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Related papers: Safe Control with Minimal Regret

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We propose a compositional approach to synthesize policies for networks of continuous-space stochastic control systems with unknown dynamics using model-free reinforcement learning (RL). The approach is based on implicitly abstracting each…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Abolfazl Lavaei , Mateo Perez , Milad Kazemi , Fabio Somenzi , Sadegh Soudjani , Ashutosh Trivedi , Majid Zamani

The problem of regret minimization for online adaptive control of linear-quadratic systems is studied. In this problem, the true system transition parameters (matrices $A$ and $B$) are unknown, and the objective is to design and analyze…

Optimization and Control · Mathematics 2022-10-31 Mohammad Akbari , Bahman Gharesifard , Tamas Linder

We investigate online convex optimization in non-stationary environments and choose the dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2020-12-01 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

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 a new anytime algorithm that achieves near-optimal regret for any instance of finite stochastic partial monitoring. In particular, the new algorithm achieves the minimax regret, within logarithmic factors, for both "easy" and…

Machine Learning · Computer Science 2012-07-03 Gabor Bartok , Navid Zolghadr , Csaba Szepesvari

Prior work on automatic control synthesis for cyber-physical systems under logical constraints has primarily focused on environmental disturbances or modeling uncertainties, however, the impact of deliberate and malicious attacks has been…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Luyao Niu , Andrew Clark

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

Machine Learning · Computer Science 2025-07-25 Yilie Huang , Yanwei Jia , Xun Yu Zhou

We consider a safe optimization problem with bandit feedback in which an agent sequentially chooses actions and observes responses from the environment, with the goal of maximizing an arbitrary function of the response while respecting…

Machine Learning · Computer Science 2023-05-02 Spencer Hutchinson , Berkay Turan , Mahnoosh Alizadeh

We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…

Optimization and Control · Mathematics 2025-12-09 Abhinav G. Kamath , Abraham P. Vinod , Purnanand Elango , Stefano Di Cairano , Avishai Weiss

Predictive control is frequently used for control problems involving constraints. Being an optimization based technique utilizing a user specified so-called stage cost, performance properties, i.e., bounds on the infinite horizon…

Systems and Control · Electrical Eng. & Systems 2022-09-09 Lukas Beckenbach , Stefan Streif

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

Unsupervised skill discovery aims to learn diverse and distinguishable behaviors in open-ended reinforcement learning. For existing methods, they focus on improving diversity through pure exploration, mutual information optimization, and…

Machine Learning · Computer Science 2025-06-27 He Zhang , Ming Zhou , Shaopeng Zhai , Ying Sun , Hui Xiong

The safe linear bandit problem is a version of the classical stochastic linear bandit problem where the learner's actions must satisfy an uncertain constraint at all rounds. Due its applicability to many real-world settings, this problem…

Machine Learning · Computer Science 2024-03-13 Spencer Hutchinson , Berkay Turan , Mahnoosh Alizadeh

In this paper, we consider the problem of finding a meta-learning online control algorithm that can learn across the tasks when faced with a sequence of $N$ (similar) control tasks. Each task involves controlling a linear dynamical system…

Machine Learning · Computer Science 2022-08-23 Deepan Muthirayan , Dileep Kalathil , Pramod P. Khargonekar

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

Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…

Machine Learning · Computer Science 2022-07-14 Yinglun Zhu , Paul Mineiro

We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…

Optimization and Control · Mathematics 2023-06-12 Vasanth Reddy , Hoda Eldardiry , Almuatazbellah Boker

Policy design in non-stationary Markov Decision Processes (MDPs) is inherently challenging due to the complexities introduced by time-varying system transition and reward, which make it difficult for learners to determine the optimal…

Machine Learning · Computer Science 2025-11-17 Ziyi Zhang , Yorie Nakahira , Guannan Qu

We define the problem of linear Contextual Stochastic Shortest Path (CSSP), where at the beginning of each episode, the learner observes an adversarially chosen context that determines the MDP through a fixed but unknown linear function.…

Machine Learning · Computer Science 2025-11-18 Dor Polikar , Alon Cohen

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