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  4. A learning-based approach to stochastic optimal control under reach-avoid constraint
 
conference paper

A learning-based approach to stochastic optimal control under reach-avoid constraint

Ni, Tingting  
•
Kamgarpour, Maryam  
May 6, 2025
HSCC '25: Proceedings of the 28th ACM International Conference on Hybrid Systems: Computation and Control
28th ACM International Conference on Hybrid Systems: Computation and Control (HSCC 2025).

We develop a model-free approach to optimally control stochastic, Markovian systems subject to a reach-avoid constraint. Specifically, the state trajectory must remain within a safe set while reaching a target set within a finite time horizon. Due to the time-dependent nature of these constraints, we show that, in general, the optimal policy for this constrained stochastic control problem is non-Markovian, which increases the computational complexity. To address this challenge, we apply the state-augmentation technique from [23], reformulating the problem as a constrained Markov decision process (CMDP) on an extended state space. This transformation allows us to search for a Markovian policy, avoiding the complexity of non-Markovian policies. To learn the optimal policy without a system model, and using only trajectory data, we develop a log-barrier policy gradient approach. We prove that under suitable assumptions, the policy parameters converge to the optimal parameters, while ensuring that the system trajectories satisfy the stochastic reach-avoid constraint with high probability.

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Type
conference paper
DOI
10.1145/3716863.3718055
Author(s)
Ni, Tingting  

EPFL

Kamgarpour, Maryam  

EPFL

Date Issued

2025-05-06

Publisher

Association for Computing Machinery

Publisher place

New York, NY, USA

Published in
HSCC '25: Proceedings of the 28th ACM International Conference on Hybrid Systems: Computation and Control
DOI of the book
https://dl.acm.org/doi/proceedings/10.1145/3716863
ISBN of the book

979-8-4007-1504-4

Start page

1

End page

8

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
SYCAMORE  
Event nameEvent acronymEvent placeEvent date
28th ACM International Conference on Hybrid Systems: Computation and Control (HSCC 2025).

HSCC 2025

Irvine CA USA

2025-05-06 - 2025-05-09

FunderFunding(s)Grant NumberGrant URL

Swiss National Science Foundation (SNSF)

207984

Available on Infoscience
May 22, 2025
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/250388
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