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The widespread application of large language models (LLMs) raises increasing demands on ensuring safety or imposing constraints, such as reducing harmful content and adhering to predefined rules. While there have been several works studying…

Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…

Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the uncertainty in model parameters. Parameter uncertainty commonly occurs in many real-world RL applications due to simulator modeling errors,…

Understanding the optimization landscape of linear quadratic regulation (LQR) problems is fundamental to the design of efficient reinforcement learning solutions. Recent work has made significant progress in characterizing the landscape of…

Reinforcement learning (RL) for complex tasks remains a challenge, primarily due to the difficulties of engineering scalar reward functions and the inherent inefficiency of training models from scratch. Instead, it would be better to…

Model-based reinforcement learning (RL) has proven to be a data efficient approach for learning control tasks but is difficult to utilize in domains with complex observations such as images. In this paper, we present a method for learning…

It is well known that the extension of Watkins' algorithm to general function approximation settings is challenging: does the projected Bellman equation have a solution? If so, is the solution useful in the sense of generating a good…

Double Reinforcement Learning (DRL) enables efficient inference for policy values in nonparametric Markov decision processes (MDPs), but existing methods face two major obstacles: (1) they require stringent intertemporal overlap conditions…

This research paper introduces a model-free optimal controller for discrete-time Markovian jump linear systems (MJLSs), employing principles from the methodology of reinforcement learning (RL). While Q-learning methods have demonstrated…

Reinforcement learning is a model-free optimal control method that optimizes a control policy through direct interaction with the environment. For reaching tasks that end in regulation, popular discrete-action methods are not well suited…

Deep reinforcement learning (DRL) has attracted much attention as an approach to solve optimal control problems without mathematical models of systems. On the other hand, in general, constraints may be imposed on optimal control problems.…

This paper presents Dual Lagrangian Learning (DLL), a principled learning methodology for dual conic optimization proxies. DLL leverages conic duality and the representation power of ML models to provide high-duality, dual-feasible…

In this study, we provide an interpretation of the dual differential Riccati equation of Linear-Quadratic (LQ) optimal control problems. Adopting a novel viewpoint, we show that LQ optimal control can be seen as a regression problem over…

Q-learning is a widely used algorithm in reinforcement learning (RL), but its convergence can be slow, especially when the discount factor is close to one. Successive Over-Relaxation (SOR) Q-learning, which introduces a relaxation factor to…

Ensuring strict safety guarantees is the paramount challenge for emerging 5G/6G wireless systems, particularly as they increasingly govern mission-critical applications ranging from autonomous UAV swarms to industrial automation. While deep…

The continuous nonlinear resource allocation problem (CONRAP) has broad applications in economics, engineering, production and inventory management, and often serves as a subproblem in complex programming. Without relying on monotonicity…

We investigate the problem of learning linear quadratic regulators (LQR) in a multi-task, heterogeneous, and model-free setting. We characterize the stability and personalization guarantees of a policy gradient-based (PG) model-agnostic…

We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products. We pursue the RL avenue in order to learn the optimal action-value function of the underlying stopping problem. In addition to…

In this paper, the reinforcement learning (RL)-based optimal control problem is studied for multiplicative-noise systems, where input delay is involved and partial system dynamics is unknown. To solve a variant of Riccati-ZXL equations,…