Related papers: Robustness and Consistency in Linear Quadratic Con…
This paper addresses the inverse optimal control for the linear quadratic tracking problem with a fixed but unknown target state, which aims to estimate the possible triplets comprising the target state, the state weight matrix, and the…
Risk-sensitive linear quadratic regulator is one of the most fundamental problems in risk-sensitive optimal control. In this paper, we study online adaptive control of risk-sensitive linear quadratic regulator in the finite horizon episodic…
Robust data-driven controllers typically rely on datasets from previous experiments, which embed information on the variability of the system parameters across past operational conditions. Complementarily, data collected online can…
We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…
We introduce a new algorithm for online linear-quadratic control in a known system subject to adversarial disturbances. Existing regret bounds for this setting scale as $\sqrt{T}$ unless strong stochastic assumptions are imposed on the…
When models are inaccurate, the performance of model-based control will degrade. For linear quadratic control, an event-triggered learning framework is proposed that automatically detects inaccurate models and triggers the learning of a new…
This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…
This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…
In this paper, we revisit the problem of smoothed online learning, in which the online learner suffers both a hitting cost and a switching cost, and target two performance metrics: competitive ratio and dynamic regret with switching cost.…
In this paper, we propose and analyze a new method for online linear quadratic regulator (LQR) control with a priori unknown time-varying cost matrices. The cost matrices are revealed sequentially with the potential for future values to be…
Model predictive control is a powerful tool to generate complex motions for robots. However, it often requires solving non-convex problems online to produce rich behaviors, which is computationally expensive and not always practical in real…
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…
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…
We propose an approach to design a Model Predictive Controller (MPC) for constrained Linear Time Invariant systems performing an iterative task. The system is subject to an additive disturbance, and the goal is to learn to satisfy state and…
This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…
We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…
This paper proposes a robust control design method using reinforcement-learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement-learning algorithm with a new…
In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…
We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…