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In controlling systems with large operating envelopes, it is often necessary to adjust the desired dynamics according to operating conditions. This paper presents a robust adaptive control architecture for linear parameter-varying (LPV)…

Systems and Control · Electrical Eng. & Systems 2024-07-31 Pan Zhao , Steven Snyder , Naira Hovakimyana , Chengyu Cao

Stochastic linear bandits with high-dimensional sparse features are a practical model for a variety of domains, including personalized medicine and online advertising. We derive a novel $\Omega(n^{2/3})$ dimension-free minimax regret lower…

Machine Learning · Statistics 2021-09-07 Botao Hao , Tor Lattimore , Mengdi Wang

This paper proposes a linear bandit algorithm that is adaptive to environments at two different levels of hierarchy. At the higher level, the proposed algorithm adapts to a variety of types of environments. More precisely, it achieves…

Machine Learning · Computer Science 2023-02-27 Shinji Ito , Kei Takemura

We introduce a new online convex optimization algorithm that adaptively chooses its regularization function based on the loss functions observed so far. This is in contrast to previous algorithms that use a fixed regularization function…

Machine Learning · Computer Science 2010-07-08 H. Brendan McMahan , Matthew Streeter

We study the problem of learning-augmented predictive linear quadratic control. Our goal is to design a controller that balances \textit{"consistency"}, which measures the competitive ratio when predictions are accurate, and…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Tongxin Li , Ruixiao Yang , Guannan Qu , Guanya Shi , Chenkai Yu , Adam Wierman , Steven H. Low

We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…

Optimization and Control · Mathematics 2021-12-15 Anastasios Tsiamis , Dionysios S. Kalogerias , Alejandro Ribeiro , George J. Pappas

Stabilization of linear systems with unknown dynamics is a canonical problem in adaptive control. Since the lack of knowledge of system parameters can cause it to become destabilized, an adaptive stabilization procedure is needed prior to…

Systems and Control · Computer Science 2018-07-25 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

It is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs (i.e., stochastic linear quadratic control problems) with random coefficients in infinite dimensions; while the same problem but in finite…

Optimization and Control · Mathematics 2019-10-15 Qi Lu , Xu Zhang

Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Tochukwu Elijah Ogri , S. M. Nahid Mahmud , Zachary I. Bell , Rushikesh Kamalapurkar

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…

Systems and Control · Electrical Eng. & Systems 2022-02-10 Jafar Abbaszadeh Chekan , Kamyar Azizzadenesheli , Cedric Langbort

Recently it has been shown, in several settings, how to carry out adaptive control for an LTI plant so that a convolution bound holds on the closed-loop behavior; this, in turn, has been leveraged to prove robustness of the closed-loop…

Optimization and Control · Mathematics 2022-09-02 Mohamad T. Shahab , Daniel E. Miller

It is well-known that the controllability of finite-dimensional nonlinear systems can be established by showing the controllability of the linearized system. However, this classical result does not generalize to infinite-dimensional…

Optimization and Control · Mathematics 2021-07-29 Bernd Kolar , Markus Schöberl

The linear-quadratic regulator (LQR) is an efficient control method for linear and linearized systems. Typically, LQR is implemented in minimal coordinates (also called generalized or "joint" coordinates). However, other coordinates are…

Optimization and Control · Mathematics 2022-04-19 Jan Brüdigam , Zachary Manchester

We will present a new general framework for robust and adaptive control that allows for distributed and scalable learning and control of large systems of interconnected linear subsystems. The control method is demonstrated for a linear…

Systems and Control · Computer Science 2019-04-02 Dimitar Ho , John C. Doyle

In this paper we provide provable regret guarantees for an online meta-learning receding horizon control algorithm in an iterative control setting. We consider the setting where, in each iteration the system to be controlled is a linear…

Systems and Control · Electrical Eng. & Systems 2022-11-02 Deepan Muthirayan , Pramod P. Khargonekar

Lifelong reinforcement learning provides a promising framework for developing versatile agents that can accumulate knowledge over a lifetime of experience and rapidly learn new tasks by building upon prior knowledge. However, current…

Machine Learning · Computer Science 2015-05-22 Haitham Bou Ammar , Rasul Tutunov , Eric Eaton

This study focuses on the problem of optimal mismatched disturbance rejection control for uncontrollable linear discrete-time systems. In contrast to previous studies, by introducing a quadratic performance index such that the regulated…

Optimization and Control · Mathematics 2022-09-16 Shichao Lv , Hongdan Li , Kai Peng , Huanshui Zhang

We consider the problem of online linear regression on arbitrary deterministic sequences when the ambient dimension d can be much larger than the number of time rounds T. We introduce the notion of sparsity regret bound, which is a…

Machine Learning · Statistics 2013-04-17 Sébastien Gerchinovitz

We study reinforcement learning (RL) for the same class of continuous-time stochastic linear--quadratic (LQ) control problems as in \cite{huang2024sublinear}, where volatilities depend on both states and controls while states are…

Machine Learning · Computer Science 2025-07-24 Yilie Huang , Xun Yu Zhou

We consider the linear quadratic regulator (LQR) for one-dimensional linear evolution partial differential equations (PDEs) on a finite interval in space. The control is applied as an additive forcing term to PDEs. Existing methods for…

Systems and Control · Electrical Eng. & Systems 2025-05-26 Zhexian Li , Athanassios S. Fokas , Ketan Savla