Yeoneung Kim

LG
h-index3
13papers
91citations
Novelty55%
AI Score54

13 Papers

70.4OCApr 11
Policy Iteration for Stationary Discounted Hamilton--Jacobi--Bellman Equations: A Viscosity Approach

Namkyeong Cho, Yeoneung Kim

We study policy iteration (PI) for deterministic infinite-horizon discounted optimal control problems, whose value function is characterized by a stationary Hamilton--Jacobi--Bellman (HJB) equation. At the PDE level, PI is fundamentally ill-posed: the improvement step requires pointwise evaluation of $\nabla V$, which is not well defined for viscosity solutions, and thus the associated nonlinear operator cannot be interpreted in a stable functional sense. We develop a monotone semi-discrete formulation for the stationary discounted setting by introducing a space-discrete scheme with artificial viscosity of order $O(h)$. This regularization restores comparison, ensures monotonicity of the discrete operator, and yields a well-defined pointwise policy improvement via discrete gradients. Our analysis reveals a convergence mechanism fundamentally different from the finite-horizon case. For each fixed mesh size $h>0$, we prove that the semi-discrete PI sequence converges monotonically and geometrically to the unique discrete solution, where the contraction is induced by the resolvent structure of the discounted operator. We further establish the sharp vanishing-viscosity estimate $\|V^h - V\|_{L^\infty} \leq C\sqrt{h}$, and derive a quantitative error decomposition that separates policy iteration error from discretization error, exhibiting a nontrivial coupling between iteration count and mesh size. Numerical experiments in nonlinear one and two-dimensional control problems confirm the theoretical predictions, including geometric convergence and the characteristic decay-then-plateau behavior of the total error.

29.2LGMay 8
Stabilized neural Hamilton--Jacobi--Bellman solvers: Error analysis and applications in model-based reinforcement learning

Minseok Kim, Yeongjong Kim, Namkyeong Cho et al.

Physics-informed neural solvers offer a promising route to model-based reinforcement learning in continuous time, where optimal feedback synthesis is governed by Hamilton--Jacobi--Bellman (HJB) equations. Practical implementations often occupy a regime that is neither a classical grid method nor a continuous-PDE PINN: the value function is represented by a neural network, finite-difference HJB policy-evaluation operators are evaluated by network queries at shifted points, and residuals are minimized by random continuous collocation. This regime preserves the stabilized finite-difference policy-evaluation structure while avoiding grid-based value unknowns. We develop an error theory for this hybrid regime. Interpreting finite differences as shift operators acting on neural networks, we prove a population $L^2$ stability estimate for one policy-evaluation step with learned dynamics. The bound separates residual error, initial and exterior-collar mismatch, policy mismatch, and model-identification error, with an explicit gradient amplification factor for learned dynamics, while the underlying linear evaluation stability remains free of hidden inverse-viscosity blow-up. We further give a finite-sample collocation certificate and a conditional multi-step propagation result through greedy policy improvement. Experiments on compact-control LQR upto 64 dimensions, Allen--Cahn control, pendulum, Hopper, and 3D quadrotor benchmarks compare against representative model-based and model-free RL baselines, demonstrating the predicted residual, policy-mismatch, and learned-model error trends.

LGAug 8, 2024
Deep Reinforcement Learning for the Design of Metamaterial Mechanisms with Functional Compliance Control

Yejun Choi, Yeoneung Kim, Keun Park

Metamaterial mechanisms are micro-architectured compliant structures that operate through the elastic deformation of specially designed flexible members. This study develops an efficient design methodology for compliant mechanisms using deep reinforcement learning (RL). For this purpose, design domains are digitized into finite cells with various hinge connections, and finite element analyses (FEAs) are conducted to evaluate the deformation behaviors of the compliance mechanism with different cell combinations. The FEA data are learned through the RL method to obtain optimal compliant mechanisms for desired functional requirements. The RL algorithm is applied to the design of a compliant door-latch mechanism, exploring the effect of human guidance and tiling direction. The optimal result is achieved with minimal human guidance and inward tiling, resulting in a threefold increase in the predefined reward compared to human-designed mechanisms. The proposed approach is extended to the design of a soft gripper mechanism, where the effect of hinge connections is additionally considered. The optimal design under hinge penalization reveals remarkably enhanced compliance, and its performance is validated by experimental tests using an additively manufactured gripper. These findings demonstrate that RL-optimized designs outperform those developed with human insight, providing an efficient design methodology for cell-based compliant mechanisms in practical applications.

OCApr 20, 2024
On the stability of Lipschitz continuous control problems and its application to reinforcement learning

Namkyeong Cho, Yeoneung Kim

We address the crucial yet underexplored stability properties of the Hamilton--Jacobi--Bellman (HJB) equation in model-free reinforcement learning contexts, specifically for Lipschitz continuous optimal control problems. We bridge the gap between Lipschitz continuous optimal control problems and classical optimal control problems in the viscosity solutions framework, offering new insights into the stability of the value function of Lipschitz continuous optimal control problems. By introducing structural assumptions on the dynamics and reward functions, we further study the rate of convergence of value functions. Moreover, we introduce a generalized framework for Lipschitz continuous control problems that incorporates the original problem and leverage it to propose a new HJB-based reinforcement learning algorithm. The stability properties and performance of the proposed method are tested with well-known benchmark examples in comparison with existing approaches.

OCFeb 27, 2025
Physics-Informed Neural Networks for Optimal Vaccination Plan in SIR Epidemic Models

Minseok Kim, Yeongjong Kim, Yeoneung Kim

This work focuses on understanding the minimum eradication time for the controlled Susceptible-Infectious-Recovered (SIR) model in the time-homogeneous setting, where the infection and recovery rates are constant. The eradication time is defined as the earliest time the infectious population drops below a given threshold and remains below it. For time-homogeneous models, the eradication time is well-defined due to the predictable dynamics of the infectious population, and optimal control strategies can be systematically studied. We utilize Physics-Informed Neural Networks (PINNs) to solve the partial differential equation (PDE) governing the eradication time and derive the corresponding optimal vaccination control. The PINN framework enables a mesh-free solution to the PDE by embedding the dynamics directly into the loss function of a deep neural network. We use a variable scaling method to ensure stable training of PINN and mathematically analyze that this method is effective in our setting. This approach provides an efficient computational alternative to traditional numerical methods, allowing for an approximation of the eradication time and the optimal control strategy. Through numerical experiments, we validate the effectiveness of the proposed method in computing the minimum eradication time and achieving optimal control. This work offers a novel application of PINNs to epidemic modeling, bridging mathematical theory and computational practice for time-homogeneous SIR models.

LGAug 3, 2025
Neural Policy Iteration for Stochastic Optimal Control: A Physics-Informed Approach

Yeongjong Kim, Yeoneung Kim, Minseok Kim et al.

We propose a physics-informed neural network policy iteration (PINN-PI) framework for solving stochastic optimal control problems governed by second-order Hamilton--Jacobi--Bellman (HJB) equations. At each iteration, a neural network is trained to approximate the value function by minimizing the residual of a linear PDE induced by a fixed policy. This linear structure enables systematic $L^2$ error control at each policy evaluation step, and allows us to derive explicit Lipschitz-type bounds that quantify how value gradient errors propagate to the policy updates. This interpretability provides a theoretical basis for evaluating policy quality during training. Our method extends recent deterministic PINN-based approaches to stochastic settings, inheriting the global exponential convergence guarantees of classical policy iteration under mild conditions. We demonstrate the effectiveness of our method on several benchmark problems, including stochastic cartpole, pendulum problems and high-dimensional linear quadratic regulation (LQR) problems in up to 10D.

LGAug 3, 2025
Censored Sampling for Topology Design: Guiding Diffusion with Human Preferences

Euihyun Kim, Keun Park, Yeoneung Kim

Recent advances in denoising diffusion models have enabled rapid generation of optimized structures for topology optimization. However, these models often rely on surrogate predictors to enforce physical constraints, which may fail to capture subtle yet critical design flaws such as floating components or boundary discontinuities that are obvious to human experts. In this work, we propose a novel human-in-the-loop diffusion framework that steers the generative process using a lightweight reward model trained on minimal human feedback. Inspired by preference alignment techniques in generative modeling, our method learns to suppress unrealistic outputs by modulating the reverse diffusion trajectory using gradients of human-aligned rewards. Specifically, we collect binary human evaluations of generated topologies and train classifiers to detect floating material and boundary violations. These reward models are then integrated into the sampling loop of a pre-trained diffusion generator, guiding it to produce designs that are not only structurally performant but also physically plausible and manufacturable. Our approach is modular and requires no retraining of the diffusion model. Preliminary results show substantial reductions in failure modes and improved design realism across diverse test conditions. This work bridges the gap between automated design generation and expert judgment, offering a scalable solution to trustworthy generative design.

LGJul 25, 2025
A diffusion-based generative model for financial time series via geometric Brownian motion

Gihun Kim, Sun-Yong Choi, Yeoneung Kim

We propose a novel diffusion-based generative framework for financial time series that incorporates geometric Brownian motion (GBM), the foundation of the Black--Scholes theory, into the forward noising process. Unlike standard score-based models that treat price trajectories as generic numerical sequences, our method injects noise proportionally to asset prices at each time step, reflecting the heteroskedasticity observed in financial time series. By accurately balancing the drift and diffusion terms, we show that the resulting log-price process reduces to a variance-exploding stochastic differential equation, aligning with the formulation in score-based generative models. The reverse-time generative process is trained via denoising score matching using a Transformer-based architecture adapted from the Conditional Score-based Diffusion Imputation (CSDI) framework. Empirical evaluations on historical stock data demonstrate that our model reproduces key stylized facts heavy-tailed return distributions, volatility clustering, and the leverage effect more realistically than conventional diffusion models.

NAJul 21, 2025
Solving nonconvex Hamilton--Jacobi--Isaacs equations with PINN-based policy iteration

Hee Jun Yang, Minjung Gim, Yeoneung Kim

We propose a mesh-free policy iteration framework that combines classical dynamic programming with physics-informed neural networks (PINNs) to solve high-dimensional, nonconvex Hamilton--Jacobi--Isaacs (HJI) equations arising in stochastic differential games and robust control. The method alternates between solving linear second-order PDEs under fixed feedback policies and updating the controls via pointwise minimax optimization using automatic differentiation. Under standard Lipschitz and uniform ellipticity assumptions, we prove that the value function iterates converge locally uniformly to the unique viscosity solution of the HJI equation. The analysis establishes equi-Lipschitz regularity of the iterates, enabling provable stability and convergence without requiring convexity of the Hamiltonian. Numerical experiments demonstrate the accuracy and scalability of the method. In a two-dimensional stochastic path-planning game with a moving obstacle, our method matches finite-difference benchmarks with relative $L^2$-errors below %10^{-2}%. In five- and ten-dimensional publisher-subscriber differential games with anisotropic noise, the proposed approach consistently outperforms direct PINN solvers, yielding smoother value functions and lower residuals. Our results suggest that integrating PINNs with policy iteration is a practical and theoretically grounded method for solving high-dimensional, nonconvex HJI equations, with potential applications in robotics, finance, and multi-agent reinforcement learning.

OCJun 16, 2024
Hamilton-Jacobi Based Policy-Iteration via Deep Operator Learning

Jae Yong Lee, Yeoneung Kim

The framework of deep operator network (DeepONet) has been widely exploited thanks to its capability of solving high dimensional partial differential equations. In this paper, we incorporate DeepONet with a recently developed policy iteration scheme to numerically solve optimal control problems and the corresponding Hamilton--Jacobi--Bellman (HJB) equations. A notable feature of our approach is that once the neural network is trained, the solution to the optimal control problem and HJB equations with different terminal functions can be inferred quickly thanks to the unique feature of operator learning. Furthermore, a quantitative analysis of the accuracy of the algorithm is carried out via comparison principles of viscosity solutions. The effectiveness of the method is verified with various examples, including 10-dimensional linear quadratic regulator problems (LQRs).

MLNov 5, 2021
Improved Regret Analysis for Variance-Adaptive Linear Bandits and Horizon-Free Linear Mixture MDPs

Yeoneung Kim, Insoon Yang, Kwang-Sung Jun

In online learning problems, exploiting low variance plays an important role in obtaining tight performance guarantees yet is challenging because variances are often not known a priori. Recently, considerable progress has been made by Zhang et al. (2021) where they obtain a variance-adaptive regret bound for linear bandits without knowledge of the variances and a horizon-free regret bound for linear mixture Markov decision processes (MDPs). In this paper, we present novel analyses that improve their regret bounds significantly. For linear bandits, we achieve $\tilde O(\min\{d\sqrt{K}, d^{1.5}\sqrt{\sum_{k=1}^K σ_k^2}\} + d^2)$ where $d$ is the dimension of the features, $K$ is the time horizon, and $σ_k^2$ is the noise variance at time step $k$, and $\tilde O$ ignores polylogarithmic dependence, which is a factor of $d^3$ improvement. For linear mixture MDPs with the assumption of maximum cumulative reward in an episode being in $[0,1]$, we achieve a horizon-free regret bound of $\tilde O(d \sqrt{K} + d^2)$ where $d$ is the number of base models and $K$ is the number of episodes. This is a factor of $d^{3.5}$ improvement in the leading term and $d^7$ in the lower order term. Our analysis critically relies on a novel peeling-based regret analysis that leverages the elliptical potential `count' lemma.

LGOct 27, 2021
Training Wasserstein GANs without gradient penalties

Dohyun Kwon, Yeoneung Kim, Guido Montúfar et al.

We propose a stable method to train Wasserstein generative adversarial networks. In order to enhance stability, we consider two objective functions using the $c$-transform based on Kantorovich duality which arises in the theory of optimal transport. We experimentally show that this algorithm can effectively enforce the Lipschitz constraint on the discriminator while other standard methods fail to do so. As a consequence, our method yields an accurate estimation for the optimal discriminator and also for the Wasserstein distance between the true distribution and the generated one. Our method requires no gradient penalties nor corresponding hyperparameter tuning and is computationally more efficient than other methods. At the same time, it yields competitive generators of synthetic images based on the MNIST, F-MNIST, and CIFAR-10 datasets.

ROSep 15, 2021
Infusing model predictive control into meta-reinforcement learning for mobile robots in dynamic environments

Jaeuk Shin, Astghik Hakobyan, Mingyu Park et al.

The successful operation of mobile robots requires them to adapt rapidly to environmental changes. To develop an adaptive decision-making tool for mobile robots, we propose a novel algorithm that combines meta-reinforcement learning (meta-RL) with model predictive control (MPC). Our method employs an off-policy meta-RL algorithm as a baseline to train a policy using transition samples generated by MPC when the robot detects certain events that can be effectively handled by MPC, with its explicit use of robot dynamics. The key idea of our method is to switch between the meta-learned policy and the MPC controller in a randomized and event-triggered fashion to make up for suboptimal MPC actions caused by the limited prediction horizon. During meta-testing, the MPC module is deactivated to significantly reduce computation time in motion control. We further propose an online adaptation scheme that enables the robot to infer and adapt to a new task within a single trajectory. The performance of our method has been demonstrated through simulations using a nonlinear car-like vehicle model with (i) synthetic movements of obstacles, and (ii) real-world pedestrian motion data. The simulation results indicate that our method outperforms other algorithms in terms of learning efficiency and navigation quality.