相关论文: Robust Mean Field Social Control: A Unified Reinfo…

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

The mean-field framework has been used to find approximate solutions to problems involving very large populations of symmetric, anonymous agents, which may be intractable by other methods. The cooperative mean-field control (MFC) problem…

Decentralized stochastic control (DSC) considers the optimal control problem of a multi-agent system. However, DSC cannot be solved except in the special cases because the estimation among the agents is generally intractable. In this work,…

We propose a method to encourage safety in Model Predictive Control (MPC)-based Reinforcement Learning (RL) via Gaussian Process (GP) regression. This framework consists of 1) a parametric MPC scheme that is employed as model-based…

We investigate a class of zero-sum linear-quadratic stochastic differential games on a finite time horizon governed by multiscale state equations. The multiscale nature of the problem can be leveraged to reformulate the associated…

The application of reinforcement learning to safety-critical systems is limited by the lack of formal methods for verifying the robustness and safety of learned policies. This paper introduces a novel framework that addresses this gap by…

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Robust Reinforcement Learning aims to find the optimal policy with some extent of robustness to environmental dynamics. Existing learning algorithms usually enable the robustness through disturbing the current state or simulating…

Reinforcement learning is an emerging approach to control dynamical systems for which classical approaches are difficult to apply. However, trained agents may not generalize against the variations of system parameters. This paper presents…

Since reinforcement learning algorithms are notoriously data-intensive, the task of sampling observations from the environment is usually split across multiple agents. However, transferring these observations from the agents to a central…

Reinforcement learning (RL) is a powerful framework for optimal decision-making and control but often lacks provable guarantees for safety-critical applications. In this paper, we introduce a novel recovery-based shielding framework that…

Probabilistic models such as Gaussian processes (GPs) are powerful tools to learn unknown dynamical systems from data for subsequent use in control design. While learning-based control has the potential to yield superior performance in…

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…

In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…

This paper presents a one-shot learning approach with performance and robustness guarantees for the linear quadratic regulator (LQR) control of stochastic linear systems. Even though data-based LQR control has been widely considered,…

We approach the continuous-time mean-variance (MV) portfolio selection with reinforcement learning (RL). The problem is to achieve the best tradeoff between exploration and exploitation, and is formulated as an entropy-regularized, relaxed…

Driven by inherent uncertainty and the sim-to-real gap, robust reinforcement learning (RL) seeks to improve resilience against the complexity and variability in agent-environment sequential interactions. Despite the existence of a large…

We study finite-time horizon continuous-time linear-quadratic reinforcement learning problems in an episodic setting, where both the state and control coefficients are unknown to the controller. We first propose a least-squares algorithm…