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In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…

Optimization and Control · Mathematics 2025-04-24 Vijeth Hebbar , Cédric Langbort

We consider the optimal regulation problem for nonlinear control-affine dynamical systems. Whereas the linear-quadratic regulator (LQR) considers optimal control of a linear system with quadratic cost function, we study polynomial systems…

Optimization and Control · Mathematics 2024-10-30 Nicholas A. Corbin , Boris Kramer

We consider the problem of controlling an unknown linear dynamical system under adversarially changing convex costs and full feedback of both the state and cost function. We present the first computationally-efficient algorithm that attains…

Machine Learning · Computer Science 2022-06-06 Asaf Cassel , Alon Cohen , Tomer Koren

In this paper, we study the irregular output feedback linear quadratic (LQ) control problem, which is a continuous work of previous works for irregular LQ control [33] where the state is assumed to be exactly known priori. Different from…

Optimization and Control · Mathematics 2019-05-17 Juanjuan Xu , Huanshui Zhang

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

The quadratic optimal state feedback (LQR) is one of the most popular designs for linear systems and succeeds via the solution of the algebraic Riccati equation. The situation is different in the case of non-linear systems: the Riccati…

Optimization and Control · Mathematics 2024-01-30 Boris Lohmann , Joscha Bongard

The Linear-Quadratic Regulation (LQR) problem with unknown system parameters has been widely studied, but it has remained unclear whether $\tilde{ \mathcal{O}}(\sqrt{T})$ regret, which is the best known dependence on time, can be achieved…

Optimization and Control · Mathematics 2025-01-28 Yiwen Lu , Yilin Mo

Feedback control problems involving autonomous quadratic systems are prevalent, yet there are only a limited number of software tools available for approximating their solution due to the complexity of the problem. This paper represents a…

Optimization and Control · Mathematics 2019-10-09 Jeff Borggaard , Lizette Zietsman

A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR problems. This class of problem arises frequently in robotic…

Optimization and Control · Mathematics 2018-09-18 Forrest Laine , Claire Tomlin

This paper studies online solutions for regret-optimal control in partially observable systems over an infinite-horizon. Regret-optimal control aims to minimize the difference in LQR cost between causal and non-causal controllers while…

Systems and Control · Electrical Eng. & Systems 2023-11-15 Joudi Hajar , Oron Sabag , Babak Hassibi

We study the adaptive control of an unknown linear system with a quadratic cost function subject to safety constraints on both the states and actions. The challenges of this problem arise from the tension among safety, exploration,…

Systems and Control · Electrical Eng. & Systems 2021-11-02 Yingying Li , Subhro Das , Jeff Shamma , Na Li

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu

Performance of adaptive control policies is assessed through the regret with respect to the optimal regulator, which reflects the increase in the operating cost due to uncertainty about the dynamics parameters. However, available results in…

Systems and Control · Computer Science 2020-03-24 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Peter A. Fisher , Anuradha M. Annaswamy

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

Understanding how to efficiently learn while adhering to safety constraints is essential for using online reinforcement learning in practical applications. However, proving rigorous regret bounds for safety-constrained reinforcement…

Machine Learning · Statistics 2025-04-29 Benjamin Schiffer , Lucas Janson

Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…

Optimization and Control · Mathematics 2025-06-17 Weijian Li , Panagiotis Kounatidis , Zhong-Ping Jiang , Andreas A. Malikopoulos

The linear-quadratic regulator (LQR) is an efficient control method for linear and linearized systems. Typically, LQR is implemented in minimal coordinates (also called generalized or "joint" coordinates). However, other coordinates are…

Optimization and Control · Mathematics 2022-04-19 Jan Brüdigam , Zachary Manchester

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 adaptive control of a high dimensional linear quadratic (LQ) system. Previous work established the asymptotic convergence to an optimal controller for various adaptive control schemes. More recently, for the average…

Machine Learning · Statistics 2013-03-26 Morteza Ibrahimi , Adel Javanmard , Benjamin Van Roy