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Modified policy iteration (MPI) is a dynamic programming (DP) algorithm that contains the two celebrated policy and value iteration methods. Despite its generality, MPI has not been thoroughly studied, especially its approximation form…

人工智能 · 计算机科学 2012-05-21 Bruno Scherrer , Victor Gabillon , Mohammad Ghavamzadeh , Matthieu Geist

In this paper we discuss $\l$-policy iteration, a method for exact and approximate dynamic programming. It is intermediate between the classical value iteration (VI) and policy iteration (PI) methods, and it is closely related to optimistic…

系统与控制 · 计算机科学 2015-07-07 Dimitri P. Bertsekas

We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…

系统与控制 · 电气工程与系统科学 2020-03-31 Alexandros Tanzanakis , John Lygeros

This article investigates the core mechanisms of indirect data-driven control for unknown systems, focusing on the application of policy iteration (PI) within the context of the linear quadratic regulator (LQR) optimal control problem.…

系统与控制 · 电气工程与系统科学 2025-04-14 Bowen Song , Andrea Iannelli

Entropy regularized algorithms such as Soft Q-learning and Soft Actor-Critic, recently showed state-of-the-art performance on a number of challenging reinforcement learning (RL) tasks. The regularized formulation modifies the standard RL…

机器学习 · 统计学 2019-10-15 Elena Smirnova , Elvis Dohmatob

Adaptive optimal control using value iteration (VI) initiated from a stabilizing policy is theoretically analyzed in various aspects including the continuity of the result, the stability of the system operated using any single/constant…

系统与控制 · 计算机科学 2015-05-18 Ali Heydari

Conservative Policy Iteration (CPI) is a founding algorithm of Approximate Dynamic Programming (ADP). Its core principle is to stabilize greediness through stochastic mixtures of consecutive policies. It comes with strong theoretical…

机器学习 · 计算机科学 2020-01-07 Nino Vieillard , Olivier Pietquin , Matthieu Geist

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…

最优化与控制 · 数学 2014-02-04 Ramanarayan Vasudevan , Humberto Gonzalez , Ruzena Bajcsy , S. Shankar Sastry

Policy iteration (PI) is a recursive process of policy evaluation and improvement for solving an optimal decision-making/control problem, or in other words, a reinforcement learning (RL) problem. PI has also served as the fundamental for…

人工智能 · 计算机科学 2021-04-06 Jaeyoung Lee , Richard S. Sutton

Modified policy iteration (MPI) is a dynamic programming algorithm that combines elements of policy iteration and value iteration. The convergence of MPI has been well studied in the context of discounted and average-cost MDPs. In this…

机器学习 · 计算机科学 2024-02-16 Yashaswini Murthy , Mehrdad Moharrami , R. Srikant

Policy Iteration (PI) is a classical family of algorithms to compute an optimal policy for any given Markov Decision Problem (MDP). The basic idea in PI is to begin with some initial policy and to repeatedly update the policy to one from an…

We study policy iteration (PI) for deterministic infinite-horizon discounted optimal control problems, whose value function is characterized by a stationary Hamilton--Jacobi--Bellman (HJB) equation. At the PDE level, PI is fundamentally…

最优化与控制 · 数学 2026-04-14 Namkyeong Cho , Yeoneung Kim

We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…

系统与控制 · 电气工程与系统科学 2023-08-28 Sifeddine Benahmed , Romain Postoyan , Mathieu Granzotto , Lucian Buşoniu , Jamal Daafouz , Dragan Nešić

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

最优化与控制 · 数学 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

Policy Iteration (PI) is a widely used family of algorithms to compute optimal policies for Markov Decision Problems (MDPs). We derive upper bounds on the running time of PI on Deterministic MDPs (DMDPs): the class of MDPs in which every…

We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…

系统与控制 · 电气工程与系统科学 2020-12-09 Alexandros Tanzanakis , John Lygeros

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

系统与控制 · 计算机科学 2015-04-21 Jie Fu , Ufuk Topcu

We introduce Reliable Policy Iteration (RPI) and Conservative RPI (CRPI), variants of Policy Iteration (PI) and Conservative PI (CPI), that retain tabular guarantees under function approximation. RPI uses a novel Bellman-constrained…

机器学习 · 计算机科学 2026-04-03 S. R. Eshwar , Gugan Thoppe , Ananyabrata Barua , Aditya Gopalan , Gal Dalal

This work studies the design problem of feedback stabilizers for discrete-time systems with input delays. A backstepping procedure is proposed for disturbance-free discrete-time systems. The feedback law designed by using backstepping…

最优化与控制 · 数学 2012-12-05 Iasson Karafyllis , Miroslav Krstic

The paper proposes an algorithm for a discretization (sampled-time implementation) of a homogeneous control preserving the finite-time and nearly fixed-time stability property of the original (sampling-free) system. The sampling period is…

系统与控制 · 电气工程与系统科学 2022-07-08 Andrey Polyakov , Denis Efimov , Xubin Ping