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In this paper, we investigate a data-driven framework to solve Linear Quadratic Regulator (LQR) problems when the dynamics is unknown, with the additional challenge of providing stability certificates for the overall learning and control…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Lorenzo Sforni , Guido Carnevale , Ivano Notarnicola , Giuseppe Notarstefano

Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

Machine Learning · Computer Science 2026-04-03 Klemens Iten , Bruce Lee , Chenhao Li , Lenart Treven , Andreas Krause , Bhavya Sukhija

This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal policy to maximize the average of all agents' local returns. Due…

Multiagent Systems · Computer Science 2022-12-06 Xiaoxiao Zhao , Jinlong Lei , Li Li , Jie Chen

Regularization is a well recognized powerful strategy to improve the performance of a learning machine and $l^q$ regularization schemes with $0<q<\infty$ are central in use. It is known that different $q$ leads to different properties of…

Machine Learning · Computer Science 2014-09-26 Shaobo Lin , Jinshan Zeng , Jian Fang , Zongben Xu

Recent developments in Reinforcement learning have significantly enhanced sequential decision-making in uncertain environments. Despite their strong performance guarantees, most existing work has focused primarily on improving the…

Statistics Theory · Mathematics 2025-08-13 Bo Pan , Jianya Lu , Yafei Wang , Hao Li , Bei Jiang , Linglong Kong

The data-driven approach to robot control has been gathering pace rapidly, yet generalization to unseen task domains remains a critical challenge. We argue that the key to generalization is representations that are (i) rich enough to…

Robotics · Computer Science 2023-12-05 Bo Ai , Zhanxin Wu , David Hsu

The article poses a general model for optimal control subject to information constraints, motivated in part by recent work of Sims and others on information-constrained decision-making by economic agents. In the average-cost optimal control…

Optimization and Control · Mathematics 2016-02-24 Ehsan Shafieepoorfard , Maxim Raginsky , Sean P. Meyn

Enabling robots to solve multiple manipulation tasks has a wide range of industrial applications. While learning-based approaches enjoy flexibility and generalizability, scaling these approaches to solve such compositional tasks remains a…

Machine Learning · Computer Science 2021-09-17 Michael H. Lim , Andy Zeng , Brian Ichter , Maryam Bandari , Erwin Coumans , Claire Tomlin , Stefan Schaal , Aleksandra Faust

Multi-task learning is a popular machine learning approach that enables simultaneous learning of multiple related tasks, improving algorithmic efficiency and effectiveness. In the hard parameter sharing approach, an encoder shared through…

Machine Learning · Statistics 2024-09-26 Seokwon Shin , Hyungrok Do , Youngdoo Son

This work addresses a key limitation in current federated learning approaches, which predominantly focus on homogeneous tasks, neglecting the task diversity on local devices. We propose a principled integration of multi-task learning using…

Machine Learning · Computer Science 2024-12-30 Junliang Lyu , Yixuan Zhang , Xiaoling Lu , Feng Zhou

In the realm of supervised learning, Bayesian learning has shown robust predictive capabilities under input and parameter perturbations. Inspired by these findings, we demonstrate the robustness properties of Bayesian learning in the…

Machine Learning · Computer Science 2022-05-17 Nardos Ayele Ashenafi , Wankun Sirichotiyakul , Aykut C. Satici

Reinforcement learning (RL) has achieved significant success across a wide range of domains, however, most existing methods are formulated in discrete time. In this work, we introduce a novel RL method for continuous-time control, where…

Machine Learning · Computer Science 2025-10-21 Chengxiu Hua , Jiawen Gu , Yushun Tang

We develop a mathematical framework for solving multi-task reinforcement learning (MTRL) problems based on a type of policy gradient method. The goal in MTRL is to learn a common policy that operates effectively in different environments;…

Machine Learning · Computer Science 2021-05-31 Sihan Zeng , Aqeel Anwar , Thinh Doan , Arijit Raychowdhury , Justin Romberg

Many reinforcement learning methods achieve great success in practice but lack theoretical foundation. In this paper, we study the convergence analysis on the problem of the Linear Quadratic Regulator (LQR). The global linear convergence…

Optimization and Control · Mathematics 2020-07-09 Zeyu Jin , Johann Michael Schmitt , Zaiwen Wen

Regardless of the particular task we want them to perform in an environment, there are often shared safety constraints we want our agents to respect. For example, regardless of whether it is making a sandwich or clearing the table, a…

Machine Learning · Computer Science 2023-09-06 Konwoo Kim , Gokul Swamy , Zuxin Liu , Ding Zhao , Sanjiban Choudhury , Zhiwei Steven Wu

Multi-task learning is a very challenging problem in reinforcement learning. While training multiple tasks jointly allow the policies to share parameters across different tasks, the optimization problem becomes non-trivial: It remains…

Machine Learning · Computer Science 2020-12-08 Ruihan Yang , Huazhe Xu , Yi Wu , Xiaolong Wang

Current implementations of Gradient Boosting Machines are mostly designed for single-target regression tasks and commonly assume independence between responses when used in multivariate settings. As such, these models are not well suited if…

Machine Learning · Computer Science 2022-10-14 Alexander März

We consider the problem of controlling an unknown linear quadratic Gaussian (LQG) system consisting of multiple subsystems connected over a network. Our goal is to minimize and quantify the regret (i.e. loss in performance) of our strategy…

Systems and Control · Electrical Eng. & Systems 2021-08-19 Sagar Sudhakara , Aditya Mahajan , Ashutosh Nayyar , Yi Ouyang

This work studies the multi-task functional linear regression models where both the covariates and the unknown regression coefficients (called slope functions) are curves. For slope function estimation, we employ penalized splines to…

Statistics Theory · Mathematics 2023-08-02 Shiyuan He , Hanxuan Ye , Kejun He

In real-world scenarios, it is appealing to learn a model carrying out stochastic operations internally, known as stochastic computation graphs (SCGs), rather than learning a deterministic mapping. However, standard backpropagation is not…

Machine Learning · Computer Science 2019-01-09 Xiaoran Xu , Songpeng Zu , Yuan Zhang , Hanning Zhou , Wei Feng