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In this paper, we study the dynamic regret of online linear quadratic regulator (LQR) control with time-varying cost functions and disturbances. We consider the case where a finite look-ahead window of cost functions and disturbances is…

Optimization and Control · Mathematics 2021-02-03 Runyu Zhang , Yingying Li , Na Li

This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…

Machine Learning · Computer Science 2022-08-23 Mohamad Kazem Shirani Faradonbeh

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

We study the problem of state representation learning for control from partial and potentially high-dimensional observations. We approach this problem via cost-driven state representation learning, in which we learn a dynamical model in a…

Machine Learning · Computer Science 2026-03-10 Yi Tian , Kaiqing Zhang , Russ Tedrake , Suvrit Sra

This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…

Optimization and Control · Mathematics 2022-02-09 Daniel Gurevich , Debdipta Goswami , Charles L. Fefferman , Clarence W. Rowley

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

We present a model-based globally convergent policy gradient method (PGM) for linear quadratic Gaussian (LQG) control. Firstly, we establish equivalence between optimizing dynamic output feedback controllers and designing a static feedback…

Optimization and Control · Mathematics 2024-02-27 Tomonori Sadamoto , Fumiya Nakamata

We study time-inhomogeneous episodic reinforcement learning (RL) under general function approximation and sparse rewards. We design a new algorithm, Variance-weighted Optimistic $Q$-Learning (VO$Q$L), based on $Q$-learning and bound its…

Machine Learning · Computer Science 2022-12-13 Alekh Agarwal , Yujia Jin , Tong Zhang

We study the problem of adaptively controlling a known discrete-time nonlinear system subject to unmodeled disturbances. We prove the first finite-time regret bounds for adaptive nonlinear control with matched uncertainty in the stochastic…

Machine Learning · Computer Science 2020-11-30 Nicholas M. Boffi , Stephen Tu , Jean-Jacques E. Slotine

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

As we move towards safety-critical cyber-physical systems that operate in non-stationary and uncertain environments, it becomes crucial to close the gap between classical optimal control algorithms and adaptive learning-based methods. In…

Systems and Control · Electrical Eng. & Systems 2022-11-15 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate

The Linear Quadratic Gaussian (LQG) regulator is a cornerstone of optimal control theory, yet its performance can degrade significantly when the noise distributions deviate from the assumed Gaussian model. To address this limitation, this…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Riccardo Cescon , Andrea Martin , Giancarlo Ferrari-Trecate

In this paper we study an imitation and transfer learning setting for Linear Quadratic Gaussian (LQG) control, where (i) the system dynamics, noise statistics and cost function are unknown and expert data is provided (that is, sequences of…

Systems and Control · Electrical Eng. & Systems 2023-06-23 Taosha Guo , Abed AlRahman Al Makdah , Vishaal Krishnan , Fabio Pasqualetti

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

Representation learning is a powerful tool that enables learning over large multitudes of agents or domains by enforcing that all agents operate on a shared set of learned features. However, many robotics or controls applications that would…

Machine Learning · Computer Science 2024-07-30 Bruce D. Lee , Leonardo F. Toso , Thomas T. Zhang , James Anderson , Nikolai Matni

We propose a novel approach for analyzing dynamic regret of first-order constrained online convex optimization algorithms for strongly convex and Lipschitz-smooth objectives. Crucially, we provide a general analysis that is applicable to a…

Optimization and Control · Mathematics 2025-08-22 Fabian Jakob , Andrea Iannelli

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…

Machine Learning · Computer Science 2021-03-01 Naman Agarwal , Elad Hazan , Anirudha Majumdar , Karan Singh

This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Leilei Cui , Tamer Başar , Zhong-Ping Jiang

Designing controllers to generate various trajectories has been studied for years, while recently, recovering an optimal controller from trajectories receives increasing attention. In this paper, we reveal that the inherent linear quadratic…

Systems and Control · Electrical Eng. & Systems 2023-12-29 Chendi Qu , Jianping He , Xiaoming Duan

We study online reinforcement learning for finite-horizon deterministic control systems with {\it arbitrary} state and action spaces. Suppose that the transition dynamics and reward function is unknown, but the state and action space is…

Machine Learning · Computer Science 2019-05-07 Lin F. Yang , Chengzhuo Ni , Mengdi Wang
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