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Learning to plan for long horizons is a central challenge in episodic reinforcement learning problems. A fundamental question is to understand how the difficulty of the problem scales as the horizon increases. Here the natural measure of…

Machine Learning · Computer Science 2020-07-10 Ruosong Wang , Simon S. Du , Lin F. Yang , Sham M. Kakade

We investigate the problem of learning linear quadratic regulators (LQR) in a multi-task, heterogeneous, and model-free setting. We characterize the stability and personalization guarantees of a policy gradient-based (PG) model-agnostic…

Optimization and Control · Mathematics 2024-06-04 Leonardo F. Toso , Donglin Zhan , James Anderson , Han Wang

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

In this paper, we provide a theoretical framework that separates the control and learning tasks in a linear system. This separation allows us to combine offline model-based control with online learning approaches and thus circumvent current…

Optimization and Control · Mathematics 2024-03-26 Andreas A. Malikopoulos

Stochastic optimal control usually requires an explicit dynamical model with probability distributions, which are difficult to obtain in practice. In this work, we consider the linear quadratic regulator (LQR) problem of unknown linear…

Optimization and Control · Mathematics 2023-01-18 Feiran Zhao , Keyou You

This paper proposes a framework for adaptively learning a feedback linearization-based tracking controller for an unknown system using discrete-time model-free policy-gradient parameter update rules. The primary advantage of the scheme over…

Machine Learning · Computer Science 2020-04-07 Tyler Westenbroek , Eric Mazumdar , David Fridovich-Keil , Valmik Prabhu , Claire J. Tomlin , S. Shankar Sastry

It is well-known that the controllability of finite-dimensional nonlinear systems can be established by showing the controllability of the linearized system. However, this classical result does not generalize to infinite-dimensional…

Optimization and Control · Mathematics 2021-07-29 Bernd Kolar , Markus Schöberl

We analyze offline designs of linear quadratic regulator (LQR) strategies with uncertain disturbances. First, we consider the scenario where the exogenous variable can be estimated in a controlled environment, and subsequently, consider a…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Sayak Mukherjee , Ramij R. Hossain , Mahantesh Halappanavar

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.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

Learning governing dynamics from data is a common goal across the sciences, yet it is only well-posed when the underlying mechanisms are identifiable. In practice, many data-driven methods implicitly assume identifiability; when this…

Machine Learning · Computer Science 2026-05-13 Aybüke Ulusarslan , Niki Kilbertus , Nora Schneider

The identification of a linear system model from data has wide applications in control theory. The existing work that provides finite sample guarantees for linear system identification typically uses data from a single long system…

Machine Learning · Statistics 2025-05-09 Lei Xin , Baike She , Qi Dou , George Chiu , Shreyas Sundaram

A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

Optimization and Control · Mathematics 2022-06-13 Yonathan Efroni , Sham Kakade , Akshay Krishnamurthy , Cyril Zhang

We study the convergence of model-based policy gradient for the deterministic, scalar, discounted linear-quadratic regulator when the controller is an overparameterized one-hidden-layer ReLU network without biases. Although the optimal LQR…

Optimization and Control · Mathematics 2026-04-27 Jhojan A. Rodriguez-Gil , César A. Uribe

We propose a novel framework for learning stabilizable nonlinear dynamical systems for continuous control tasks in robotics. The key idea is to develop a new control-theoretic regularizer for dynamics fitting rooted in the notion of…

Systems and Control · Computer Science 2018-11-13 Sumeet Singh , Vikas Sindhwani , Jean-Jacques E. Slotine , Marco Pavone

There has been a recent interest in imitation learning methods that are guaranteed to produce a stabilizing control law with respect to a known system. Work in this area has generally considered linear systems and controllers, for which…

Optimization and Control · Mathematics 2021-09-23 Sebastian East

This work primarily focuses on an operator inference methodology aimed at constructing low-dimensional dynamical models based on a priori hypotheses about their structure, often informed by established physics or expert insights. Stability…

Machine Learning · Computer Science 2024-03-04 Igor Pontes Duff , Pawan Goyal , Peter Benner

Reinforcement learning is an emerging approach to control dynamical systems for which classical approaches are difficult to apply. However, trained agents may not generalize against the variations of system parameters. This paper presents…

Systems and Control · Electrical Eng. & Systems 2023-11-10 Abdel Gafoor Haddad , Igor Boiko , Yahya Zweiri

We consider the task of learning to control a linear dynamical system under fixed quadratic costs, known as the Linear Quadratic Regulator (LQR) problem. While model-free approaches are often favorable in practice, thus far only model-based…

Machine Learning · Computer Science 2021-02-26 Asaf Cassel , Tomer Koren

We study the problem of learning-augmented predictive linear quadratic control. Our goal is to design a controller that balances \textit{"consistency"}, which measures the competitive ratio when predictions are accurate, and…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Tongxin Li , Ruixiao Yang , Guannan Qu , Guanya Shi , Chenkai Yu , Adam Wierman , Steven H. Low

We study the state estimation problem for linear control systems with quadratic outputs which are locally unobservable at the equilibrium. We show that, despite this inherent lack of observability, an adversary with sensor read and write…

Optimization and Control · Mathematics 2026-05-11 Zeyad M. Manaa , Nathan van de Wouw , Michelle S. Chong