相关论文: Model-Free Design of Stochastic LQR Controller fro…

This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy…

In safety-critical applications, reinforcement learning (RL) needs to consider safety constraints. However, theoretical understandings of constrained RL for continuous control are largely absent. As a case study, this paper presents a…

Stochastic Optimal Control models represent the state-of-the-art in modeling goal-directed human movements. The linear-quadratic sensorimotor (LQS) model based on signal-dependent noise processes in state and output equation is the current…

This paper introduces an innovative approach based on policy iteration (PI), a reinforcement learning (RL) algorithm, to obtain an optimal observer with a quadratic cost function. This observer is designed for systems with a given…

The linear quadratic regulator (LQR) problem is a cornerstone of automatic control, and it has been widely studied in the data-driven setting. The various data-driven approaches can be classified as indirect (i.e., based on an identified…

We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…

Distributionally Robust Reinforcement Learning (DR-RL) aims to derive a policy optimizing the worst-case performance within a predefined uncertainty set. Despite extensive research, previous DR-RL algorithms have predominantly favored…

We develop a model-free learning algorithm for the infinite-horizon linear quadratic regulator (LQR) problem. Specifically, (risk) constraints and structured feedback are considered, in order to reduce the state deviation while allowing for…

This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve finite-horizon optimal control problems in mixed-logical dynamical systems efficiently. Optimization-based control of such…

Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…

This paper presents a convex optimization-based solution to the design of state-feedback controllers for solving the linear quadratic regulator (LQR) problem of uncertain discrete-time systems with multiplicative noise. To synthesize a…

We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based…

Model-based Reinforcement Learning (MBRL) allows data-efficient learning which is required in real world applications such as robotics. However, despite the impressive data-efficiency, MBRL does not achieve the final performance of…

We study the sample complexity of approximate policy iteration (PI) for the Linear Quadratic Regulator (LQR), building on a recent line of work using LQR as a testbed to understand the limits of reinforcement learning (RL) algorithms on…

We study reinforcement learning (RL) for the same class of continuous-time stochastic linear--quadratic (LQ) control problems as in \cite{huang2024sublinear}, where volatilities depend on both states and controls while states are…

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

This manuscript surveys reinforcement learning from the perspective of optimization and control with a focus on continuous control applications. It surveys the general formulation, terminology, and typical experimental implementations of…

This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…

Reinforcement learning (RL) and model predictive control (MPC) each offer distinct advantages and limitations when applied to control problems in power and energy systems. Despite various studies on these methods, benchmarks remain lacking…

In this paper, we propose a fast reinforcement learning (RL) control algorithm that enables online control of large-scale networked dynamic systems. RL is an effective way of designing model-free linear quadratic regulator (LQR) controllers…