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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

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

最优化与控制 · 数学 2025-11-17 Rene Carmona , Mathieu Lauriere

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

Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…

机器学习 · 计算机科学 2023-10-26 Daqian Shao , Marta Kwiatkowska

Choosing an appropriate parameter set for the designed controller is critical for the final performance but usually requires a tedious and careful tuning process, which implies a strong need for automatic tuning methods. However, among…

系统与控制 · 电气工程与系统科学 2022-09-13 Yuheng Lei , Jianyu Chen , Shengbo Eben Li , Sifa Zheng

We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…

机器学习 · 计算机科学 2020-10-27 Jianzhun Du , Joseph Futoma , Finale Doshi-Velez

In order to obviate the requirement of drift dynamics in adaptive dynamic programming (ADP), integral reinforcement learning (IRL) has been proposed as an alternate formulation of Bellman equation.However control coupling dynamics is still…

系统与控制 · 电气工程与系统科学 2020-05-11 Amardeep Mishra , Satadal Ghosh

Preference-based Reinforcement Learning (PbRL) replaces reward values in traditional reinforcement learning by preferences to better elicit human opinion on the target objective, especially when numerical reward values are hard to design or…

机器学习 · 计算机科学 2020-10-27 Yichong Xu , Ruosong Wang , Lin F. Yang , Aarti Singh , Artur Dubrawski

In reinforcement learning (RL), an autonomous agent learns to perform complex tasks by maximizing an exogenous reward signal while interacting with its environment. In real-world applications, test conditions may differ substantially from…

机器人学 · 计算机科学 2019-10-30 Matteo Turchetta , Andreas Krause , Sebastian Trimpe

We study model-free reinforcement learning (RL) algorithms in episodic non-stationary constrained Markov Decision Processes (CMDPs), in which an agent aims to maximize the expected cumulative reward subject to a cumulative constraint on the…

机器学习 · 计算机科学 2023-03-13 Honghao Wei , Arnob Ghosh , Ness Shroff , Lei Ying , Xingyu Zhou

This paper develops a model-based framework for continuous-time policy evaluation (CTPE) in reinforcement learning, incorporating both Brownian and L\'evy noise to model stochastic dynamics influenced by rare and extreme events. Our…

数值分析 · 数学 2026-02-11 Qihao Ye , Xiaochuan Tian , Yuhua Zhu

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

We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value…

机器学习 · 计算机科学 2020-10-26 Sean R. Sinclair , Tianyu Wang , Gauri Jain , Siddhartha Banerjee , Christina Lee Yu

This article presents a motion planning and control framework for flexible robotic manipulators, integrating deep reinforcement learning (DRL) with a nonlinear partial differential equation (PDE) controller. Unlike conventional approaches…

机器人学 · 计算机科学 2025-06-11 Amir Hossein Barjini , Seyed Adel Alizadeh Kolagar , Sadeq Yaqubi , Jouni Mattila

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

系统与控制 · 电气工程与系统科学 2025-03-20 Dongdong Li , Jiuxiang Dong

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

Model-free reinforcement learning methods lack an inherent mechanism to impose behavioural constraints on the trained policies. Although certain extensions exist, they remain limited to specific types of constraints, such as value…

机器学习 · 计算机科学 2025-04-28 Bram De Cooman , Johan Suykens

In this paper, we investigate the optimal output tracking problem for linear discrete-time systems with unknown dynamics using reinforcement learning and robust output regulation theory. This output tracking problem only allows to utilize…

动力系统 · 数学 2021-01-22 Ci Chen , Lihua Xie , Yi Jiang , Kan Xie , Shengli Xie

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

Despite the numerous advances, reinforcement learning remains away from widespread acceptance for autonomous controller design as compared to classical methods due to lack of ability to effectively tackle the reality gap. The reliance on…

机器学习 · 计算机科学 2024-09-23 Narendra Patwardhan , Zequn Wang