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The Linear Quadratic Regulator (LQR) framework considers the problem of regulating a linear dynamical system perturbed by environmental noise. We compute the policy regret between three distinct control policies: i) the optimal online…

Optimization and Control · Mathematics 2020-02-10 Gautam Goel , Babak Hassibi

We introduce algorithms that achieve state-of-the-art \emph{dynamic regret} bounds for non-stationary linear stochastic bandit setting. It captures natural applications such as dynamic pricing and ads allocation in a changing environment.…

Machine Learning · Computer Science 2021-07-20 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

We study a sequential decision problem where the learner faces a sequence of $K$-armed bandit tasks. The task boundaries might be known (the bandit meta-learning setting), or unknown (the non-stationary bandit setting). For a given integer…

Originating in the artificial intelligence literature, optimistic planning (OP) is an algorithm that generates near-optimal control inputs for generic nonlinear discrete-time systems whose input set is finite. This technique is therefore…

Optimization and Control · Mathematics 2019-08-06 Mathieu Granzotto , Romain Postoyan , Lucian Buşoniu , Dragan Nešić , Jamal Daafouz

We develop an adaptive control architecture to achieve stabilization and command following of uncertain dynamical systems with improved transient performance. Our framework consists of a new reference system and an adaptive controller. The…

Dynamical Systems · Mathematics 2013-09-27 Tansel Yucelen , Gerardo De La Torre , Eric N. Johnson

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

In this contribution, we introduce an efficient method for solving the optimal control problem for an unconstrained nonlinear switched system with an arbitrary cost function. We assume that the sequence of the switching modes are given but…

Systems and Control · Computer Science 2017-11-08 Farbod Farshidian , Maryam Kamgarpour , Diego Pardo , Jonas Buchli

Consider the classical problem of predicting the next bit in a sequence of bits. A standard performance measure is {\em regret} (loss in payoff) with respect to a set of experts. For example if we measure performance with respect to two…

Machine Learning · Computer Science 2013-04-30 Rina Panigrahy , Preyas Popat

This paper addresses the distributed online control problem over a network of linear time-invariant (LTI) systems (with possibly unknown dynamics) in the presence of adversarial perturbations. There exists a global network cost that is…

Optimization and Control · Mathematics 2023-10-06 Ting-Jui Chang , Shahin Shahrampour

``Sim2real gap", in which the system learned in simulations is not the exact representation of the real system, can lead to loss of stability and performance when controllers learned using data from the simulated system are used on the real…

Systems and Control · Electrical Eng. & Systems 2025-05-15 Shivam Bajaj , Prateek Jaiswal , Vijay Gupta

We consider a system consisting of a single transmitter/receiver pair and $N$ channels over which they may communicate. Packets randomly arrive to the transmitter's queue and wait to be successfully sent to the receiver. The transmitter may…

Performance · Computer Science 2020-05-15 Thomas Stahlbuhk , Brooke Shrader , Eytan Modiano

We develop an algorithm for the motion and task planning of a system comprised of multiple robots and unactuated objects under tasks expressed as Linear Temporal Logic (LTL) constraints. The robots and objects evolve subject to uncertain…

Systems and Control · Electrical Eng. & Systems 2022-04-26 Christos K. Verginis , Yiannis Kantaros , Dimos V. Dimarogonas

Balancing exploration and exploitation (EE) is a fundamental problem in contex-tual bandit. One powerful principle for EE trade-off isOptimism in Face of Uncer-tainty(OFU), in which the agent takes the action according to an upper…

Machine Learning · Computer Science 2021-06-30 Yichi Zhou , Shihong Song , Huishuai Zhang , Jun Zhu , Wei Chen , Tie-Yan Liu

Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…

Machine Learning · Computer Science 2025-09-10 Peng Zhao , Yan-Feng Xie , Lijun Zhang , Zhi-Hua Zhou

While artificial-intelligence-based methods suffer from lack of transparency, rule-based methods dominate in safety-critical systems. Yet, the latter cannot compete with the first ones in robustness to multiple requirements, for instance,…

Artificial Intelligence · Computer Science 2022-02-01 Andrei Aksjonov , Ville Kyrki

We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…

Machine Learning · Computer Science 2020-06-11 Yasin Abbasi-Yadkori , Aldo Pacchiano , My Phan

Switching control strategies that unite a potentially high-performance but uncertified controller and a stabilizing albeit conservative controller are shown to be able to balance safety with efficiency, but have been less studied under…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Yiwen Lu , Yilin Mo

In this paper, we study a transfer learning framework for Linear Quadratic Regulator (LQR) control, where (i) the dynamics of the system of interest (target system) are unknown and only a short trajectory of impulse responses from the…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Taosha Guo , Fabio Pasqualetti

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

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