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In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Marko Nonhoff , Johannes Köhler , Matthias A. Müller

Learning methods are increasingly used to synthesize controllers from data, yet existing sample-complexity characterizations for continuous control are sharp only in the fully observed setting. This paper studies the partially observed case…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Bruce D. Lee , Anastasios Tsiamis , Nikolai Matni , Manfred Morari , John Lygeros

In this paper, we study the outage minimization problem in a decode-and-forward cooperative network with relay uncertainty. To reduce the outage probability and improve the quality of service, existing researches usually rely on the…

Information Theory · Computer Science 2022-05-19 Yuanzhe Geng , Erwu Liu , Rui Wang , Pengcheng Sun , Binyu Lu

We propose a new method for controlling linear dynamical systems under adversarial disturbances and cost functions. Our algorithm achieves a running time that scales polylogarithmically with the inverse of the stability margin, improving…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Anand Brahmbhatt , Gon Buzaglo , Sofiia Druchyna , Elad Hazan

We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while also guaranteeing constraint satisfaction. Our method…

Optimization and Control · Mathematics 2025-06-25 Irina Wang , Bart Van Parys , Bartolomeo Stellato

Robustness and safety are critical for the trustworthy deployment of deep reinforcement learning. Real-world decision making applications require algorithms that can guarantee robust performance and safety in the presence of general…

Machine Learning · Computer Science 2024-03-29 James Queeney , Erhan Can Ozcan , Ioannis Ch. Paschalidis , Christos G. Cassandras

Reinforcement learning is commonly associated with training of reward-maximizing (or cost-minimizing) agents, in other words, controllers. It can be applied in model-free or model-based fashion, using a priori or online collected system…

Systems and Control · Electrical Eng. & Systems 2022-09-01 Lukas Beckenbach , Pavel Osinenko , Stefan Streif

This paper introduces an innovative approach based on policy iteration (PI), a reinforcement learning (RL) algorithm, to obtain an optimal observer with a quadratic cost function. This observer is designed for systems with a given…

Systems and Control · Electrical Eng. & Systems 2023-11-29 Soroush Asri , Luis Rodrigues

This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…

Optimization and Control · Mathematics 2022-11-21 Luis Rodrigues

In this paper we focus on the unconstrained binary quadratic optimization model, maximize x^t Qx, x binary, and consider the problem of identifying optimal solutions that are robust with respect to perturbations in the Q matrix.. We are…

Artificial Intelligence · Computer Science 2017-09-25 Mark Lewis , Gary Kochenberger , John Metcalfe

The applicability of reinforcement learning (RL) algorithms in real-world domains often requires adherence to safety constraints, a need difficult to address given the asymptotic nature of the classic RL optimization objective. In contrast…

Machine Learning · Computer Science 2021-04-15 Moritz A. Zanger , Karam Daaboul , J. Marius Zöllner

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…

Machine Learning · Computer Science 2022-10-11 Viraj Mehta , Ian Char , Joseph Abbate , Rory Conlin , Mark D. Boyer , Stefano Ermon , Jeff Schneider , Willie Neiswanger

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Jad Wehbeh , Eric C. Kerrigan

Controller design faces a trade-off between robustness and performance, and the reliability of linear controllers has caused many practitioners to focus on the former. However, there is renewed interest in improving system performance to…

Optimization and Control · Mathematics 2012-08-07 Anil Aswani , Humberto Gonzalez , S. Shankar Sastry , Claire Tomlin

Reinforcement learning (RL) is promising for complicated stochastic nonlinear control problems. Without using a mathematical model, an optimal controller can be learned from data evaluated by certain performance criteria through…

Systems and Control · Electrical Eng. & Systems 2020-11-16 Minghao Han , Yuan Tian , Lixian Zhang , Jun Wang , Wei Pan

Training machine learning models that are robust against adversarial inputs poses seemingly insurmountable challenges. To better understand adversarial robustness, we consider the underlying problem of learning robust representations. We…

Machine Learning · Computer Science 2020-07-07 Sicheng Zhu , Xiao Zhang , David Evans

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly…

Machine Learning · Computer Science 2018-10-25 Esther Derman , Daniel J. Mankowitz , Timothy A. Mann , Shie Mannor

This paper addresses the average cost minimization problem for discrete-time systems with multiplicative and additive noises via reinforcement learning. By using Q-function, we propose an online learning scheme to estimate the kernel matrix…

Systems and Control · Electrical Eng. & Systems 2020-10-14 Jing Lai , Junlin Xiong