Bejarano , M. G. Ortega , J. E. Normey-Rico , F. R Rubio

The ability to manipulate and control fluid flows is of great importance in many scientific and engineering applications. Here, a cluster-based control framework is proposed to determine optimal control laws with respect to a cost function…

Fluid Dynamics · Physics 2016-02-18 Eurika Kaiser , Bernd R. Noack , Andreas Spohn , Louis N. Cattafesta , Marek Morzynski

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

We propose a new LMI approach to the design of optimal switching sequences for polynomial dynamical systems with state constraints. We formulate the switching design problem as an optimal control problem which is then relaxed to a linear…

Optimization and Control · Mathematics 2013-03-11 Didier Henrion , Jamal Daafouz , Mathieu Claeys

This paper presents a model-free reinforcement learning (RL) algorithm to synthesize a control policy that maximizes the satisfaction probability of linear temporal logic (LTL) specifications. Due to the consideration of environment and…

Formal Languages and Automata Theory · Computer Science 2022-01-04 Mingyu Cai , Shaoping Xiao , Baoluo Li , Zhiliang Li , Zhen Kan

In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…

Machine Learning · Computer Science 2022-01-04 Arun Raman , Keerthan Shagrithaya , Shalabh Bhatnagar

Model-based reinforcement learning approaches carry the promise of being data efficient. However, due to challenges in learning dynamics models that sufficiently match the real-world dynamics, they struggle to achieve the same asymptotic…

Machine Learning · Computer Science 2018-09-17 Ignasi Clavera , Jonas Rothfuss , John Schulman , Yasuhiro Fujita , Tamim Asfour , Pieter Abbeel

In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…

Optimization and Control · Mathematics 2019-05-02 Liangquan Zhang , Xun Li

Non-prehensile manipulation in high-dimensional systems is challenging for a variety of reasons. One of the main reasons is the computationally long planning times that come with a large state space. Trajectory optimisation algorithms have…

Robotics · Computer Science 2024-09-13 David Russell , Rafael Papallas , Mehmet Dogar

Regularization of control policies using entropy can be instrumental in adjusting predictability of real-world systems. Applications benefiting from such approaches range from, e.g., cybersecurity, which aims at maximal unpredictability, to…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Menno van Zutphen , Giannis Delimpaltadakis , Maurice Heemels , Duarte Antunes

We study the problem of learning safe control policies that are also effective; i.e., maximizing the probability of satisfying a linear temporal logic (LTL) specification of a task, and the discounted reward capturing the (classic) control…

Robotics · Computer Science 2026-04-07 Alper Kamil Bozkurt , Yu Wang , Miroslav Pajic

We consider the problem of robotic planning under uncertainty. This problem may be posed as a stochastic optimal control problem, complete solution to which is fundamentally intractable owing to the infamous curse of dimensionality. We…

Optimization and Control · Mathematics 2020-07-21 Mohamed Naveed Gul Mohamed , Suman Chakravorty , Dylan A. Shell

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Optimization and Control · Mathematics 2023-08-23 Alireza Zolanvari , Ashish Cherukuri

Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…

Machine Learning · Computer Science 2020-09-23 Yash Chandak , Georgios Theocharous , Shiv Shankar , Martha White , Sridhar Mahadevan , Philip S. Thomas
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