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We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…

机器学习 · 统计学 2025-02-05 Lucky Li

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…

系统与控制 · 电气工程与系统科学 2025-04-15 Caio Fabio Oliveira da Silva , Azita Dabiri , Bart De Schutter

Recently, reinforcement learning (RL) is receiving more and more attentions due to its successful demonstrations outperforming human performance in certain challenging tasks. In our recent paper `primal-dual Q-learning framework for LQR…

最优化与控制 · 数学 2018-11-22 Donghwan Lee , Jianghai Hu

We study the problem of designing a state feedback linear quadratic Gaussian (LQG) controller for a system in which the system matrices as well as the process noise covariance are unknown. We do a rigorous comparison between two approaches.…

系统与控制 · 电气工程与系统科学 2025-11-13 Mingxiang Liu , Damián Marelli , Minyue Fu , Qianqian Cai

In this paper, the reinforcement learning (RL)-based optimal control problem is studied for multiplicative-noise systems, where input delay is involved and partial system dynamics is unknown. To solve a variant of Riccati-ZXL equations,…

最优化与控制 · 数学 2023-01-10 Hongxia Wang , Fuyu Zhao , Zhaorong Zhang , Juanjuan Xu , Xun Li

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

系统与控制 · 电气工程与系统科学 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to…

机器学习 · 计算机科学 2018-10-09 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari

In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive…

机器学习 · 计算机科学 2020-04-21 Xiao Li , Hanchen Xu , Jinming Zhang , Hua-hua Chang

Inverse reinforcement learning (IRL) for linear systems seeks a cost function whose optimal controller reproduces an expert policy from data. Existing data-driven methods for discrete-time linear systems are largely built on iterative…

系统与控制 · 电气工程与系统科学 2026-05-12 Duc Cuong Nguyen , Phuong Nam Dao

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

Dynamic optimization of nonlinear chemical systems -- such as batch reactors -- should be applied online, and the suitable control taken should be according to the current state of the system rather than the current time instant. The recent…

系统与控制 · 计算机科学 2019-04-16 Abdelrahman ElMezain , Mohamed Saleh , Jie Zhang , Ahmed Soliman , Seif Fateen

In recent years, $Q$-learning has become indispensable for model-free reinforcement learning (MFRL). However, it suffers from well-known problems such as under- and overestimation bias of the value, which may adversely affect the policy…

机器学习 · 计算机科学 2021-02-09 Youngmin Oh , Jinwoo Shin , Eunho Yang , Sung Ju Hwang

This paper investigates almost sure exponential stabilization of continuous-time Markov jump linear systems (MJLSs) under communication data-rate constraints by introducing sampling and quantization into the feedback control. Different from…

动力系统 · 数学 2021-10-29 Jingyi Wang , Jianwen Feng , Chen Xu , Xiaoqun Wu , Jinhu Lü

Ensuring safety via safety filters in real-world robotics presents significant challenges, particularly when the system dynamics is complex or unavailable. To handle this issue, learning-based safety filters recently gained popularity,…

机器人学 · 计算机科学 2024-12-02 Guo Ning Sue , Yogita Choudhary , Richard Desatnik , Carmel Majidi , John Dolan , Guanya Shi

We investigate the problem of learning linear quadratic regulators (LQR) in a multi-task, heterogeneous, and model-free setting. We characterize the stability and personalization guarantees of a policy gradient-based (PG) model-agnostic…

最优化与控制 · 数学 2024-06-04 Leonardo F. Toso , Donglin Zhan , James Anderson , Han Wang

Automated synthesis of provably correct controllers for cyber-physical systems is crucial for deployment in safety-critical scenarios. However, hybrid features and stochastic or unknown behaviours make this problem challenging. We propose a…

系统与控制 · 电气工程与系统科学 2023-08-07 Luke Rickard , Thom Badings , Licio Romao , Alessandro Abate

This paper will investigate the infinite horizon optimal control and stabilization problems for the Markov jump linear system (MJLS) subject to control input delay. Different from previous works, for the first time, the necessary and…

最优化与控制 · 数学 2019-02-19 Chunyan Han , Hongdan Li , Huanshui Zhang

Reinforcement learning has become one of the best approach to train a computer game emulator capable of human level performance. In a reinforcement learning approach, an optimal value function is learned across a set of actions, or…

机器学习 · 计算机科学 2019-08-22 Jeremy Charlier , Gaston Ormazabal , Radu State , Jean Hilger

Convex Q-learning is a recent approach to reinforcement learning, motivated by the possibility of a firmer theory for convergence, and the possibility of making use of greater a priori knowledge regarding policy or value function structure.…

最优化与控制 · 数学 2022-10-18 Fan Lu , Joel Mathias , Sean Meyn , Karanjit Kalsi

To further understand the underlying mechanism of various reinforcement learning (RL) algorithms and also to better use the optimization theory to make further progress in RL, many researchers begin to revisit the linear-quadratic regulator…

系统与控制 · 电气工程与系统科学 2021-03-18 Man Li , Jiahu Qin , Wei Xing Zheng , Yaonan Wang , Yu Kang