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The problem of efficient quantum state learning, also called shadow tomography, aims to comprehend an unknown $d$-dimensional quantum state through POVMs. Yet, these states are rarely static; they evolve due to factors such as measurements,…

Machine Learning · Computer Science 2024-09-18 Xinyi Chen , Elad Hazan , Tongyang Li , Zhou Lu , Xinzhao Wang , Rui Yang

Real world evolves in continuous time but computations are done from finite samples. Therefore, we study algorithms using finite observations in continuous-time linear dynamical systems. We first study the system identification problem, and…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Hongyi Zhou , Jingwei Li , Jingzhao Zhang

We study Online Convex Optimization in the unbounded setting where neither predictions nor gradient are constrained. The goal is to simultaneously adapt to both the sequence of gradients and the comparator. We first develop parameter-free…

Machine Learning · Computer Science 2020-08-11 Zakaria Mhammedi , Wouter M. Koolen

The ability to achieve precise and smooth trajectory tracking is crucial for ensuring the successful execution of various tasks involving robotic manipulators. State-of-the-art techniques require accurate mathematical models of the robot…

Robotics · Computer Science 2024-06-21 Mohamed Abdelwahab , Giulio Giacomuzzo , Alberto Dalla Libera , Ruggero Carli

We study online maximization of non-monotone Diminishing-Return(DR)-submodular functions over down-closed convex sets, a regime where existing projection-free online methods suffer from suboptimal regret and limited feedback guarantees. Our…

Machine Learning · Computer Science 2026-02-25 Yiyang Lu , Haresh Jadav , Mohammad Pedramfar , Ranveer Singh , Vaneet Aggarwal

This paper describes a new parameter-free online learning algorithm for changing environments. In comparing against algorithms with the same time complexity as ours, we obtain a strongly adaptive regret bound that is a factor of at least…

Machine Learning · Statistics 2017-08-08 Kwang-Sung Jun , Francesco Orabona , Rebecca Willett , Stephen Wright

This paper studies adaptive targeting under network interference in a bandit setting, where treatments applied to one individual may affect others through spillover effects. We consider a linear model in a sparse regime, where each…

Machine Learning · Statistics 2026-05-28 Xiaomeng Wang , Hamsa Bastani , Osbert Bastani , Zhimei Ren

Inspired by online learning, data-dependent regret has recently been proposed as a criterion for controller design. In the regret-optimal control paradigm, causal controllers are designed to minimize regret against a hypothetical optimal…

Optimization and Control · Mathematics 2022-09-15 Gautam Goel , Babak Hassibi

We present a set of model-free, reduced-dimensional reinforcement learning (RL) based optimal control designs for linear time-invariant singularly perturbed (SP) systems. We first present a state-feedback and output-feedback based RL…

Systems and Control · Electrical Eng. & Systems 2021-02-08 Sayak Mukherjee , He Bai , Aranya Chakrabortty

This paper considers the linear-quadratic dual control problem where the system parameters need to be identified and the control objective needs to be optimized in the meantime. Contrary to existing works on data-driven linear-quadratic…

Systems and Control · Electrical Eng. & Systems 2021-11-22 Yiwen Lu , Yilin Mo

We design algorithms for online linear optimization that have optimal regret and at the same time do not need to know any upper or lower bounds on the norm of the loss vectors. We achieve adaptiveness to norms of loss vectors by scale…

Machine Learning · Computer Science 2015-07-03 Francesco Orabona , David Pal

We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Hongyu Zhou , Vasileios Tzoumas

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

We study the convergence of model-based policy gradient for the deterministic, scalar, discounted linear-quadratic regulator when the controller is an overparameterized one-hidden-layer ReLU network without biases. Although the optimal LQR…

Optimization and Control · Mathematics 2026-04-27 Jhojan A. Rodriguez-Gil , César A. Uribe

A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…

Optimization and Control · Mathematics 2020-08-25 Jianping Huang , Jiongmin Yong , Hua-Cheng Zhou

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour

Feedback control problems involving autonomous quadratic systems are prevalent, yet there are only a limited number of software tools available for approximating their solution due to the complexity of the problem. This paper represents a…

Optimization and Control · Mathematics 2019-10-09 Jeff Borggaard , Lizette Zietsman

The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…

Optimization and Control · Mathematics 2026-03-17 Haoran Li , Xun Li , Yuan-Hua Ni , Xuebo Zhang

We study the problem of controlling linear time-invariant systems with known noisy dynamics and adversarially chosen quadratic losses. We present the first efficient online learning algorithms in this setting that guarantee $O(\sqrt{T})$…

Machine Learning · Computer Science 2018-06-20 Alon Cohen , Avinatan Hassidim , Tomer Koren , Nevena Lazic , Yishay Mansour , Kunal Talwar

The linear quadratic regulator problem is central in optimal control and was investigated since the very beginning of control theory. Nevertheless, when it includes affine state constraints, it remains very challenging from the classical…

Optimization and Control · Mathematics 2021-03-30 Pierre-Cyril Aubin-Frankowski