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Related papers: Online Control with Adversarial Disturbances

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We study how to safely control nonlinear control-affine systems that are corrupted with bounded non-stochastic noise, i.e., noise that is unknown a priori and that is not necessarily governed by a stochastic model. We focus on safety…

Systems and Control · Electrical Eng. & Systems 2024-12-11 Hongyu Zhou , Yichen Song , Vasileios Tzoumas

We study online control for continuous-time linear systems with finite sampling rates, where the objective is to design an online procedure that learns under non-stochastic noise and performs comparably to a fixed optimal linear controller.…

Optimization and Control · Mathematics 2025-06-10 Jingwei Li , Jing Dong , Can Chang , Baoxiang Wang , Jingzhao Zhang

In this work we address the problem of the online robust control of nonlinear dynamical systems perturbed by disturbance. We study the problem of attenuation of the total cost over a duration $T$ in response to the disturbances. We consider…

Systems and Control · Electrical Eng. & Systems 2022-09-14 Deepan Muthirayan , Pramod P. Khargonekar

In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

Machine Learning · Statistics 2024-05-20 Lexing Ying

We consider the problem of tracking an adversarial state sequence in a linear dynamical system subject to adversarial disturbances and loss functions, generalizing earlier settings in the literature. To this end, we develop three…

Machine Learning · Computer Science 2022-02-23 Zhiyu Zhang , Ashok Cutkosky , Ioannis Ch. Paschalidis

We consider the problem of online control of systems with time-varying linear dynamics. This is a general formulation that is motivated by the use of local linearization in control of nonlinear dynamical systems. To state meaningful…

Machine Learning · Computer Science 2022-02-15 Paula Gradu , Elad Hazan , Edgar Minasyan

We study the problem of online non-stochastic control (ONC), which is the control of a linear system under adversarial disturbances and adversarial cost functions, with the aim of minimizing the total cost incurred. A recent line of…

Optimization and Control · Mathematics 2026-04-21 Vijeth Hebbar , Spencer Hutchinson , Mahnoosh Alizadeh , Cédric Langbort

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

We consider control in linear time-varying dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing an online controller which minimizes regret against the best…

Machine Learning · Computer Science 2021-02-03 Gautam Goel , Babak Hassibi

We present and study models of adversarial online learning where the feedback observed by the learner is noisy, and the feedback is either full information feedback or bandit feedback. Specifically, we consider binary losses xored with the…

Machine Learning · Computer Science 2018-11-06 Alon Resler , Yishay Mansour

In this paper, we consider the problem of finding a meta-learning online control algorithm that can learn across the tasks when faced with a sequence of $N$ (similar) control tasks. Each task involves controlling a linear dynamical system…

Machine Learning · Computer Science 2022-08-23 Deepan Muthirayan , Dileep Kalathil , Pramod P. Khargonekar

We study the impact of predictions in online Linear Quadratic Regulator control with both stochastic and adversarial disturbances in the dynamics. In both settings, we characterize the optimal policy and derive tight bounds on the minimum…

Optimization and Control · Mathematics 2021-01-11 Chenkai Yu , Guanya Shi , Soon-Jo Chung , Yisong Yue , Adam Wierman

We consider the problem of controlling an unknown linear time-invariant dynamical system from a single chain of black-box interactions, with no access to resets or offline simulation. Under the assumption that the system is controllable, we…

Machine Learning · Computer Science 2021-02-19 Xinyi Chen , Elad Hazan

This paper addresses tracking of a moving target in a multi-agent network. The target follows a linear dynamics corrupted by an adversarial noise, i.e., the noise is not generated from a statistical distribution. The location of the target…

Optimization and Control · Mathematics 2017-02-22 Shahin Shahrampour , Ali Jadbabaie

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Aren Karapetyan , Diego Bolliger , Anastasios Tsiamis , Efe C. Balta , John Lygeros

We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal…

Optimization and Control · Mathematics 2022-06-23 Asaf Cassel , Alon Cohen , Tomer Koren

This paper considers online optimal control with affine constraints on the states and actions under linear dynamics with bounded random disturbances. The system dynamics and constraints are assumed to be known and time-invariant but the…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Yingying Li , Subhro Das , Na Li

We study the problem of controlling linear time-invariant systems with known noisy dynamics and adversarially chosen quadratic losses. We present the first efficient online learning algorithms in this setting that guarantee $O(\sqrt{T})$…

Machine Learning · Computer Science 2018-06-20 Alon Cohen , Avinatan Hassidim , Tomer Koren , Nevena Lazic , Yishay Mansour , Kunal Talwar

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