Related papers: Reinforcement Learning for Linear Quadratic Contro…

We study the problem of adaptive control of a high dimensional linear quadratic (LQ) system. Previous work established the asymptotic convergence to an optimal controller for various adaptive control schemes. More recently, for the average…

Linear Quadratic Regulator (LQR) and Linear Quadratic Gaussian (LQG) control are foundational and extensively researched problems in optimal control. We investigate LQR and LQG problems with semi-adversarial perturbations and time-varying…

The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…

Recent developments in Reinforcement learning have significantly enhanced sequential decision-making in uncertain environments. Despite their strong performance guarantees, most existing work has focused primarily on improving the…

Distributed optimal control is known to be challenging and can become intractable even for linear-quadratic regulator problems. In this work, we study a special class of such problems where distributed state feedback controllers can give…

This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it…

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…

We study a security threat to batch reinforcement learning and control where the attacker aims to poison the learned policy. The victim is a reinforcement learner / controller which first estimates the dynamics and the rewards from a batch…

This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…

We propose a new risk-constrained reformulation of the standard Linear Quadratic Regulator (LQR) problem. Our framework is motivated by the fact that the classical (risk-neutral) LQR controller, although optimal in expectation, might be…

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Control scheduling refers to the problem of assigning agents or actuators to act upon a dynamical system at specific times so as to minimize a quadratic control cost, such as the objective of the Linear-quadratic-Gaussian (LQG) or the…

Reinforcement learning (RL) has achieved enormous progress in solving various sequential decision-making problems, such as control tasks in robotics. Since policies are overfitted to training environments, RL methods have often failed to be…

In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…

A popular framework for enforcing safe actions in Reinforcement Learning (RL) is Constrained RL, where trajectory based constraints on expected cost (or other cost measures) are employed to enforce safety and more importantly these…

Traditional control theory-based methods require tailored engineering for each system and constant fine-tuning. In power plant control, one often needs to obtain a precise representation of the system dynamics and carefully design the…

We introduce the problem of learning-based attacks in a simple abstraction of cyber-physical systems---the case of a discrete-time, linear, time-invariant plant that may be subject to an attack that overrides the sensor readings and the…

This paper introduces a novel data-driven approach to design a linear quadratic regulator (LQR) using a reinforcement learning (RL) algorithm that does not require a system model. The key contribution is to perform policy iteration (PI) by…

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…

Primal-dual safe RL methods commonly perform iterations between the primal update of the policy and the dual update of the Lagrange Multiplier. Such a training paradigm is highly susceptible to the error in cumulative cost estimation since…