Related papers: Adaptive Estimation and Optimal Control in Offline…
We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…
Online planning in Markov Decision Processes (MDPs) enables agents to make sequential decisions by simulating future trajectories from the current state, making it well-suited for large-scale or dynamic environments. Sample-based methods…
Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…
Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…
This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…
In this paper, we develop a method to automatically generate a control policy for a dynamical system modeled as a Markov Decision Process (MDP). The control specification is given as a Linear Temporal Logic (LTL) formula over a set of…
We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…
This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known…
In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…
A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…
We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…
We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…
For systems with uncertain linear models, bounded additive disturbances and state and control constraints, a robust model predictive control algorithm incorporating online model adaptation is proposed. Sets of model parameters are…
Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…
Although risk awareness is fundamental to an online operating agent, it has received less attention in the challenging continuous domain and under partial observability. This paper presents a novel formulation and solution for risk-averse…
We investigate the problems of model estimation and reward-free learning in episodic Block MDPs. In these MDPs, the decision maker has access to rich observations or contexts generated from a small number of latent states. We are first…
We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…
We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the…
In real-world problems, uncertainties (e.g., errors in the measurement, precision errors) often lead to poor performance of numerical algorithms when not explicitly taken into account. This is also the case for control problems, where…
We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…