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We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…

Optimization and Control · Mathematics 2022-11-02 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

We study adversarially robust multitask adaptive linear quadratic control; a setting where multiple systems collaboratively learn control policies under model uncertainty and adversarial corruption. We propose a clustered multitask approach…

Machine Learning · Computer Science 2025-11-10 Kasra Fallah , Leonardo F. Toso , James Anderson

Consider the sequential optimization of a continuous, possibly non-convex, and expensive to evaluate objective function $f$. The problem can be cast as a Gaussian Process (GP) bandit where $f$ lives in a reproducing kernel Hilbert space…

Machine Learning · Statistics 2021-08-23 Sattar Vakili , Nacime Bouziani , Sepehr Jalali , Alberto Bernacchia , Da-shan Shiu

Learning how to effectively control unknown dynamical systems is crucial for intelligent autonomous systems. This task becomes a significant challenge when the underlying dynamics are changing with time. Motivated by this challenge, this…

Machine Learning · Computer Science 2025-10-21 Yahya Sattar , Zhe Du , Davoud Ataee Tarzanagh , Laura Balzano , Necmiye Ozay , Samet Oymak

This paper describes the design of a linear quadratic gaussian (LQG) for trajectory tracking control of UAV Bicopter. In this work, disturbance in the form of payload significantly affects the trajectory tracking control process on the UAV…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Fahmizal , Hanung Adi Nugroho , Adha Imam Cahyadi , Igi Ardiyanto

In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper considers a model-free approach to the problem, where the…

Machine Learning · Computer Science 2021-02-02 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

In this paper, we consider the problem of tracking a reference trajectory for a simplified car model based on unicycle kinematics, whose position only is measured, and where the control input and the measurements are corrupted by…

Robotics · Computer Science 2014-06-19 Sébastien Diemer , Silvère Bonnabel

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

Planning under motion and observation uncertainties requires solution of a stochastic control problem in the space of feedback policies. In this paper, we reduce the general (n^2+n)-dimensional belief space planning problem to an…

Robotics · Computer Science 2016-08-12 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

Lagrangian systems represent a wide range of robotic systems, including manipulators, wheeled and legged robots, and quadrotors. Inverse dynamics control and feedforward linearization techniques are typically used to convert the complex…

Robotics · Computer Science 2018-09-13 Mohamed K. Helwa , Adam Heins , Angela P. Schoellig

We consider event-triggered linear-quadratic Gaussian (LQG) control when sensor updates are transmitted over an i.i.d. packet-erasure channel. Although the optimal controller in a standard LQG setup is available in closed form, choosing…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Zahra Hashemi , Dipankar Maity

This paper investigates the regret associated with the Distributionally Robust Control (DRC) strategies used to address multistage optimization problems where the involved probability distributions are not known exactly, but rather are…

Optimization and Control · Mathematics 2022-12-02 Venkatraman Renganathan , Dongjun Wu

This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…

Optimization and Control · Mathematics 2021-03-16 Bo Pang , Zhong-Ping Jiang

This paper presents a pioneering approach to solving the linear quadratic regulation (LQR) and linear quadratic tracking (LQT) problems with constrained inputs using a novel off-policy continuous-time Q-learning framework. The proposed…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Duc Cuong Nguyen , Quang Huy Dao , Phuong Nam Dao

Adapting to a priori unknown noise level is a very important but challenging problem in sequential decision-making as efficient exploration typically requires knowledge of the noise level, which is often loosely specified. We report…

Machine Learning · Statistics 2024-06-11 Kwang-Sung Jun , Jungtaek Kim

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…

Machine Learning · Computer Science 2020-05-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…

Optimization and Control · Mathematics 2023-07-20 Juanjuan Xu , Jingmei Liu , Zhaorong Zhang , Wei Wang

We consider the problem of online prediction in a marginally stable linear dynamical system subject to bounded adversarial or (non-isotropic) stochastic perturbations. This poses two challenges. Firstly, the system is in general…

Machine Learning · Computer Science 2020-11-24 Udaya Ghai , Holden Lee , Karan Singh , Cyril Zhang , Yi Zhang

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

Risk-sensitive control balances performance with resilience to unlikely events in uncertain systems. This paper introduces ergodic-risk criteria, which capture long-term cumulative risks through probabilistic limit theorems. By ensuring the…

Optimization and Control · Mathematics 2025-03-11 Shahriar Talebi , Na Li