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The Linear-Quadratic Regulation (LQR) problem with unknown system parameters has been widely studied, but it has remained unclear whether $\tilde{ \mathcal{O}}(\sqrt{T})$ regret, which is the best known dependence on time, can be achieved…

Optimization and Control · Mathematics 2025-01-28 Yiwen Lu , Yilin Mo

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

The main challenge for adaptive regulation of linear-quadratic systems is the trade-off between identification and control. An adaptive policy needs to address both the estimation of unknown dynamics parameters (exploration), as well as the…

Systems and Control · Computer Science 2019-04-01 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Statistical linearization has recently seen a particular surge of interest as a numerically cheap method for robust control of stochastic differential equations. Although it has already been successfully applied to control complex…

Optimization and Control · Mathematics 2023-07-06 Riccardo Bonalli , Clara Leparoux , Bruno Hérissé , Frédéric Jean

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to…

Machine Learning · Computer Science 2018-10-09 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari

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…

Optimization and Control · Mathematics 2019-06-25 Horia Mania , Stephen Tu , Benjamin Recht

Neural networks are known to be highly sensitive to adversarial examples. These may arise due to different factors, such as random initialization, or spurious correlations in the learning problem. To better understand these factors, we…

Machine Learning · Statistics 2022-07-05 Elvis Dohmatob , Alberto Bietti

This paper studies the structural controllability of a class of uncertain switched linear systems, where the parameters of subsystems state matrices are either unknown or zero. The structural controllability is a generalization of the…

Systems and Control · Computer Science 2013-08-27 Xiaomeng Liu , Hai Lin , Ben M. Chen

We study online control for continuous-time linear systems with finite sampling rates, where the objective is to design an online procedure that learns under non-stochastic noise and performs comparably to a fixed optimal linear controller.…

Optimization and Control · Mathematics 2025-06-10 Jingwei Li , Jing Dong , Can Chang , Baoxiang Wang , Jingzhao Zhang

Control of underactuated dynamical systems has been studied for decades in robotics, and is now emerging in other fields such as neuroscience. Most of the advances have been in model based control theory, which has limitations when the…

Optimization and Control · Mathematics 2020-06-30 Bharat Monga , Jeff Moehlis

Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

Optimization and Control · Mathematics 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu

In this paper, a nonlinear system aiming at reducing the signal transmission rate in a networked control system is constructed by adding nonlinear constraints to a linear feedback control system. Its stability is investigated in detail. It…

Chaotic Dynamics · Physics 2015-06-19 Guofeng Zhang , Tongwen Chen

The Linear Quadratic Regulator (LQR) is a cornerstone of optimal control theory, widely studied in both model-based and model-free approaches. Despite its well-established nature, certain foundational aspects remain subtle. In this paper,…

Optimization and Control · Mathematics 2025-03-17 Yuto Watanabe , Yang Zheng

In this work, we study the problem of learning partially observed linear dynamical systems from a single sample trajectory. A major practical challenge in the existing system identification methods is the undesirable dependency of their…

Machine Learning · Computer Science 2020-10-09 Salar Fattahi

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 problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

Learning, say through direct policy updates, often requires assumptions such as knowing a priori that the initial policy (gain) is stabilizing, or persistently exciting (PE) input-output data, is available. In this paper, we examine online…

Systems and Control · Electrical Eng. & Systems 2022-01-21 Shahriar Talebi , Siavash Alemzadeh , Niyousha Rahimi , Mehran Mesbahi

Many practical applications of online reinforcement learning require the satisfaction of safety constraints while learning about the unknown environment. In this work, we establish theoretical foundations for reinforcement learning with…

Machine Learning · Statistics 2025-04-30 Benjamin Schiffer , Lucas Janson

With the widespread adoption of machine learning systems, the need to curtail their behavior has become increasingly apparent. This is evidenced by recent advancements towards developing models that satisfy robustness, safety, and fairness…

Machine Learning · Computer Science 2024-03-19 Juan Elenter , Luiz F. O. Chamon , Alejandro Ribeiro
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