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We consider the online control problem with an unknown linear dynamical system in the presence of adversarial perturbations and adversarial convex loss functions. Although the problem is widely studied in model-based control, it remains…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Zishun Liu , Yongxin Chen

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

We study the control of a linear dynamical system with adversarial disturbances (as opposed to statistical noise). The objective we consider is one of regret: we desire an online control procedure that can do nearly as well as that of a…

Machine Learning · Computer Science 2019-02-26 Naman Agarwal , Brian Bullins , Elad Hazan , Sham M. Kakade , Karan Singh

This paper considers the design of sparse actuator schedules for linear time-invariant systems. An actuator schedule selects, for each time instant, which control inputs act on the system in that instant. We address the optimal scheduling…

Optimization and Control · Mathematics 2025-02-12 Luca Ballotta , Geethu Joseph , Irawati Rahul Thete

The quadrotor unmanned aerial vehicle is a great platform for control systems research as its nonlinear nature and under-actuated configuration make it ideal to synthesize and analyze control algorithms. After a brief explanation of the…

Systems and Control · Computer Science 2016-02-09 Andrew Zulu , Samuel John

We study supervisory switching control for partially-observed linear dynamical systems. The objective is to identify and deploy the best controller for the unknown system by periodically selecting among a collection of $N$ candidate…

Optimization and Control · Mathematics 2026-03-19 Haoyuan Sun , Ali Jadbabaie

Classical linear quadratic (LQ) control centers around linear time-invariant (LTI) systems, where the control-state pairs introduce a quadratic cost with time-invariant parameters. Recent advancement in online optimization and control has…

Optimization and Control · Mathematics 2020-09-30 Ting-Jui Chang , Shahin Shahrampour

A classical problem in power systems is to allocate in-coming (elastic or inelastic) demands without violating the operating constraints of electric networks in an online fashion. Although online decision problems have been well-studied in…

Data Structures and Algorithms · Computer Science 2021-10-26 Areg Karapetyan , Majid Khonji , Chi-Kin Chau , Khaled Elbassioni

We consider the problem of online adaptive control of the linear quadratic regulator, where the true system parameters are unknown. We prove new upper and lower bounds demonstrating that the optimal regret scales as…

Machine Learning · Computer Science 2023-10-05 Max Simchowitz , Dylan J. Foster

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Machine Learning · Computer Science 2018-05-25 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

TWe establish regret lower bounds for adaptively controlling an unknown linear Gaussian system with quadratic costs. We combine ideas from experiment design, estimation theory and a perturbation bound of certain information matrices to…

Machine Learning · Computer Science 2024-06-13 Ingvar Ziemann , Henrik Sandberg

Real world evolves in continuous time but computations are done from finite samples. Therefore, we study algorithms using finite observations in continuous-time linear dynamical systems. We first study the system identification problem, and…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Hongyi Zhou , Jingwei Li , Jingzhao Zhang

This note describes a reference governor design for a continuous-time nonlinear system with an additive disturbance. The design is based on predicting the response of the nonlinear system by the response of a linear model with a set-bounded…

Systems and Control · Electrical Eng. & Systems 2019-08-27 Nan Li , Ilya Kolmanovsky , Anouck Girard

We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…

Systems and Control · Electrical Eng. & Systems 2023-08-25 Hongyu Zhou , Vasileios Tzoumas

Many robotic systems are underactuated, meaning not all degrees of freedom can be directly controlled due to lack of actuators, input constraints, or state-dependent actuation. This property, compounded by modeling uncertainties and…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Daniel M. Cherenson , Dimitra Panagou

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

We study the control of an \emph{unknown} linear dynamical system under general convex costs. The objective is minimizing regret vs. the class of disturbance-feedback-controllers, which encompasses all stabilizing…

Machine Learning · Computer Science 2020-10-30 Orestis Plevrakis , Elad Hazan

Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…

Robotics · Computer Science 2022-07-29 Thomas Woodruff , Iman Askari , Guanghui Wang , Huazhen Fang

A fundamental challenge in artificial intelligence is to build an agent that generalizes and adapts to unseen environments. A common strategy is to build a decoder that takes the context of the unseen new environment as input and generates…

Machine Learning · Computer Science 2019-10-31 Simon S. Du , Ruosong Wang , Mengdi Wang , Lin F. Yang