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We study the sample complexity of approximate policy iteration (PI) for the Linear Quadratic Regulator (LQR), building on a recent line of work using LQR as a testbed to understand the limits of reinforcement learning (RL) algorithms on…

Machine Learning · Computer Science 2019-05-31 Karl Krauth , Stephen Tu , Benjamin Recht

Given a finite-dimensional time continuous control system and $\varepsilon>0$, we address the question of the existence of controls that maintain the corresponding state trajectories in the $\varepsilon$-neighborhood of any prescribed path…

Optimization and Control · Mathematics 2025-11-18 Manuel Rissel , Marius Tucsnak

Stabilizing an unknown dynamical system is one of the central problems in control theory. In this paper, we study the sample complexity of the learn-to-stabilize problem in Linear Time-Invariant (LTI) systems on a single trajectory. Current…

Optimization and Control · Mathematics 2022-02-16 Yang Hu , Adam Wierman , Guannan Qu

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…

Systems and Control · Electrical Eng. & Systems 2020-10-30 Anastasios Tsiamis , Dionysios S. Kalogerias , Luiz F. O. Chamon , Alejandro Ribeiro , George J. Pappas

Inverted pendulums constitute one of the popular systems for benchmarking control algorithms. Several methods have been proposed for the control of this system, the majority of which rely on the availability of a mathematical model.…

Systems and Control · Electrical Eng. & Systems 2024-09-27 Ugur Yildiran

We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…

Optimization and Control · Mathematics 2021-12-15 Anastasios Tsiamis , Dionysios S. Kalogerias , Alejandro Ribeiro , George J. Pappas

In this work, we investigate the problem of simultaneously learning and controlling a system subject to adversarial choices of disturbances and system parameters. We study the problem for a scalar system with $l_\infty$-norm bounded…

Optimization and Control · Mathematics 2018-12-31 Dimitar Ho , Nikolai Matni , John C. Doyle

Dynamical models identified from data are frequently employed in control system design. However, decoupling system identification from controller synthesis can result in situations where no suitable controller exists after a model has been…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Sampath Kumar Mulagaleti , Alberto Bemporad

We study online control of an unknown nonlinear dynamical system that is approximated by a time-invariant linear system with model misspecification. Our study focuses on robustness, a measure of how much deviation from the assumed linear…

Optimization and Control · Mathematics 2022-04-06 Xinyi Chen , Udaya Ghai , Elad Hazan , Alexandre Megretski

Bilinear systems emerge in a wide variety of fields as natural models for dynamical systems ranging from robotics to quantum dots. Analyzing controllability of such systems is of fundamental and practical importance, for example, for the…

Optimization and Control · Mathematics 2019-08-14 Wei Zhang , Jr-Shin Li

We present a framework for upper bounding the number of iterations required by first-order optimization algorithms implementing constrained LQR controllers. We derive new bounds for the condition number and extremal eigenvalues of the…

Optimization and Control · Mathematics 2019-02-07 Ian McInerney , Eric C. Kerrigan , George A. Constantinides

This paper addresses a structural design problem in control systems, and explicitly takes into consideration the possible application to large-scale systems. More precisely, we aim to determine and characterize the minimum number of…

Optimization and Control · Mathematics 2016-06-13 Sergio Pequito , George J. Pappas

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

In modern machine learning, models can often fit training data in numerous ways, some of which perform well on unseen (test) data, while others do not. Remarkably, in such cases gradient descent frequently exhibits an implicit bias that…

Machine Learning · Computer Science 2024-06-04 Noam Razin , Yotam Alexander , Edo Cohen-Karlik , Raja Giryes , Amir Globerson , Nadav Cohen

Control systems can show robustness to many events, like disturbances and model inaccuracies. It is natural to speculate that they are also robust to sporadic deadline misses when implemented as digital tasks on an embedded platform. This…

Optimization and Control · Mathematics 2022-08-31 Nils Vreman , Paolo Pazzaglia , Jie Wang , Victor Magron , Martina Maggio

This paper investigates the problem of controlling a linear system under possibly unbounded stochastic noise with unknown convex cost functions, known as an online control problem. In contrast to the existing work, which assumes the…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Kaito Ito , Taira Tsuchiya

It is well known that highly volatile control laws, while theoretically optimal for certain systems, are undesirable from an engineering perspective, being generally deleterious to the controlled system. In this article we are concerned…

Systems and Control · Electrical Eng. & Systems 2020-09-22 Avinash Mohan , Shie Mannor , Arman Kizilkale

We introduce a new problem setting for continuous control called the LQR with Rich Observations, or RichLQR. In our setting, the environment is summarized by a low-dimensional continuous latent state with linear dynamics and quadratic…

This manuscript studies statistical properties of linear classifiers obtained through minimization of an unregularized convex risk over a finite sample. Although the results are explicitly finite-dimensional, inputs may be passed through…

Machine Learning · Computer Science 2012-06-15 Matus Telgarsky

We study online control of time-varying linear systems with unknown dynamics in the nonstochastic control model. At a high level, we demonstrate that this setting is \emph{qualitatively harder} than that of either unknown time-invariant or…

Machine Learning · Computer Science 2022-02-17 Edgar Minasyan , Paula Gradu , Max Simchowitz , Elad Hazan
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