Related papers: Learning-based Control of Unknown Linear Systems w…
We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of…
We consider online learning in episodic loop-free Markov decision processes (MDPs), where the loss function can change arbitrarily between episodes, and the transition function is not known to the learner. We show…
In this paper, we study the problem of learning Kalman filtering with unknown system model in partially observed linear dynamical systems. We propose a unified algorithmic framework based on online optimization that can be used to solve…
Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…
Here and in a follow-on paper, we consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. In this paper, we assume that $a$ is bounded, i.e., that $|a| \le…
In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…
Assurance of asymptotic trajectory tracking in robotic manipulators with a smooth control law in the presence of unmodeled dynamics or external disturbance is a challenging problem. Recently, it is asserted that it is achieved via a…
We study a problem of simultaneous system identification and model predictive control of nonlinear systems. Particularly, we provide an algorithm for systems with unknown residual dynamics that can be expressed by Koopman operators. Such…
Thompson sampling is an efficient algorithm for sequential decision making, which exploits the posterior uncertainty to address the exploration-exploitation dilemma. There has been significant recent interest in integrating Bayesian neural…
We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…
Representation learning is a powerful tool that enables learning over large multitudes of agents or domains by enforcing that all agents operate on a shared set of learned features. However, many robotics or controls applications that would…
In this paper, we study the application of the Thompson sampling (TS) methodology to the stochastic combinatorial multi-armed bandit (CMAB) framework. We first analyze the standard TS algorithm for the general CMAB model when the outcome…
We investigate the extent to which offline demonstration data can improve online learning. It is natural to expect some improvement, but the question is how, and by how much? We show that the degree of improvement must depend on the quality…
While Bayesian-based exploration often demonstrates superior empirical performance compared to bonus-based methods in model-based reinforcement learning (RL), its theoretical understanding remains limited for model-free settings. Existing…
We address the tracking problem for a class of uncertain non-affine nonlinear systems with high relative degrees, performing non-repetitive tasks. We propose a rigorously proven, robust adaptive learning control scheme that relies on a…
In this paper a novel stochastic optimization and extremum seeking algorithm is presented, one which is based on time-delayed random perturbations and step size adaptation. For the case of a one-dimensional quadratic unconstrained…
Temporal difference learning (TD) is a simple iterative algorithm used to estimate the value function corresponding to a given policy in a Markov decision process. Although TD is one of the most widely used algorithms in reinforcement…
We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…
We study meta-reinforcement learning in finite-horizon MDPs where related tasks share similar structures in their optimal action-value functions. Specifically, we posit a linear representation $Q^*_h(s,a)=\Phi_h(s,a)\,\theta^{(k)}_h$ and…
In this work, we study model-based reinforcement learning (RL) in unknown stabilizable linear dynamical systems. When learning a dynamical system, one needs to stabilize the unknown dynamics in order to avoid system blow-ups. We propose an…