Hossein Nejatbakhsh Esfahani

Arash Bahari Kordabad, Hossein Nejatbakhsh Esfahani, Wenqi Cai et al.

This paper presents a model-free approximation for the Hessian of the performance of deterministic policies to use in the context of Reinforcement Learning based on Quasi-Newton steps in the policy parameters. We show that the approximate Hessian converges to the exact Hessian at the optimal policy, and allows for a superlinear convergence in the learning, provided that the policy parametrization is rich. The natural policy gradient method can be interpreted as a particular case of the proposed method. We analytically verify the formulation in a simple linear case and compare the convergence of the proposed method with the natural policy gradient in a nonlinear example.

Hossein Nejatbakhsh Esfahani, Javad Mohammadpour Velni

Model Predictive Control (MPC)-based Reinforcement Learning (RL) offers a structured and interpretable alternative to Deep Neural Network (DNN)-based RL methods, with lower computational complexity and greater transparency. However, standard MPC-RL approaches often suffer from slow convergence, suboptimal policy learning due to limited parameterization, and safety issues during online adaptation. To address these challenges, we propose a novel framework that integrates MPC-RL with Multi-Objective Bayesian Optimization (MOBO). The proposed MPC-RL-MOBO utilizes noisy evaluations of the RL stage cost and its gradient, estimated via a Compatible Deterministic Policy Gradient (CDPG) approach, and incorporates them into a MOBO algorithm using the Expected Hypervolume Improvement (EHVI) acquisition function. This fusion enables efficient and safe tuning of the MPC parameters to achieve improved closed-loop performance, even under model imperfections. A numerical example demonstrates the effectiveness of the proposed approach in achieving sample-efficient, stable, and high-performance learning for control systems.

Hossein Nejatbakhsh Esfahani, Arash Bahari Kordabad, Sebastien Gros

We present a Reinforcement Learning-based Robust Nonlinear Model Predictive Control (RL-RNMPC) framework for controlling nonlinear systems in the presence of disturbances and uncertainties. An approximate Robust Nonlinear Model Predictive Control (RNMPC) of low computational complexity is used in which the state trajectory uncertainty is modelled via ellipsoids. Reinforcement Learning is then used in order to handle the ellipsoidal approximation and improve the closed-loop performance of the scheme by adjusting the MPC parameters generating the ellipsoids. The approach is tested on a simulated Wheeled Mobile Robot (WMR) tracking a desired trajectory while avoiding static obstacles.