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We study automated intrusion prevention using reinforcement learning. In a novel approach, we formulate the problem of intrusion prevention as an optimal stopping problem. This formulation allows us insight into the structure of the optimal…

人工智能 · 计算机科学 2024-04-23 Kim Hammar , Rolf Stadler

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

计算金融 · 定量金融 2023-02-16 Mohamed Hamdouche , Pierre Henry-Labordere , Huyen Pham

In this paper, we consider a modified version of the control problem in a model free Markov decision process (MDP) setting with large state and action spaces. The control problem most commonly addressed in the contemporary literature is to…

人工智能 · 计算机科学 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

机器学习 · 计算机科学 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

We consider a settings of hierarchical reinforcement learning, in which the reward is a sum of components. For each component we are given a policy that maximizes it and our goal is to assemble a policy from the individual policies that…

机器学习 · 计算机科学 2020-01-06 Tom Zahavy , Avinatan Hasidim , Haim Kaplan , Yishay Mansour

Decision making under uncertainty is critical to real-world, autonomous systems. Model Predictive Control (MPC) methods have demonstrated favorable performance in practice, but remain limited when dealing with complex probability…

机器人学 · 计算机科学 2021-04-13 Alexander Lambert , Adam Fishman , Dieter Fox , Byron Boots , Fabio Ramos

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

机器学习 · 计算机科学 2022-01-04 Angeliki Kamoutsi , Goran Banjac , John Lygeros

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

系统与控制 · 计算机科学 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

Real-world control systems require policies that are not only high-performing but also interpretable and robust. A promising direction toward this goal is model-based control, which learns system dynamics and cost functions from historical…

系统与控制 · 电气工程与系统科学 2025-11-20 Yuexin Bian , Jie Feng , Yuanyuan Shi

This paper explores the synergies between integrated power and thermal management (iPTM) and battery charging in an electric vehicle (EV). A multi-objective model predictive control (MPC) framework is developed to optimize the fast charging…

系统与控制 · 电气工程与系统科学 2023-10-24 Qiuhao Hu , Mohammad Reza Amini , Ashley Wiese , Ilya Kolmanovsky , Jing Sun

This paper proposes a deep learning-based optimal battery management scheme for frequency regulation (FR) by integrating model predictive control (MPC), supervised learning (SL), reinforcement learning (RL), and high-fidelity battery…

系统与控制 · 电气工程与系统科学 2022-01-05 Yun Li , Yixiu Wang , Yifu Chen , Kaixun Hua , Jiayang Ren , Ghazaleh Mozafari , Qiugang Lu , Yankai Cao

Suboptimal model predictive control is a technique that can reduce the computational cost of model predictive control (MPC) by exploiting its robustness to incomplete optimization. Instead of solving the optimal control problem exactly,…

系统与控制 · 计算机科学 2019-05-08 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky

This paper proposes an Adaptive Learning Model Predictive Control strategy for uncertain constrained linear systems performing iterative tasks. The additive uncertainty is modeled as the sum of a bounded process noise and an unknown…

系统与控制 · 计算机科学 2018-04-27 Monimoy Bujarbaruah , Xiaojing Zhang , Ugo Rosolia , Francesco Borrelli

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

最优化与控制 · 数学 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

We propose a novel Stochastic Model Predictive Control (MPC) for uncertain linear systems subject to probabilistic constraints. The proposed approach leverages offline learning to extract key features of affine disturbance feedback…

系统与控制 · 电气工程与系统科学 2024-11-22 Hotae Lee , Francesco Borrelli

Multi-objective Markov decision processes are a special kind of multi-objective optimization problem that involves sequential decision making while satisfying the Markov property of stochastic processes. Multi-objective reinforcement…

机器学习 · 计算机科学 2023-08-22 Sherif Abdelfattah , Kathryn Kasmarik , Jiankun Hu

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

机器学习 · 计算机科学 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

We present a framework to address a class of sequential decision making problems. Our framework features learning the optimal control policy with robustness to noisy data, determining the unknown state and action parameters, and performing…

机器学习 · 计算机科学 2022-01-20 Amber Srivastava , Srinivasa M Salapaka

A major challenge in robotics is to design robust policies which enable complex and agile behaviors in the real world. On one end of the spectrum, we have model-free reinforcement learning (MFRL), which is incredibly flexible and general…

机器人学 · 计算机科学 2024-10-01 Jacob Sacks , Rwik Rana , Kevin Huang , Alex Spitzer , Guanya Shi , Byron Boots

We propose a Model Predictive Control (MPC) with a single-step prediction horizon to approximate the solution of infinite horizon optimal control problems with the expected sum of convex stage costs for constrained linear uncertain systems.…

最优化与控制 · 数学 2025-04-24 Eunhyek Joa , Francesco Borrelli
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