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This paper considers the problem of adaptively overriding unsafe actions of a nominal controller in the presence of high-relative-degree nonovershooting constraints and parametric uncertainties. To prevent the design from being coupled with…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Ziliang Lyu , Miroslav Krstic , Kaixin Lu , Yiguang Hong , Lihua Xie

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…

Optimization and Control · Mathematics 2025-10-27 Jietian Liu , Peter Seiler

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

This paper considers real-time control and learning problems for finite-dimensional linear systems under binary-valued and randomly disturbed output observations. This has long been regarded as an open problem because the exact values of…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Lantian Zhang , Lei Guo

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

In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

We study the impact of predictions in online Linear Quadratic Regulator control with both stochastic and adversarial disturbances in the dynamics. In both settings, we characterize the optimal policy and derive tight bounds on the minimum…

Optimization and Control · Mathematics 2021-01-11 Chenkai Yu , Guanya Shi , Soon-Jo Chung , Yisong Yue , Adam Wierman

This paper presents local asymptotic minimax regret lower bounds for adaptive Linear Quadratic Regulators (LQR). We consider affinely parametrized $B$-matrices and known $A$-matrices and aim to understand when logarithmic regret is…

Optimization and Control · Mathematics 2021-05-03 Ingvar Ziemann , Henrik Sandberg

We consider adaptive control problem in presence of nonlinear parametrization of uncertainties in the model. It is shown that despite traditional approaches require for domination in the control loop during adaptation, it is not often…

Optimization and Control · Mathematics 2007-05-23 Ivan Tyukin , Cees van Leeuwen

A key assumption in the theory of nonlinear adaptive control is that the uncertainty of the system can be expressed in the linear span of a set of known basis functions. While this assumption leads to efficient algorithms, it limits…

Optimization and Control · Mathematics 2022-08-26 Nicholas M. Boffi , Stephen Tu , Jean-Jacques E. Slotine

Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…

General Mathematics · Mathematics 2007-05-23 Alexander Bolonkin , Robert Sierakowski

We study the Linear-Quadratic optimal control problem for a general class of infinite-dimensional passive systems, allowing for unbounded input and output operators. We show that under mild assumptions, the finite cost condition is always…

Optimization and Control · Mathematics 2025-06-05 Anthony Hastir , Birgit Jacob

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

We study the infinite-horizon distributionally robust (DR) control of linear systems with quadratic costs, where disturbances have unknown, possibly time-correlated distribution within a Wasserstein-2 ambiguity set. We aim to minimize the…

Optimization and Control · Mathematics 2024-06-12 Taylan Kargin , Joudi Hajar , Vikrant Malik , Babak Hassibi

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…

Machine Learning · Computer Science 2020-02-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

We consider the fundamental problem of online control of a linear dynamical system from two different viewpoints: regret minimization and competitive analysis. We prove that the optimal competitive policy is well-approximated by a convex…

Machine Learning · Computer Science 2022-11-22 Gautam Goel , Naman Agarwal , Karan Singh , Elad Hazan

We consider measurement-feedback control in linear dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing an online controller which competes with the optimal…

Systems and Control · Electrical Eng. & Systems 2021-06-24 Gautam Goel , Babak Hassibi

We propose a certainty-equivalence scheme for adaptive control of scalar linear systems subject to additive, i.i.d. Gaussian disturbances and bounded control input constraints, without requiring prior knowledge of the bounds of the system…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

We propose a new risk-constrained reformulation of the standard Linear Quadratic Regulator (LQR) problem. Our framework is motivated by the fact that the classical (risk-neutral) LQR controller, although optimal in expectation, might be…

Systems and Control · Electrical Eng. & Systems 2020-10-30 Anastasios Tsiamis , Dionysios S. Kalogerias , Luiz F. O. Chamon , Alejandro Ribeiro , George J. Pappas

Autoregressive exogenous (ARX) systems are the general class of input-output dynamical systems used for modeling stochastic linear dynamical systems (LDS) including partially observable LDS such as LQG systems. In this work, we study the…

Machine Learning · Computer Science 2021-08-30 Sahin Lale , Kamyar Azizzadenesheli , Babak Hassibi , Anima Anandkumar
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