# Stability-Constrained Markov Decision Processes Using MPC

arXiv: https://arxiv.org/abs/2102.01383 · HTML: https://mlsanity.com/paper/2102.01383/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Builds on 10 of its 34 references that are in the map.
- First posted on arXiv 2 Feb 2021.

## Builds on (most cited first, 10 of 10)

- [Safe Model-based Reinforcement Learning with Stability Guarantees](https://mlsanity.com/paper/1705.08551/) (2017)
- [Safe Reinforcement Learning Using Robust MPC](https://mlsanity.com/paper/1906.04005/) (2019)
- [Data-driven Economic NMPC using Reinforcement Learning](https://mlsanity.com/paper/1904.04152/) (2019)
- [Safe Reinforcement Learning via Projection on a Safe Set: How to Achieve Optimality?](https://mlsanity.com/paper/2004.00915/) (2020)
- [Safely Learning to Control the Constrained Linear Quadratic Regulator](https://mlsanity.com/paper/1809.10121/) (2018)
- [Probabilistic model predictive safety certification for learning-based control](https://mlsanity.com/paper/1906.10417/) (2019)
- [Practical Reinforcement Learning of Stabilizing Economic MPC](https://mlsanity.com/paper/1904.04614/) (2019)
- [Learning-based Model Predictive Control for Safe Exploration and Reinforcement Learning](https://mlsanity.com/paper/1906.12189/) (2019)
- [Reinforcement Learning for Mixed-Integer Problems Based on MPC](https://mlsanity.com/paper/2004.01430/) (2020)
- [Reinforcement Learning Based on Real-Time Iteration NMPC](https://mlsanity.com/paper/2005.05225/) (2020)

## Built on by (most cited first, 5 of 5)

- [Synthesis of Model Predictive Control and Reinforcement Learning: Survey and Classification](https://mlsanity.com/paper/2502.02133/) (2025)
- [AC4MPC: Actor-Critic Reinforcement Learning for Nonlinear Model Predictive Control](https://mlsanity.com/paper/2406.03995/) (2024)
- [Modeling Risk in Reinforcement Learning: A Literature Mapping](https://mlsanity.com/paper/2312.05231/) (2023)
- [Incremental Gauss-Newton Descent for Machine Learning](https://mlsanity.com/paper/2408.05560/) (2024)
- [Bounded Autonomy and Verifiable Safety for Agentic AI Enabled Automation](https://mlsanity.com/paper/2610.08815/) (2026)

## Abstract (arXiv)

In this paper, we consider solving discounted Markov Decision Processes (MDPs) under the constraint that the resulting policy is stabilizing. In practice MDPs are solved based on some form of policy approximation. We will leverage recent results proposing to use Model Predictive Control (MPC) as a structured policy in the context of Reinforcement Learning to make it possible to introduce stability requirements directly inside the MPC-based policy. This will restrict the solution of the MDP to stabilizing policies by construction. The stability theory for MPC is most mature for the undiscounted MPC case. Hence, we will first show in this paper that stable discounted MDPs can be reformulated as undiscounted ones. This observation will entail that the MPC-based policy with stability requirements will produce the optimal policy for the discounted MDP if it is stable, and the best stabilizing policy otherwise.
