arXiv AI

Horizon-Uniform Sensitivity Certificates for Finite-Horizon Pontryagin Systems

arXiv:2606. 17762v2 Announce Type: replace-cross Abstract: Finite-horizon optimal-control computations repeatedly solve two-point Pontryagin boundary value problems whose conditioning can deteriorate as the horizon grows.

arXiv AI
Aug 20

Horizon-Uniform Sensitivity and Decay of Terminal Reward Perturbations in Discrete-Time Pontryagin Systems

The paper investigates local stationary solutions of finite‑horizon discrete‑time Pontryagin systems near a steady extremal. Under regularity of the stationarity equation, hyperbolicity of the reduced state–costate map, and a scaled transversality condition, the linearized boundary‑value problem admits a uniformly bounded inverse, leading to existence, uniqueness, and uniform Lipschitz estimates independent of the horizon. The study further shows that perturbations of the terminal reward decay exponentially with the horizon, and for linear‑quadratic systems with suitable conditions the Riccati matrix and initial feedback gain converge at a quantified rate, with numerical experiments confirming the theoretical predictions.

By Pyuyi Chufeng Huang, Zikang Song
arXiv Machine Learning
Sep 3

Sample Complexity of Linear Quadratic Regulator Without Initial Stability

The paper proposes a new receding‑horizon algorithm for the Linear Quadratic Regulator (LQR) with unknown dynamics, inspired by REINFORCE. It removes the need for two‑point gradient estimates and does not require a stable initial policy, while maintaining the same order of sample complexity. A refined analysis of error propagation via the Riccati operator’s contraction under Riemannian distance yields improved sample complexity and convergence guarantees.

By Amirreza Neshaei Moghaddam, Alex Olshevsky, Bahman Gharesifard
arXiv Machine Learning
Jul 28

Finite-Time Analysis of the Natural Policy Gradient in Finite-Horizon Markov Decision Processes

arXiv:2607. 22982v1 Announce Type: new Abstract: Natural Policy Gradient (NPG) is a well-established Reinforcement Learning algorithm that underlies widely used methods such as Trust Region Policy Optimization and Proximal Policy Optimization, both of which have demonstrated strong empirical success.

By Asha Barua, Sajad Khodadadian
arXiv Machine Learning
Aug 26

Finite-Sample Metric Non-Collapse for Geometrically Supervised Latent World Models in Control

The paper presents a finite‑sample learning‑to‑control framework for geometrically supervised latent models of nonlinear deterministic systems. It introduces an encoder‑only local–global metric hinge that ensures directional resolution and state discrimination, and proves that any approximate empirical minimizer is pointwise co‑Lipschitz and uniformly approximately semiconjugate to the true dynamics under regularity assumptions. The results provide explicit bounds on approximation, sampling, and optimization errors, and demonstrate through controlled experiments that restoring metric resolution improves control performance.

By Alain Bensoussan, Minh-Nhat Phung, Minh-Binh Tran