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Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…

Machine Learning · Computer Science 2023-01-18 Kai Wang , Zhao Song , Georgios Theocharous , Sridhar Mahadevan

Model Predictive Control (MPC) is attracting tremendous attention in the autonomous driving task as a powerful control technique. The success of an MPC controller strongly depends on an accurate internal dynamics model. However, the static…

Machine Learning · Computer Science 2023-04-28 Yuan Zhang , Joschka Boedecker , Chuxuan Li , Guyue Zhou

We study an online forecasting setting in which, over $T$ rounds, $N$ strategic experts each report a forecast to a mechanism, the mechanism selects one forecast, and then the outcome is revealed. In any given round, each expert has a…

Machine Learning · Computer Science 2025-02-18 Junpei Komiyama , Nishant A. Mehta , Ali Mortazavi

Model predictive control (MPC) achieves stability and constraint satisfaction for general nonlinear systems, but requires computationally expensive online optimization. This paper studies approximations of such MPC controllers via neural…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Henrik Hose , Johannes Köhler , Melanie N. Zeilinger , Sebastian Trimpe

In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…

Machine Learning · Computer Science 2016-09-20 Arthur Flajolet , Patrick Jaillet

We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…

Optimization and Control · Mathematics 2019-05-20 Rishabh Dixit , Amrit Singh Bedi , Ketan Rajawat

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

We investigate online convex optimization in non-stationary environments and choose the dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2020-12-01 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic…

Machine Learning · Computer Science 2025-10-06 Martino Bernasconi , Andrea Celli , Riccardo Colini-Baldeschi , Federico Fusco , Stefano Leonardi , Matteo Russo

We provide an online convex optimization algorithm with regret that interpolates between the regret of an algorithm using an optimal preconditioning matrix and one using a diagonal preconditioning matrix. Our regret bound is never worse…

Machine Learning · Computer Science 2019-05-31 Ashok Cutkosky , Tamas Sarlos

Model Predictive Control (MPC) is widely used in robot control by optimizing a sequence of control outputs over a finite-horizon. Computational approaches for MPC include deterministic methods (e.g., iLQR and COBYLA), as well as…

Robotics · Computer Science 2025-11-03 Zhaoxin Li , Xiaoke Wang , Letian Chen , Rohan Paleja , Subramanya Nageshrao , Matthew Gombolay

This paper proposes a novel adaptive Koopman Model Predictive Control (MPC) framework, termed HPC-AK-MPC, designed to address the dual challenges of time-varying dynamics and safe operation in complex industrial processes. The framework…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Yue Wu , Jianfu Cao , Ye Cao

We define an online learning and optimization problem with discrete and irreversible decisions contributing toward a coverage target. In each period, a decision-maker selects facilities to open, receives information on the success of each…

Machine Learning · Computer Science 2026-03-06 Alexandre Jacquillat , Michael Lingzhi Li

With a growing interest in data-driven control techniques, Model Predictive Control (MPC) provides an opportunity to exploit the surplus of data reliably, particularly while taking safety and stability into account. In many real-world and…

Artificial Intelligence · Computer Science 2021-06-04 Mayank Mittal , Marco Gallieri , Alessio Quaglino , Seyed Sina Mirrazavi Salehian , Jan Koutník

The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero,…

Machine Learning · Computer Science 2013-03-04 Nina Vaits , Edward Moroshko , Koby Crammer

In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…

Optimization and Control · Mathematics 2021-11-16 Qingsong Liu , Wenfei Wu , Longbo Huang , Zhixuan Fang

We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…

Machine Learning · Computer Science 2013-03-14 Yasin Abbasi-Yadkori , Peter L. Bartlett , Csaba Szepesvari

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara

We study the problem of online learning (OL) from revealed preferences: a learner wishes to learn a non-strategic agent's private utility function through observing the agent's utility-maximizing actions in a changing environment. We adopt…

Optimization and Control · Mathematics 2021-06-07 Violet Xinying Chen , Fatma Kılınç-Karzan

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
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