Search for: All records

Theoretical Findings Validate Historical Data Reuse for Improved Policy Optimization A new study, “Reusing Historical Trajectories in Natural Policy Gradient via Importance Sampling: Convergence and Convergence Rate” by Yifan Lin, Yuhao Wang, and Enlu Zhou, explores an advanced approach to reinforcement learning. The research focuses on improving policy optimization by reusing historical trajectories through importance sampling in natural policy gradient methods. The authors rigorously analyze the convergence properties of this approach and demonstrate that reusing past data enhances convergence rates while maintaining theoretical guarantees. Their findings have practical implications for applications where data collection is costly or limited, such as robotics and autonomous systems. By integrating these insights into policy optimization frameworks, the study provides a valuable contribution to the field of reinforcement learning. 

The performance of a model predictive controller depends on the accuracy of the objective and prediction model of the system. Although significant efforts have been dedicated to improving the robustness of model predictive control (MPC), they typically do not take a risk-averse perspective. In this paper, we propose a risk-aware MPC framework, which estimates the underlying parameter distribution using online Bayesian learning and derives a risk-aware control policy by reformulating classical MPC problems as Bayesian Risk Optimization (BRO) problems. The consistency of the Bayesian estimator and the convergence of the control policy are rigorously proved. Furthermore, we investigate the consistency requirement and propose a risk monitoring mechanism to guarantee the satisfaction of the consistency requirement. Simulation results demonstrate the effectiveness of the proposed approach.