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Satisfying safety constraints is a priority concern when solving optimal control problems (OCPs). Due to the existence of infeasibility phenomenon, where a constraint-satisfying solution cannot be found, it is necessary to identify a…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Yujie Yang , Zhilong Zheng , Masayoshi Tomizuka , Changliu Liu , Shengbo Eben Li

Keeping risk under control is often more crucial than maximizing expected rewards in real-world decision-making situations, such as finance, robotics, autonomous driving, etc. The most natural choice of risk measures is variance, which…

Machine Learning · Computer Science 2023-03-09 Xiaoteng Ma , Shuai Ma , Li Xia , Qianchuan Zhao

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Seyyed Reza Jafari , Anders Hansson , Bo Wahlberg

Safe reinforcement learning (RL) is crucial for deploying RL agents in real-world applications, as it aims to maximize long-term rewards while satisfying safety constraints. However, safe RL often suffers from sample inefficiency, requiring…

Machine Learning · Computer Science 2024-06-03 Shangding Gu , Laixi Shi , Yuhao Ding , Alois Knoll , Costas Spanos , Adam Wierman , Ming Jin

We propose a formulation of the stochastic cutting stock problem as a discounted infinite-horizon Markov decision process. At each decision epoch, given current inventory of items, an agent chooses in which patterns to cut objects in stock…

Optimization and Control · Mathematics 2022-06-29 Anselmo R. Pitombeira-Neto , Arthur H. Fonseca Murta

Existing studies on constrained reinforcement learning (RL) may obtain a well-performing policy in the training environment. However, when deployed in a real environment, it may easily violate constraints that were originally satisfied…

Machine Learning · Computer Science 2024-05-06 Zhongchang Sun , Sihong He , Fei Miao , Shaofeng Zou

This dissertation makes three main contributions. First, We identify a new connection between policy gradient and dynamic programming in MMDPs and propose the Coordinate Ascent Dynamic Programming (CADP) algorithm to compute a Markov policy…

Machine Learning · Computer Science 2025-10-21 Xihong Su

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

This paper studies constrained Markov decision processes (CMDPs) with constraints against stochastic thresholds, aiming at safety of reinforcement learning in unknown and uncertain environments. We leverage a Growing-Window estimator…

Machine Learning · Computer Science 2025-12-25 Qian Zuo , Fengxiang He

Control applications for cyber-physical systems must make reliably safe control decisions in the presence of continuous dynamics as well as stochastic uncertainty. Providing safety guarantees for such systems requires formal modeling and…

Formal Languages and Automata Theory · Computer Science 2026-04-28 Joanna Delicaris , Erika Ábrahám , Anne Remke

In this paper we propose sufficient conditions to synthesizing reach-avoid controllers for deterministic systems modelled by ordinary differential equations and stochastic systems modeled by stochastic differential equations based on the…

Systems and Control · Electrical Eng. & Systems 2023-03-01 Bai Xue

Reinforcement learning (RL) has been widely used in decision-making and control tasks, but the risk is very high for the agent in the training process due to the requirements of interaction with the environment, which seriously limits its…

Machine Learning · Computer Science 2024-09-13 Xuemin Hu , Pan Chen , Yijun Wen , Bo Tang , Long Chen

Reaching tasks with random targets and obstacles is a challenging task for robotic manipulators. In this study, we propose a novel model-free reinforcement learning approach based on proximal policy optimization (PPO) for training a deep…

Robotics · Computer Science 2023-02-10 Yongliang Wang , Hamidreza Kasaei

Reinforcement learning (RL) methods have demonstrated their efficiency in simulation environments. However, many applications for which RL offers great potential, such as autonomous driving, are also safety critical and require a certified…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Kim P. Wabersich , Lukas Hewing , Andrea Carron , Melanie N. Zeilinger

We study the reward-free reinforcement learning framework, which is particularly suitable for batch reinforcement learning and scenarios where one needs policies for multiple reward functions. This framework has two phases. In the…

Machine Learning · Computer Science 2020-10-26 Zihan Zhang , Simon S. Du , Xiangyang Ji

We provide a framework for incorporating robustness -- to perturbations in the transition dynamics which we refer to as model misspecification -- into continuous control Reinforcement Learning (RL) algorithms. We specifically focus on…

Designing controllers that accomplish tasks while guaranteeing safety constraints remains a significant challenge. We often want an agent to perform well in a nominal task, such as environment exploration, while ensuring it can avoid unsafe…

Systems and Control · Electrical Eng. & Systems 2025-06-04 Azra Begzadić , Nikhil Uday Shinde , Sander Tonkens , Dylan Hirsch , Kaleb Ugalde , Michael C. Yip , Jorge Cortés , Sylvia Herbert

This paper aims at the algorithmic/theoretical core of reinforcement learning (RL) by introducing the novel class of proximal Bellman mappings. These mappings are defined in reproducing kernel Hilbert spaces (RKHSs), to benefit from the…

Signal Processing · Electrical Eng. & Systems 2023-09-15 Yuki Akiyama , Konstantinos Slavakis

This paper considers batch Reinforcement Learning (RL) with general value function approximation. Our study investigates the minimal assumptions to reliably estimate/minimize Bellman error, and characterizes the generalization performance…

Machine Learning · Computer Science 2021-03-26 Yaqi Duan , Chi Jin , Zhiyuan Li
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