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In this paper, we study the use of state-of-the-art nonlinear system identification techniques for the optimal control of nonlinear systems. We show that the nonlinear systems identification problem is equivalent to estimating the…

Optimization and Control · Mathematics 2023-10-23 Aayushman Sharma , Suman Chakravorty

In this paper, we study a special bandit setting of online stochastic linear optimization, where only one-bit of information is revealed to the learner at each round. This problem has found many applications including online advertisement…

Machine Learning · Computer Science 2015-09-28 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

Reinforcement Learning algorithms have recently been proposed to learn time-sequential control policies in the field of autonomous driving. Direct applications of Reinforcement Learning algorithms with discrete action space will yield…

Machine Learning · Computer Science 2019-12-03 Pin Wang , Hanhan Li , Ching-Yao Chan

We study stochastic linear optimization problem with bandit feedback. The set of arms take values in an $N$-dimensional space and belong to a bounded polyhedron described by finitely many linear inequalities. We provide a lower bound for…

Machine Learning · Computer Science 2015-09-29 Manjesh K. Hanawal , Amir Leshem , Venkatesh Saligrama

This paper addresses the problem of learning to sparsify stochastic linear bandits, where a decision-maker sequentially selects actions from a high-dimensional space subject to a sparsity constraint on the number of nonzero elements in the…

Machine Learning · Computer Science 2026-05-12 Zhengmiao Wang , Ming Chi , Zhi-Wei Liu , Lintao Ye , Carla Fabiana Chiasserini

Actuator location and design are important choices in controller design for distributed parameter systems. Semi-linear partial differential equations model a wide spectrum of physical systems with distributed parameters. It is shown that…

Optimization and Control · Mathematics 2018-10-23 M. Sajjad Edalatzadeh , Kirsten A. Morris

We propose a Thompson sampling-based learning algorithm for the Linear Quadratic (LQ) control problem with unknown system parameters. The algorithm is called Thompson sampling with dynamic episodes (TSDE) where two stopping criteria…

Systems and Control · Computer Science 2017-09-14 Yi Ouyang , Mukul Gagrani , Rahul Jain

We study the problem of adaptive control of the stochastic linear quadratic regulator (LQR) with constraints that must be satisfied at every time step. Prior work on the multidimensional problem has shown $\tilde{O}(T^{2/3})$ regret and…

Optimization and Control · Mathematics 2026-05-08 Spencer Hutchinson , Nanfei Jiang , Mahnoosh Alizadeh

A strategy is proposed for adaptive stabilization of linear systems, depending on an uncertain parameter. Offline, the Riccati stabilizing feedback input control operators, corresponding to parameters in a finite training set of chosen…

Optimization and Control · Mathematics 2023-07-27 Philipp A. Guth , Karl Kunisch , Sérgio S. Rodrigues

In this paper, we present an approach for designing correct-by-design controllers for cyber-physical systems composed of multiple dynamically interconnected uncertain systems. We consider networked discrete-time uncertain nonlinear systems…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

In this paper, we consider the closed-loop control problem of nonlinear robotic systems in the presence of probabilistic uncertainties and disturbances. More precisely, we design a state feedback controller that minimizes deviations of the…

Robotics · Computer Science 2023-08-15 Weiqiao Han , Ashkan Jasour , Brian Williams

This paper focuses on the consensus and formation problems of multiagent systems under unknown persistent disturbances. Specifically, we propose a novel method that combines an existing consensus (or formation) algorithm with a new…

Optimization and Control · Mathematics 2013-10-15 Tansel Yucelen , Magnus Egerstedt

This paper develops an online algorithm to solve a time-varying optimization problem with an objective that comprises a known time-varying cost and an unknown function. This problem structure arises in a number of engineering systems and…

Optimization and Control · Mathematics 2021-11-29 Andrea Simonetto , Emiliano Dall'Anese , Julien Monteil , Andrey Bernstein

Standard model-based control design deteriorates when the system dynamics change during operation. To overcome this challenge, online and adaptive methods have been proposed in the literature. In this work, we consider the class of…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Marcell Bartos , Johannes Köhler , Florian Dörfler , Melanie N. Zeilinger

This paper considers the online nonstochastic control problem of a linear time-invariant system under convex state and input constraints that need to be satisfied at all times. We propose an algorithm called Online Gradient Descent with…

Optimization and Control · Mathematics 2025-01-31 Nanfei Jiang , Spencer Hutchinson , Mahnoosh Alizadeh

The solution of a constrained linear-quadratic regulator problem is determined by the set of its optimal active sets. We propose an algorithm that constructs this set of active sets for a desired horizon N from that for horizon N-1. While…

Optimization and Control · Mathematics 2020-09-21 Ruth Mitze , Martin Mönnigmann

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 learning in Linear Quadratic Control systems whose transition parameters are initially unknown. Recent results in this setting have demonstrated efficient learning algorithms with regret growing with the square…

Machine Learning · Computer Science 2020-07-03 Asaf Cassel , Alon Cohen , Tomer Koren

This paper is concerned with the distributed linear quadratic optimal control problem. In particular, we consider a suboptimal version of the distributed optimal control problem for undirected multi-agent networks. Given a multi-agent…

Optimization and Control · Mathematics 2018-03-08 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel