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Decision problems encountered in practice often possess a highly dynamic and uncertain nature. In particular fast changing forecasts for parameters (e.g., photovoltaic generation forecasts in the context of energy management) pose large…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Jens Hönen , Johann L. Hurink , Bert Zwart

In this paper we design a novel class of online distributed optimization algorithms leveraging control theoretical techniques. We start by focusing on quadratic costs, and assuming to know an internal model of their variation. In this…

Optimization and Control · Mathematics 2026-01-21 Wouter J. A. van Weerelt , Nicola Bastianello

Recent developments in cyber-physical systems and event-triggered control have led to an increased interest in the impact of sparse disturbances on dynamical processes. We study Linear Quadratic Regulator (LQR) control under sparse…

Systems and Control · Electrical Eng. & Systems 2022-09-23 Samuel Pfrommer , Somayeh Sojoudi

We consider the problem of controlling an unknown linear dynamical system under adversarially changing convex costs and full feedback of both the state and cost function. We present the first computationally-efficient algorithm that attains…

Machine Learning · Computer Science 2022-06-06 Asaf Cassel , Alon Cohen , Tomer Koren

We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal…

Optimization and Control · Mathematics 2022-06-23 Asaf Cassel , Alon Cohen , Tomer Koren

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

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 consider the problem of controlling an unknown linear time-invariant dynamical system from a single chain of black-box interactions, with no access to resets or offline simulation. Under the assumption that the system is controllable, we…

Machine Learning · Computer Science 2021-02-19 Xinyi Chen , Elad Hazan

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…

Optimization and Control · Mathematics 2014-01-16 Philipp Braun , Jürgen Pannek , Karl Worthmann

We study online control for continuous-time linear systems with finite sampling rates, where the objective is to design an online procedure that learns under non-stochastic noise and performs comparably to a fixed optimal linear controller.…

Optimization and Control · Mathematics 2025-06-10 Jingwei Li , Jing Dong , Can Chang , Baoxiang Wang , Jingzhao Zhang

We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…

Optimization and Control · Mathematics 2021-04-23 Dongchan Lee , Konstantin Turitsyn , Jean-Jacques Slotine

This work provides formal safety guarantees for control systems with disturbance. A disturbance observer-based robust safety-critical controller is proposed, that estimates the effect of the disturbance on safety and utilizes this estimate…

Systems and Control · Electrical Eng. & Systems 2023-01-05 Anil Alan , Tamas G. Molnar , Ersin Das , Aaron D. Ames , Gabor Orosz

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi

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

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

Machine Learning · Computer Science 2020-10-06 Max Simchowitz

Smooth behaviors are preferable for many contact-rich manipulation tasks. Impedance control arises as an effective way to regulate robot movements by mimicking a mass-spring-damping system. Consequently, the robot behavior can be determined…

Robotics · Computer Science 2021-11-03 Changhao Wang , Zhian Kuang , Xiang Zhang , Masayoshi Tomizuka

Feedback-based online optimization algorithms have gained traction in recent years because of their simple implementation, their ability to reject disturbances in real time, and their increased robustness to model mismatch. While the…

Optimization and Control · Mathematics 2019-05-20 Marcello Colombino , John W. Simpson-Porco , Andrey Bernstein

This paper studies an online optimization problem with a finite prediction window of cost functions and additional switching costs on decisions. We propose two gradient-based online algorithms: Receding Horizon Gradient Descent (RHGD), and…

Optimization and Control · Mathematics 2020-03-10 Yingying Li , Guannan Qu , Na Li

We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…

Machine Learning · Computer Science 2019-09-12 Naman Agarwal , Elad Hazan , Karan Singh

We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…

Optimization and Control · Mathematics 2024-07-15 Jean-Sébastien Brouillon , Andrea Martin , John Lygeros , Florian Dörfler , Giancarlo Ferrari Trecate