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This paper proposes a robust control design method using reinforcement-learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement-learning algorithm with a new…

系统与控制 · 电气工程与系统科学 2020-04-17 Phuong D. Ngo , Fred Godtliebsen

This paper investigates a class of unified stochastic linear quadratic Gaussian (LQG) social optima problems involving a large number of weakly-coupled interactive agents under a {generalized} setting. For each individual agent, the control…

最优化与控制 · 数学 2020-05-15 Zhenghong Qiu , Jianhui Huang , Tinghan Xie

Mean-field control problems have received continuous interest over the last decade. Despite being more intricate than in classical optimal control, the linear-quadratic setting can still be tackled through Riccati equations. Remarkably, we…

最优化与控制 · 数学 2023-08-23 Pierre-Cyril Aubin-Frankowski , Alain Bensoussan

In this work, we propose, for the first time, a reinforcement learning framework specifically designed for zero-sum linear-quadratic stochastic differential games. This approach offers a generalized solution for scenarios in which accurate…

最优化与控制 · 数学 2026-02-10 Yiyuan Wang

We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…

最优化与控制 · 数学 2023-12-15 Qi Lü , Bowen Ma

This paper studies a class of partial information linear-quadratic mean-field game problems. A general stochastic large-population system is considered, where the diffusion term of the dynamic of each agent can depend on the state and…

最优化与控制 · 数学 2022-03-22 Min Li , Tianyang Nie , Zhen Wu

Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties…

机器学习 · 计算机科学 2021-08-13 Benjamin Gravell , Tyler Summers

In this paper, we study large population multi-agent reinforcement learning (RL) in the context of discrete-time linear-quadratic mean-field games (LQ-MFGs). Our setting differs from most existing work on RL for MFGs, in that we consider a…

系统与控制 · 电气工程与系统科学 2020-10-02 Muhammad Aneeq uz Zaman , Kaiqing Zhang , Erik Miehling , Tamer Başar

Stochastic control with both inherent random system noise and lack of knowledge on system parameters constitutes the core and fundamental topic in reinforcement learning (RL), especially under non-episodic situations where online learning…

系统与控制 · 电气工程与系统科学 2019-06-24 Xin Huang , Duan Li , Daniel Zhuoyu Long

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

系统与控制 · 电气工程与系统科学 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

We propose a new reinforcement learning based approach to designing hierarchical linear quadratic regulator (LQR) controllers for heterogeneous linear multi-agent systems with unknown state-space models and separated control objectives. The…

系统与控制 · 电气工程与系统科学 2020-07-29 He Bai , Jemin George , Aranya Chakrabortty

System level synthesis enables improved robust MPC formulations by allowing for joint optimization of the nominal trajectory and controller. This paper introduces a tailored algorithm for solving the corresponding disturbance feedback…

We develop a continuous-time entropy-regularized reinforcement learning framework under model uncertainty. By applying Sion's minimax theorem, we transform the intractable robust control problem into an equivalent standard…

最优化与控制 · 数学 2025-11-11 Jiaxuan Hou , Lifeng Wei

This paper investigates a class of general linear-quadratic mean field games with common noise, where the diffusion terms of the system contain the state variables, control variables, and the average state terms. We solve the problem using…

最优化与控制 · 数学 2025-08-29 Yu Si , Jingtao Shi

This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observation process related to the state. The dynamics of each…

最优化与控制 · 数学 2024-08-20 Min Li , Na Li , Zhen Wu

An autonomous and resilient controller is proposed for leader-follower multi-agent systems under uncertainties and cyber-physical attacks. The leader is assumed non-autonomous with a nonzero control input, which allows changing the team…

多智能体系统 · 计算机科学 2018-04-10 Rohollah Moghadam , Hamidreza Modares

We establish the convergence of the unified two-timescale Reinforcement Learning (RL) algorithm presented in a previous work by Angiuli et al. This algorithm provides solutions to Mean Field Game (MFG) or Mean Field Control (MFC) problems…

最优化与控制 · 数学 2024-05-02 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

We propose controller synthesis for state regulation problems in which a human operator shares control with an autonomy system, running in parallel. The autonomy system continuously improves over human action, with minimal intervention, and…

系统与控制 · 计算机科学 2019-09-23 Murad Abu-Khalaf , Sertac Karaman , Daniela Rus

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

Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…

系统与控制 · 电气工程与系统科学 2025-12-02 Gabriel Diaz , Lucky Li , Wenhao Zhang