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This paper proposes a novel online data-driven adaptive control for unknown linear time-varying systems. Initialized with an empirical feedback gain, the algorithm periodically updates this gain based on the data collected over a short time…

Systems and Control · Electrical Eng. & Systems 2024-01-31 Shenyu Liu , Kaiwen Chen , Jaap Eising

A novel method of an adaptive linear quadratic (LQ) regulation of uncertain continuous linear time-invariant systems is proposed. Such an approach is based on the direct self-tuning regulators design framework and the exponentially stable…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

We consider the problem of controlling a possibly unknown linear dynamical system with adversarial perturbations, adversarially chosen convex loss functions, and partially observed states, known as non-stochastic control. We introduce a…

Machine Learning · Computer Science 2020-06-26 Max Simchowitz , Karan Singh , Elad Hazan

This article focuses on the globally composite adaptive law-based intelligent finite-/fixed- time (FnT/FxT) tracking control issue for a family of uncertain strict-feedback nonlinear systems. First, intelligent approximators with new…

Systems and Control · Electrical Eng. & Systems 2023-08-15 Xidong Wang

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

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

We provide an algorithm for the simultaneous system identification and model predictive control of nonlinear systems. The algorithm has finite-time near-optimality guarantees and asymptotically converges to the optimal (non-causal)…

Robotics · Computer Science 2025-11-04 Hongyu Zhou , Vasileios Tzoumas

We study the problem of adaptive control of a high dimensional linear quadratic (LQ) system. Previous work established the asymptotic convergence to an optimal controller for various adaptive control schemes. More recently, for the average…

Machine Learning · Statistics 2013-03-26 Morteza Ibrahimi , Adel Javanmard , Benjamin Van Roy

We analyze offline designs of linear quadratic regulator (LQR) strategies with uncertain disturbances. First, we consider the scenario where the exogenous variable can be estimated in a controlled environment, and subsequently, consider a…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Sayak Mukherjee , Ramij R. Hossain , Mahantesh Halappanavar

We study the problem of adaptive control of the linear quadratic regulator for systems in very high, or even infinite dimension. We demonstrate that while sublinear regret requires finite dimensional inputs, the ambient state dimension of…

Optimization and Control · Mathematics 2021-07-16 Juan C. Perdomo , Max Simchowitz , Alekh Agarwal , Peter Bartlett

This paper investigates gradient-based adaptive prediction and control for nonlinear stochastic dynamical systems under a weak convexity condition on the prediction-based loss. This condition accommodates a broad range of nonlinear models…

Systems and Control · Electrical Eng. & Systems 2026-02-13 Yujing Liu , Xin Zheng , Zhixin Liu , Lei Guo

This article develops a control method for linear time-invariant systems subject to time-varying and a priori unknown cost functions, that satisfies state and input constraints, and is robust to exogenous disturbances. To this end, we…

Systems and Control · Electrical Eng. & Systems 2026-02-02 Marko Nonhoff , Mohammad Taher Al Torshan , Matthias A. Müller

In this work we provide provable regret guarantees for an online meta-learning control algorithm in an iterative control setting, where in each iteration the system to be controlled is a linear deterministic system that is different and…

Machine Learning · Computer Science 2022-02-07 Deepan Muthirayan , Pramod Khargonekar

We propose a novel change point detection approach for online learning control with full information feedback (state, disturbance, and cost feedback) for unknown time-varying dynamical systems. We show that our algorithm can achieve a…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Deepan Muthirayan , Ruijie Du , Yanning Shen , Pramod P. Khargonekar

This paper addresses the distributed online control problem over a network of linear time-invariant (LTI) systems (with possibly unknown dynamics) in the presence of adversarial perturbations. There exists a global network cost that is…

Optimization and Control · Mathematics 2023-10-06 Ting-Jui Chang , Shahin Shahrampour

This paper investigates the problem of regret minimization in linear time-varying (LTV) dynamical systems. Due to the simultaneous presence of uncertainty and non-stationarity, designing online control algorithms for unknown LTV systems…

Machine Learning · Computer Science 2022-06-07 Yuzhen Han , Ruben Solozabal , Jing Dong , Xingyu Zhou , Martin Takac , Bin Gu

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

We present a new anytime algorithm that achieves near-optimal regret for any instance of finite stochastic partial monitoring. In particular, the new algorithm achieves the minimax regret, within logarithmic factors, for both "easy" and…

Machine Learning · Computer Science 2012-07-03 Gabor Bartok , Navid Zolghadr , Csaba Szepesvari

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

This paper concerns the adaptive control of a class of discrete-time nonlinear systems with all states accessible. Recently, a high-order tuner algorithm was developed for the minimization of convex loss functions with time-varying…

Optimization and Control · Mathematics 2023-03-21 Peter A. Fisher , Anuradha M. Annaswamy

We present a method for finding optimal controllers for unknown, time-varying, dynamic systems which can be re-initialized from a given initial condition repeatedly, in which the performance measure is available for sampling with noise, but…

Optimization and Control · Mathematics 2018-08-16 Alexander Scheinker , David Scheinker