Related papers: Improper Learning for Non-Stochastic Control
In this paper, we address tracking of a time-varying parameter with unknown dynamics. We formalize the problem as an instance of online optimization in a dynamic setting. Using online gradient descent, we propose a method that sequentially…
We consider the problem of controlling an unknown linear quadratic Gaussian (LQG) system consisting of multiple subsystems connected over a network. Our goal is to minimize and quantify the regret (i.e. loss in performance) of our strategy…
This paper considers the problem of controlling a dynamical system when the state cannot be directly measured and the control performance metrics are unknown or partially known. In particular, we focus on the design of data-driven…
We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…
In contrast to the classic formulation of partial monitoring, linear partial monitoring can model infinite outcome spaces, while imposing a linear structure on both the losses and the observations. This setting can be viewed as a…
We present an optimisation-based method for synthesising a dynamic regret optimal controller for linear systems with potentially adversarial disturbances and known or adversarial initial conditions. The dynamic regret is defined as the…
Inspired by online learning, data-dependent regret has recently been proposed as a criterion for controller design. In the regret-optimal control paradigm, causal controllers are designed to minimize regret against a hypothetical optimal…
We propose a novel change point detection approach for online learning control with full information feedback (state, disturbance, and cost feedback) for unknown time-varying dynamical systems. We show that our algorithm can achieve a…
In this paper, we consider the problem of predicting observations generated online by an unknown, partially observed linear system, which is driven by stochastic noise. For such systems the optimal predictor in the mean square sense is the…
We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…
In this work, we investigate the problem of simultaneously learning and controlling a system subject to adversarial choices of disturbances and system parameters. We study the problem for a scalar system with $l_\infty$-norm bounded…
Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and…
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…
The setting of an agent making decisions under uncertainty and under dynamic constraints is common for the fields of optimal control, reinforcement learning, and recently also for online learning. In the online learning setting, the quality…
This paper investigates the problem of regret minimization in linear time-varying (LTV) dynamical systems. Due to the simultaneous presence of uncertainty and non-stationarity, designing online control algorithms for unknown LTV systems…
Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…
Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…
We introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…
We study the problem of regret minimization in partially observable linear quadratic control systems when the model dynamics are unknown a priori. We propose ExpCommit, an explore-then-commit algorithm that learns the model Markov…
We study the problem of Online Convex Optimization (OCO) with memory, which allows loss functions to depend on past decisions and thus captures temporal effects of learning problems. In this paper, we introduce dynamic policy regret as the…