中文
相关论文

相关论文: A Differential Dynamic Programming Framework for I…

200 篇论文

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

投资组合管理 · 定量金融 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Continuous-time nonlinear optimal control problems hold great promise in real-world applications. After decades of development, reinforcement learning (RL) has achieved some of the greatest successes as a general nonlinear control design…

系统与控制 · 电气工程与系统科学 2023-07-19 Brent A. Wallace , Jennie Si

Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a…

系统与控制 · 计算机科学 2017-01-10 David D. Fan , Evangelos A. Theodorou

Typical reinforcement learning (RL) methods show limited applicability for real-world industrial control problems because industrial systems involve various constraints and simultaneously require continuous and discrete control. To overcome…

人工智能 · 计算机科学 2021-05-20 Hyungjun Park , Daiki Min , Jong-hyun Ryu , Dong Gu Choi

Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…

机器人学 · 计算机科学 2022-10-31 Wilson Jallet , Antoine Bambade , Nicolas Mansard , Justin Carpentier

Matrix Lie groups are an important class of manifolds commonly used in control and robotics, and optimizing control policies on these manifolds is a fundamental problem. In this work, we propose a novel computationally efficient approach…

系统与控制 · 电气工程与系统科学 2025-08-26 Gokhan Alcan , Fares J. Abu-Dakka , Ville Kyrki

Deep reinforcement learning (DRL), acting as a novel and powerful paradigm for quantum optimal control, offers transformative opportunities for advancing neutral-atom quantum computing. In this work, we theoretically demonstrate a DRL-based…

量子物理 · 物理学 2026-05-07 Yue Cai , Hanlin Zhang , Keye Zhang , Jing Qian

Inverse reinforcement learning (IRL) is the task of finding a reward function that generates a desired optimal policy for a given Markov Decision Process (MDP). This paper develops an information-theoretic lower bound for the sample…

机器学习 · 计算机科学 2021-07-07 Abi Komanduru , Jean Honorio

Existing data-driven and feedback traffic control strategies do not consider the heterogeneity of real-time data measurements. Besides, traditional reinforcement learning (RL) methods for traffic control usually converge slowly for lacking…

系统与控制 · 电气工程与系统科学 2022-09-14 C. Chen , Y. P. Huang , W. H. K. Lam , T. L. Pan , S. C. Hsu , A. Sumalee , R. X. Zhong

Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem…

机器学习 · 计算机科学 2023-01-18 Xian Yu , Siqian Shen

Safe operation of systems such as robots requires them to plan and execute trajectories subject to safety constraints. When those systems are subject to uncertainties in their dynamics, it is challenging to ensure that the constraints are…

机器人学 · 计算机科学 2022-01-13 Gokhan Alcan , Ville Kyrki

Symmetry is pervasive in robotics and has been widely exploited to improve sample efficiency in deep reinforcement learning (DRL). However, existing approaches primarily focus on spatial symmetries, such as reflection, rotation, and…

机器人学 · 计算机科学 2025-10-22 Yunpeng Jiang , Jianshu Hu , Paul Weng , Yutong Ban

We present a framework using Relative Entropy Inverse Reinforcement Learning (RE-IRL) to recover investor reward functions from observed investment actions and market conditions. Unlike traditional IRL algorithms, RE-IRL is employed to…

机器学习 · 计算机科学 2026-04-28 Chen Xu

Differential Dynamic Programming (DDP) is an efficient trajectory optimization algorithm relying on second-order approximations of a system's dynamics and cost function, and has recently been applied to optimize systems with time-invariant…

Deep reinforcement learning (DRL) has achieved groundbreaking successes in a wide variety of robotic applications. A natural consequence is the adoption of this paradigm for safety-critical tasks, where human safety and expensive hardware…

机器人学 · 计算机科学 2022-06-22 Davide Corsi , Raz Yerushalmi , Guy Amir , Alessandro Farinelli , David Harel , Guy Katz

This paper proposes an exploration-efficient Deep Reinforcement Learning with Reference policy (DRLR) framework for learning robotics tasks that incorporates demonstrations. The DRLR framework is developed based on an algorithm called…

机器人学 · 计算机科学 2026-01-09 Chengyandan Shen , Christoffer Sloth

Adaptive impedance matching between antennas and radio frequency front-end modules is critical for maximizing power transmission efficiency in mobile communication systems. Conventional numerical and analytical methods struggle with a…

信号处理 · 电气工程与系统科学 2026-04-10 Guoquan Zhang , Wendong Cheng , Weidong Wang , Li Chen

Real time calculation of inverse kinematics (IK) with dynamically stable configuration is of high necessity in humanoid robots as they are highly susceptible to lose balance. This paper proposes a methodology to generate joint-space…

机器人学 · 计算机科学 2018-02-01 S Phaniteja , Parijat Dewangan , Pooja Guhan , Abhishek Sarkar , K Madhava Krishna

Inverse reinforcement learning (IRL) aims to estimate the reward function of optimizing agents by observing their response (estimates or actions). This paper considers IRL when noisy estimates of the gradient of a reward function generated…

机器学习 · 计算机科学 2021-01-19 Vikram Krishnamurthy , George Yin

Inverse Reinforcement Learning (IRL) is attractive in scenarios where reward engineering can be tedious. However, prior IRL algorithms use on-policy transitions, which require intensive sampling from the current policy for stable and…

机器学习 · 计算机科学 2022-05-24 Hana Hoshino , Kei Ota , Asako Kanezaki , Rio Yokota