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Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…

Optimization and Control · Mathematics 2022-02-09 Daniel Gurevich , Debdipta Goswami , Charles L. Fefferman , Clarence W. Rowley

Model Predictive Control (MPC) is a well-established approach to solve infinite horizon optimal control problems. Since optimization over an infinite time horizon is generally infeasible, MPC determines a suboptimal feedback control by…

Optimization and Control · Mathematics 2022-10-26 Saskia Dietze , Martin A. Grepl

This paper presents an uncertainty compensation-based robust adaptive model predictive control (MPC) framework for linear systems with both matched and unmatched nonlinear uncertainties subject to both state and input constraints. In…

Systems and Control · Electrical Eng. & Systems 2024-09-27 Ran Tao , Pan Zhao , Ilya Kolmanovsky , Naira Hovakimyan

We address the problem of learning to control an unknown nonlinear dynamical system through sequential interactions. Motivated by high-stakes applications in which mistakes can be catastrophic, such as robotics and healthcare, we study…

Machine Learning · Computer Science 2025-04-14 James Wang , Bruce D. Lee , Ingvar Ziemann , Nikolai Matni

The problem of regret minimization for online adaptive control of linear-quadratic systems is studied. In this problem, the true system transition parameters (matrices $A$ and $B$) are unknown, and the objective is to design and analyze…

Optimization and Control · Mathematics 2022-10-31 Mohammad Akbari , Bahman Gharesifard , Tamas Linder

In this work we consider the online control of a known linear dynamic system with adversarial disturbance and adversarial controller cost. The goal in online control is to minimize the regret, defined as the difference between cumulative…

Optimization and Control · Mathematics 2021-10-15 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

Model Predictive Control (MPC) is a widely used technique for managing timevarying systems, supported by extensive theoretical analysis. While theoretical studies employing dynamic regret frameworks have established robust performance…

Systems and Control · Electrical Eng. & Systems 2025-02-20 Nhat M. Nguyen

We present an online learning analysis of minimax adaptive control for the case where the uncertainty includes a finite set of linear dynamical systems. Precisely, for each system inside the uncertainty set, we define the model-based regret…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Venkatraman Renganathan , Andrea Iannelli , Anders Rantzer

The Adversarial Markov Decision Process (AMDP) is a learning framework that deals with unknown and varying tasks in decision-making applications like robotics and recommendation systems. A major limitation of the AMDP formalism, however, is…

Machine Learning · Statistics 2024-05-06 Sang Bin Moon , Abolfazl Hashemi

A Multi-Agent Cooperative Learning (MACL) system is an artificial intelligence (AI) system where multiple learning agents work together to complete a common task. Recent empirical success of MACL systems in various domains (e.g. traffic…

Machine Learning · Computer Science 2023-10-31 Jialin Yi

In this technical note we analyse the performance improvement and optimality properties of the Learning Model Predictive Control (LMPC) strategy for linear deterministic systems. The LMPC framework is a policy iteration scheme where…

Optimization and Control · Mathematics 2022-02-02 Ugo Rosolia , Yingzhao Lian , Emilio T. Maddalena , Giancarlo Ferrari-Trecate , Colin N. Jones

This paper investigates the regret associated with the Distributionally Robust Control (DRC) strategies used to address multistage optimization problems where the involved probability distributions are not known exactly, but rather are…

Optimization and Control · Mathematics 2022-12-02 Venkatraman Renganathan , Dongjun Wu

We study the problem of planning under model uncertainty in an online meta-reinforcement learning (RL) setting where an agent is presented with a sequence of related tasks with limited interactions per task. The agent can use its experience…

Artificial Intelligence · Computer Science 2023-01-02 Khimya Khetarpal , Claire Vernade , Brendan O'Donoghue , Satinder Singh , Tom Zahavy

In this paper, we study the dynamic regret of online linear quadratic regulator (LQR) control with time-varying cost functions and disturbances. We consider the case where a finite look-ahead window of cost functions and disturbances is…

Optimization and Control · Mathematics 2021-02-03 Runyu Zhang , Yingying Li , Na Li

Integrated assessment models have become the primary tools for comparing climate policies that seek to reduce greenhouse gas emissions. Policy comparisons have often been performed by considering a planner who seeks to make optimal…

Econometrics · Economics 2022-01-24 Stephen J. DeCanio , Charles F. Manski , Alan H. Sanstad

We consider the problem of learning in episodic finite-horizon Markov decision processes with an unknown transition function, bandit feedback, and adversarial losses. We propose an efficient algorithm that achieves…

Machine Learning · Computer Science 2020-11-03 Chi Jin , Tiancheng Jin , Haipeng Luo , Suvrit Sra , Tiancheng Yu

A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

Machine Learning · Computer Science 2023-12-13 Xiang Ji , Gen Li

In this paper, we investigate the optimal robot path planning problem for high-level specifications described by co-safe linear temporal logic (LTL) formulae. We consider the scenario where the map geometry of the workspace is…

Systems and Control · Electrical Eng. & Systems 2024-01-18 Jianing Zhao , Keyi Zhu , Mingyang Feng , Xiang Yin

We study the problem of data-driven, constrained control of unknown nonlinear dynamics from a single ongoing and finite-horizon trajectory. We consider a one-step optimal control problem with a smooth, black-box objective, typically a…

Optimization and Control · Mathematics 2022-06-23 Abraham P. Vinod , Arie Israel , Ufuk Topcu