Related papers: Regret Bounds for Adaptive Nonlinear Control
We consider the problem of online adaptive control of the linear quadratic regulator, where the true system parameters are unknown. We prove new upper and lower bounds demonstrating that the optimal regret scales as…
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…
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…
Online learning and model reference adaptive control have many interesting intersections. One area where they differ however is in how the algorithms are analyzed and what objective or metric is used to discriminate "good" algorithms from…
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…
We consider the online control problem with an unknown linear dynamical system in the presence of adversarial perturbations and adversarial convex loss functions. Although the problem is widely studied in model-based control, it remains…
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…
This paper proposes a robust regret control framework in which the performance baseline adapts to the realization of system uncertainty. The plant is modeled as a discrete-time, uncertain linear time-invariant system with real-parametric…
We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…
Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…
TWe establish regret lower bounds for adaptively controlling an unknown linear Gaussian system with quadratic costs. We combine ideas from experiment design, estimation theory and a perturbation bound of certain information matrices to…
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…
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…
Adaptively controlling and minimizing regret in unknown dynamical systems while controlling the growth of the system state is crucial in real-world applications. In this work, we study the problem of stabilization and regret minimization of…
We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…
We propose an online learning algorithm that adaptively designs a decentralized linear quadratic regulator when the system model is unknown a priori and new data samples from a single system trajectory become progressively available. The…
This paper studies online nonstochastic control problems with adversarial and static constraints. We propose online nonstochastic control algorithms that achieve both sublinear regret and sublinear adversarial constraint violation while…
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…
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…
We study the problem of system identification and adaptive control in partially observable linear dynamical systems. Adaptive and closed-loop system identification is a challenging problem due to correlations introduced in data collection.…