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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

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

This paper addresses the distributed online control problem over a network of linear time-invariant (LTI) systems (with possibly unknown dynamics) in the presence of adversarial perturbations. There exists a global network cost that is…

Optimization and Control · Mathematics 2023-10-06 Ting-Jui Chang , Shahin Shahrampour

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

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

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

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

We consider the problem of online control of systems with time-varying linear dynamics. This is a general formulation that is motivated by the use of local linearization in control of nonlinear dynamical systems. To state meaningful…

Machine Learning · Computer Science 2022-02-15 Paula Gradu , Elad Hazan , Edgar Minasyan

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

Online optimization has recently opened avenues to study optimal control for time-varying cost functions that are unknown in advance. Inspired by this line of research, we study the distributed online linear quadratic regulator (LQR)…

Optimization and Control · Mathematics 2022-02-08 Ting-Jui Chang , Shahin Shahrampour

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

In the setting of online learning, Implicit algorithms turn out to be highly successful from a practical standpoint. However, the tightest regret analyses only show marginal improvements over Online Mirror Descent. In this work, we shed…

Machine Learning · Computer Science 2020-11-10 Nicolò Campolongo , Francesco Orabona

Learning to control an unknown dynamical system with respect to high-level temporal specifications is an important problem in control theory. We present the first regret-free online algorithm for learning a controller for linear temporal…

Artificial Intelligence · Computer Science 2025-06-09 Rupak Majumdar , Mahmoud Salamati , Sadegh Soudjani

We study the problem of adaptively controlling a known discrete-time nonlinear system subject to unmodeled disturbances. We prove the first finite-time regret bounds for adaptive nonlinear control with matched uncertainty in the stochastic…

Machine Learning · Computer Science 2020-11-30 Nicholas M. Boffi , Stephen Tu , Jean-Jacques E. Slotine

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Machine Learning · Computer Science 2021-02-16 Nicolò Campolongo , Francesco Orabona

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…

Machine Learning · Computer Science 2020-01-22 Elad Hazan , Sham M. Kakade , Karan Singh

We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Hongyu Zhou , Vasileios Tzoumas

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 propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…

Optimization and Control · Mathematics 2022-11-17 Marko Nonhoff , Matthias A. Müller
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