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We propose an online learning algorithm that adaptively designs a decentralized linear quadratic regulator when the system model is unknown a priori and new data samples from a single system trajectory become progressively available. The…

Optimization and Control · Mathematics 2024-07-08 Lintao Ye , Ming Chi , Ruiquan Liao , Vijay Gupta

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…

Machine Learning · Computer Science 2025-02-14 Wenhao Xu , Xuefeng Gao , Xuedong He

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

Machine Learning · Computer Science 2021-09-30 Yassir Jedra , Alexandre Proutiere

In this paper, we investigate the problem of actuator selection for linear dynamical systems. We develop a framework to design a sparse actuator schedule for a given large-scale linear system with guaranteed performance bounds using…

Systems and Control · Computer Science 2020-06-04 Milad Siami , Alex Olshevsky , Ali Jadbabaie

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

``Sim2real gap", in which the system learned in simulations is not the exact representation of the real system, can lead to loss of stability and performance when controllers learned using data from the simulated system are used on the real…

Systems and Control · Electrical Eng. & Systems 2025-05-15 Shivam Bajaj , Prateek Jaiswal , Vijay Gupta

This paper studies the control problem for safety-critical multi-agent systems based on quadratic programming (QP). Each controlled agent is modeled as a cascade connection of an integrator and an uncertain nonlinear actuation system. In…

Systems and Control · Electrical Eng. & Systems 2022-12-01 Si Wu , Tengfei Liu , Magnus Egerstedt , Zhong-Ping Jiang

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…

Machine Learning · Computer Science 2020-06-24 Dylan J. Foster , Max Simchowitz

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 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

This paper proposes an approach to addresses the control challenges posed by a fault-induced uncertainty in both the dynamics and control input effectiveness of a class of hierarchical nonlinear systems in which the high-level dynamics is…

Optimization and Control · Mathematics 2021-08-10 Sina Ameli , Olugbenga Moses Anubi

In this letter, we investigate the problem of actuator scheduling for networked control systems. Given a stochastic linear system with a number of actuators, we consider the case that one actuator is activated at each time. This problem is…

Optimization and Control · Mathematics 2022-05-23 Junjie Jiao , Dipankar Maity , John S. Baras , Sandra Hirche

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Aren Karapetyan , Diego Bolliger , Anastasios Tsiamis , Efe C. Balta , John Lygeros

We study the problem of controlling linear time-invariant systems with known noisy dynamics and adversarially chosen quadratic losses. We present the first efficient online learning algorithms in this setting that guarantee $O(\sqrt{T})$…

Machine Learning · Computer Science 2018-06-20 Alon Cohen , Avinatan Hassidim , Tomer Koren , Nevena Lazic , Yishay Mansour , Kunal Talwar

This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…

Optimization and Control · Mathematics 2023-07-20 Juanjuan Xu , Jingmei Liu , Zhaorong Zhang , Wei Wang

An online policy learning problem of linear control systems is studied. In this problem, the control system is known and linear, and a sequence of quadratic cost functions is revealed to the controller in hindsight, and the controller…

Optimization and Control · Mathematics 2021-01-27 Mohammad Akbari , Bahman Gharesifard , Tamas Linder

We study the adaptive control of an unknown linear system with a quadratic cost function subject to safety constraints on both the states and actions. The challenges of this problem arise from the tension among safety, exploration,…

Systems and Control · Electrical Eng. & Systems 2021-11-02 Yingying Li , Subhro Das , Jeff Shamma , Na Li

In this paper, we propose a novel linear quadratic Gaussian controller whose parameters can be automatically tuned. While linear quadratic regulator method has been widely used in adaptive cruise control system design, researchers have not…

Systems and Control · Electrical Eng. & Systems 2020-12-01 Yuncheng Jiang , Lilong Cai , Xiaofeng Jin

We investigate the joint actuator-sensor design problem for stochastic linear control systems. Specifically, we address the problem of identifying a pair of sensor and actuator which gives rise to the minimum expected value of a quadratic…

Systems and Control · Computer Science 2018-06-12 Xudong Chen

This paper investigates the problem of controlling a linear system under possibly unbounded stochastic noise with unknown convex cost functions, known as an online control problem. In contrast to the existing work, which assumes the…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Kaito Ito , Taira Tsuchiya
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