English
Related papers

Related papers: Exact Asymptotics for Linear Quadratic Adaptive Co…

200 papers

A fundamental problem in control is to learn a model of a system from observations that is useful for controller synthesis. To provide good performance guarantees, existing methods must assume that the real system is in the class of models…

Machine Learning · Computer Science 2012-07-04 Stephane Ross , J. Andrew Bagnell

We study the problem of worst case regret in piecewise stationary multi armed bandits. While the minimax theory for stationary bandits is well established, understanding analogous limits in time-varying settings is challenging. Existing…

Machine Learning · Computer Science 2025-11-11 Gal Mendelson , Eyal Tadmor

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

Automated vehicle control using reinforcement learning (RL) has attracted significant attention due to its potential to learn driving policies through environment interaction. However, RL agents often face training challenges in sample…

Robotics · Computer Science 2025-09-08 Zhihao Zhang , Chengyang Peng , Ekim Yurtsever , Keith A. Redmill

Adaptively collected data has become ubiquitous within modern practice. However, even seemingly benign adaptive sampling schemes can introduce severe biases, rendering traditional statistical inference tools inapplicable. This can be…

Statistics Theory · Mathematics 2025-12-02 Wei Fan , Kevin Tan , Yuting Wei

The lack of stability guarantee restricts the practical use of learning-based methods in core control problems in robotics. We develop new methods for learning neural control policies and neural Lyapunov critic functions in the model-free…

Robotics · Computer Science 2021-07-13 Ya-Chien Chang , Sicun Gao

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 learning a target function corresponding to a single hidden layer neural network, with a quadratic activation function after the first layer, and random weights. We consider the asymptotic limit where the input…

Machine Learning · Statistics 2025-02-10 Antoine Maillard , Emanuele Troiani , Simon Martin , Florent Krzakala , Lenka Zdeborová

Inverse optimal control problem emerges in different practical applications, where the goal is to design a cost function in order to approximate given optimal strategies of an expert. Typical application is in robotics for generation of…

Optimization and Control · Mathematics 2024-06-21 Frédéric Jean , Sofya Maslovskaya

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

We study reinforcement learning in stochastic path (SP) problems. The goal in these problems is to maximize the expected sum of rewards until the agent reaches a terminal state. We provide the first regret guarantees in this general problem…

Machine Learning · Computer Science 2022-10-18 Christoph Dann , Chen-Yu Wei , Julian Zimmert

The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper (2007) for estimation of unknown nonparametric regression. We prove that this procedure is asymptotically efficient for a quadratic risk. It…

Statistics Theory · Mathematics 2008-12-18 Leonid Galtchouk , Serguey Pergamenshchikov

This work presents a novel Learning Model Predictive Control (LMPC) strategy for autonomous racing at the handling limit that can iteratively explore and learn unknown dynamics in high-speed operational domains. We start from existing LMPC…

Robotics · Computer Science 2024-08-22 Haoru Xue , Edward L. Zhu , John M. Dolan , Francesco Borrelli

We present a midpoint policy iteration algorithm to solve linear quadratic optimal control problems in both model-based and model-free settings. The algorithm is a variation of Newton's method, and we show that in the model-based setting it…

Optimization and Control · Mathematics 2022-02-16 Benjamin Gravell , Iman Shames , Tyler Summers

We study episodic reinforcement learning with fixed reward and transition functions, but with episode-dependent admissible action sets that are observed at the start of each episode. Performance is measured by cumulative regret against the…

Machine Learning · Computer Science 2026-05-18 Zijun Chen , Zihan Zhang

In this paper, we present the combined learning-and-control (CLC) approach, which is a new way to solve optimal control problems with unknown dynamics by unifying model-based control and data-driven learning. The key idea is simple: we…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Panagiotis Kounatidis , Andreas A. Malikopoulos

We propose a simple, practical and intuitive approach to improve the performance of a conventional controller in uncertain environments using deep reinforcement learning while maintaining safe operation. Our approach is motivated by the…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Tom Staessens , Tom Lefebvre , Guillaume Crevecoeur

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

Machine Learning · Computer Science 2024-04-16 Huozhi Zhou , Jinglin Chen , Lav R. Varshney , Ashish Jagmohan

The selection of a reward function in Reinforcement Learning (RL) has garnered significant attention because of its impact on system performance. Issues of significant steady-state errors often manifest when quadratic reward functions are…

Systems and Control · Electrical Eng. & Systems 2024-04-02 Liyao Wang , Zishun Zheng , Yuan Lin

End-to-end models for autonomous driving hold the promise of learning complex behaviors directly from sensor data, but face critical challenges in safety and handling long-tail events. Reinforcement Learning (RL) offers a promising path to…

Computer Vision and Pattern Recognition · Computer Science 2026-03-12 Tianyi Yan , Tao Tang , Xingtai Gui , Yongkang Li , Jiasen Zhesng , Weiyao Huang , Lingdong Kong , Wencheng Han , Xia Zhou , Xueyang Zhang , Yifei Zhan , Kun Zhan , Cheng-zhong Xu , Jianbing Shen