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Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

We consider challenging dynamic programming models where the associated Bellman equation, and the value and policy iteration algorithms commonly exhibit complex and even pathological behavior. Our analysis is based on the new notion of…

Optimization and Control · Mathematics 2016-09-13 Dimitri P. Bertsekas

We present an algorithm, based on the Differential Dynamic Programming framework, to handle trajectory optimization problems in which the horizon is determined online rather than fixed a priori. This algorithm exhibits exact one-step…

Robotics · Computer Science 2021-11-18 Kyle Stachowicz , Evangelos A. Theodorou

In the theory of dynamic programming, an optimal policy is a policy whose lifetime value dominates that of all other policies from every possible initial condition in the state space. This raises a natural question: when does optimality…

Optimization and Control · Mathematics 2025-05-13 John Stachurski , Jingni Yang , Ziyue Yang

We study finite-horizon offline reinforcement learning (RL) with function approximation for both policy evaluation and policy optimization. Prior work established that statistically efficient learning is impossible for either of these…

Machine Learning · Computer Science 2025-10-07 Volodymyr Tkachuk , Csaba Szepesvári , Xiaoqi Tan

While the recent advances in deep reinforcement learning have achieved impressive results in learning motor skills, many of the trained policies are only capable within a limited set of initial states. We propose a technique to break down a…

Robotics · Computer Science 2018-11-19 Visak C. V. Kumar , Sehoon Ha , C. Karen Liu

The problem of continuous inverse optimal control (over finite time horizon) is to learn the unknown cost function over the sequence of continuous control variables from expert demonstrations. In this article, we study this fundamental…

Machine Learning · Computer Science 2022-04-20 Yifei Xu , Jianwen Xie , Tianyang Zhao , Chris Baker , Yibiao Zhao , Ying Nian Wu

In this paper, we develop a computationally-efficient approach to minimum-time trajectory optimization using input-output data-based models, to produce an end-to-end data-to-control solution to time-optimal planning/control of dynamic…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Nan Li , Ehsan Taheri , Ilya Kolmanovsky , Dimitar Filev

The design of good heuristics or approximation algorithms for NP-hard combinatorial optimization problems often requires significant specialized knowledge and trial-and-error. Can we automate this challenging, tedious process, and learn the…

Machine Learning · Computer Science 2018-02-23 Hanjun Dai , Elias B. Khalil , Yuyu Zhang , Bistra Dilkina , Le Song

Optimal path planning requires finding a series of feasible states from the starting point to the goal to optimize objectives. Popular path planning algorithms, such as Effort Informed Trees (EIT*), employ effort heuristics to guide the…

Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is…

Machine Learning · Computer Science 2018-11-22 Bryan Wilder , Bistra Dilkina , Milind Tambe

In this article, we propose a data-enabled economic predictive control method for a class of nonlinear systems, which aims to optimize the economic operational performance while handling hard constraints on the system outputs. Two lifting…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Mingxue Yan , Xuewen Zhang , Kaixiang Zhang , Zhaojian Li , Xunyuan Yin

Trajectory generation for visually impaired scenarios requires smooth and temporally consistent state in structured, low-speed dynamic environments. However, traditional jerk-based heuristic trajectory sampling with independent segment…

Robotics · Computer Science 2026-02-26 Yuting Zeng , Manping Fan , You Zhou , Yongbin Yu , Zhiwen Zheng , Jingtao Zhang , Liyong Ren , Zhenglin Yang

Trajectory planning is commonly used as part of a local planner in autonomous driving. This paper considers the problem of planning a continuous-curvature-rate trajectory between fixed start and goal states that minimizes a tunable…

Robotics · Computer Science 2021-06-08 Alexander Botros , Stephen L. Smith

We introduce two novel tree search algorithms that use a policy to guide search. The first algorithm is a best-first enumeration that uses a cost function that allows us to prove an upper bound on the number of nodes to be expanded before…

Artificial Intelligence · Computer Science 2018-11-29 Laurent Orseau , Levi H. S. Lelis , Tor Lattimore , Théophane Weber

Column generation is an iterative method used to solve a variety of optimization problems. It decomposes the problem into two parts: a master problem, and one or more pricing problems (PP). The total computing time taken by the method is…

Optimization and Control · Mathematics 2022-01-10 Mouad Morabit , Guy Desaulniers , Andrea Lodi

Recent non-asymptotic analyses have substantially advanced the theory of distributional policy evaluation, but they largely concern synchronous full-state updates under a generative model, model-based estimators, accelerated variants, or…

Machine Learning · Computer Science 2026-05-11 Ege C. Kaya , Abolfazl Hashemi

In this paper we apply guided policy search (GPS) based reinforcement learning framework for a high dimensional optimal control problem arising in an additive manufacturing process. The problem comprises of controlling the process…

Machine Learning · Computer Science 2020-09-15 Amit Surana , Kishore Reddy , Matthew Siopis

We propose a new framework for generative modeling based on a discrete-time stochastic control formulation of measure transport. Adapting classic results from control theory, we formulate our problem as a linear program whose dual variables…

Machine Learning · Computer Science 2026-05-22 Pablo Moreno-Muñoz , Adrian Müller , Gergely Neu

We consider the dynamic inventory problem with non-stationary demands. It has long been known that non-stationary (s, S) policies are optimal for this problem. However, finding optimal policy parameters remains a computational challenge as…

Optimization and Control · Mathematics 2020-07-20 Onur A. Kilic , S. Armagan Tarim