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TWe establish regret lower bounds for adaptively controlling an unknown linear Gaussian system with quadratic costs. We combine ideas from experiment design, estimation theory and a perturbation bound of certain information matrices to…

Machine Learning · Computer Science 2024-06-13 Ingvar Ziemann , Henrik Sandberg

We study online control of time-varying linear systems with unknown dynamics in the nonstochastic control model. At a high level, we demonstrate that this setting is \emph{qualitatively harder} than that of either unknown time-invariant or…

Machine Learning · Computer Science 2022-02-17 Edgar Minasyan , Paula Gradu , Max Simchowitz , Elad Hazan

Reinforcement learning with multinomial logistic (MNL) function approximation has become an important framework due to its flexibility and broad applicability. While existing studies have established regret guarantees under worst-case…

Machine Learning · Statistics 2026-05-28 Wonyoung Kim , Min-Hwan Oh , Garud Iyengar , Assaf Zeevi

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

Machine Learning · Computer Science 2021-09-30 Yassir Jedra , Alexandre Proutiere

We propose an approach to design a Model Predictive Controller (MPC) for constrained Linear Time Invariant systems performing an iterative task. The system is subject to an additive disturbance, and the goal is to learn to satisfy state and…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Monimoy Bujarbaruah , Akhil Shetty , Kameshwar Poolla , Francesco Borrelli

We study finite-time horizon continuous-time linear-quadratic reinforcement learning problems in an episodic setting, where both the state and control coefficients are unknown to the controller. We first propose a least-squares algorithm…

Optimization and Control · Mathematics 2022-06-22 Matteo Basei , Xin Guo , Anran Hu , Yufei Zhang

We study the problem of system identification and adaptive control in partially observable linear dynamical systems. Adaptive and closed-loop system identification is a challenging problem due to correlations introduced in data collection.…

Machine Learning · Computer Science 2020-06-25 Sahin Lale , Kamyar Azizzadenesheli , Babak Hassibi , Anima Anandkumar

We introduce a new algorithm for online linear-quadratic control in a known system subject to adversarial disturbances. Existing regret bounds for this setting scale as $\sqrt{T}$ unless strong stochastic assumptions are imposed on the…

Machine Learning · Computer Science 2020-06-24 Dylan J. Foster , Max Simchowitz

This paper is concerned with model predictive control (MPC) of discrete-time linear systems subject to bounded additive disturbance and mixed constraints on the state and input, whereas the true disturbance set is unknown. Unlike most…

Optimization and Control · Mathematics 2024-05-22 Yulong Gao , Shuhao Yan , Jian Zhou , Mark Cannon , Alessandro Abate , Karl H. Johansson

Policy Optimization (PO) is a widely used approach to address continuous control tasks. In this paper, we introduce the notion of mediator feedback that frames PO as an online learning problem over the policy space. The additional available…

Machine Learning · Computer Science 2020-12-16 Alberto Maria Metelli , Matteo Papini , Pierluca D'Oro , Marcello Restelli

We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…

Optimization and Control · Mathematics 2022-11-02 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

Current model-free adaptive control (MFAC) can hardly deal with the time delay problem in multiple-input multiple-output (MIMO) systems. To solve this problem, a novel model-free adaptive predictive control (MFAPC) method is proposed.…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Feilong Zhang

We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We exhibit a control strategy which is optimal to within a multiplicative constant. While most authors find…

Optimization and Control · Mathematics 2021-09-15 Jacob Carruth , Maximilian F. Eggl , Charles Fefferman , Clarence W. Rowley , Melanie Weber

Recently, adaptive control systems with relaxed persistent excitation (PE) conditions have been proposed to guarantee true parameter convergence and improve the transient response. However, in some cases, sufficient control performance and…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Satoshi Tsuruhara , Kazuhisa Ito

The proximal policy optimization (PPO) algorithm stands as one of the most prosperous methods in the field of reinforcement learning (RL). Despite its success, the theoretical understanding of PPO remains deficient. Specifically, it is…

Machine Learning · Computer Science 2023-06-09 Han Zhong , Tong Zhang

The periodic signal tracking and the unknown disturbance rejection under limited communication resources are main important issues in many physical systems and practical applications. The control of such systems has some challenges such as…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Mohammed Soliman , Abdul-Wahid A. Saif

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…

Optimization and Control · Mathematics 2021-09-23 Antoine Aspeel , Kwesi Rutledge , Raphaël M. Jungers , Benoit Macq , Necmiye Özay

We study a sequential mechanism design problem in which a principal seeks to elicit truthful reports from multiple rational agents while starting with no prior knowledge of agents' beliefs. We introduce Distributionally Robust Adaptive…

Computer Science and Game Theory · Computer Science 2026-04-22 Qiushi Han , David Simchi-Levi , Renfei Tan , Zishuo Zhao