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相关论文: A Novel Policy Iteration Algorithm for Nonlinear C…

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We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…

最优化与控制 · 数学 2016-02-22 Alessandro Alla , Maurizio Falcone , Dante Kalise

The framework of deep operator network (DeepONet) has been widely exploited thanks to its capability of solving high dimensional partial differential equations. In this paper, we incorporate DeepONet with a recently developed policy…

最优化与控制 · 数学 2024-06-18 Jae Yong Lee , Yeoneung Kim

We study the policy iteration algorithm (PIA) for entropy-regularized stochastic control problems on an infinite time horizon with a large discount rate, focusing on two main scenarios. First, we analyze PIA with bounded coefficients where…

最优化与控制 · 数学 2025-05-28 Hung Vinh Tran , Zhenhua Wang , Yuming Paul Zhang

This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…

系统与控制 · 电气工程与系统科学 2022-04-21 Cong Li , Qingchen Liu , Zhehua Zhou , Martin Buss , Fangzhou Liu

We study the convergence rates of policy iteration (PI) for nonconvex viscous Hamilton--Jacobi equations using a discrete space-time scheme, where both space and time variables are discretized. We analyze the case with an uncontrolled…

数值分析 · 数学 2025-03-05 Xiaoqin Guo , Hung Vinh Tran , Yuming Paul Zhang

This paper studies the adaptive optimal control problem for a class of linear time-delay systems described by delay differential equations (DDEs). A crucial strategy is to take advantage of recent developments in reinforcement learning and…

系统与控制 · 电气工程与系统科学 2022-10-04 Leilei Cui , Bo Pang , Zhong-Ping Jiang

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

机器人学 · 计算机科学 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

系统与控制 · 电气工程与系统科学 2025-03-20 Dongdong Li , Jiuxiang Dong

Most of the policy evaluation algorithms are based on the theories of Bellman Expectation and Optimality Equation, which derive two popular approaches - Policy Iteration (PI) and Value Iteration (VI). However, multi-step bootstrapping is…

机器学习 · 计算机科学 2021-12-16 Yuhui Wang , Qingyuan Wu , Pengcheng He , Xiaoyang Tan

In this paper, we introduce Hamilton-Jacobi-Bellman (HJB) equations for Q-functions in continuous time optimal control problems with Lipschitz continuous controls. The standard Q-function used in reinforcement learning is shown to be the…

最优化与控制 · 数学 2020-05-05 Jeongho Kim , Insoon Yang

In this paper, we propose Q-learning algorithms for continuous-time deterministic optimal control problems with Lipschitz continuous controls. Our method is based on a new class of Hamilton-Jacobi-Bellman (HJB) equations derived from…

机器学习 · 计算机科学 2020-10-28 Jeongho Kim , Jaeuk Shin , Insoon Yang

The Bellman equation and its continuous form, the Hamilton-Jacobi-Bellman equation, are ubiquitous in reinforcement learning and control theory. However, these equations become intractable for high-dimensional or nonlinear systems. This…

人工智能 · 计算机科学 2026-05-04 Preston Rozwood , Edward Mehrez , Ludger Paehler , Wen Sun , Steven L. Brunton

This paper introduces a reinforcement learning-based tracking control approach for a class of nonlinear systems using neural networks. In this approach, adversarial attacks were considered both in the actuator and on the outputs. This…

系统与控制 · 电气工程与系统科学 2022-09-20 Farshad Rahimi , Sepideh Ziaei

An off policy reinforcement learning based control strategy is developed for the optimal tracking control problem to achieve the prescribed performance of full states during the learning process. The optimal tracking control problem is…

系统与控制 · 电气工程与系统科学 2020-09-02 C. Li , Y. Wang , F. Liu , M. Buss

Physics-informed neural solvers offer a promising route to model-based reinforcement learning in continuous time, where optimal feedback synthesis is governed by Hamilton--Jacobi--Bellman (HJB) equations. Practical implementations often…

机器学习 · 计算机科学 2026-05-11 Minseok Kim , Yeongjong Kim , Namkyeong Cho , Yeoneung Kim

The optimal \(H_{\infty}\) control problem over an infinite time horizon, which incorporates a performance function with a discount factor \(e^{-\alpha t}\) (\(\alpha > 0\)), is important in various fields. Solving this optimal…

最优化与控制 · 数学 2024-10-04 Guoyuan Chen , Yi Wang , Qinglong Zhou

This paper introduces the Hamilton-Jacobi-Bellman Proximal Policy Optimization (HJBPPO) algorithm into reinforcement learning. The Hamilton-Jacobi-Bellman (HJB) equation is used in control theory to evaluate the optimality of the value…

机器学习 · 计算机科学 2023-02-02 Amartya Mukherjee , Jun Liu

We propose a mesh-free policy iteration framework based on physics-informed neural networks (PINNs) for solving entropy-regularized stochastic control problems. The method iteratively alternates between soft policy evaluation and…

数值分析 · 数学 2025-11-18 Yeongjong Kim , Namkyeong Cho , Minseok Kim , Yeoneung Kim

We are motivated by the real challenges presented in a human-robot system to develop new designs that are efficient at data level and with performance guarantees such as stability and optimality at systems level. Existing…

系统与控制 · 电气工程与系统科学 2021-01-19 Xiang Gao , Jennie Si , Yue Wen , Minhan Li , He , Huang

We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration…

最优化与控制 · 数学 2021-05-19 Mathias Oster , Leon Sallandt , Reinhold Schneider