Related papers: Generalised Regret Optimal Controller Synthesis fo…
We consider the problem of controller synthesis under imperfect information in a setting where there is a set of available observable predicates equipped with a cost function. The problem that we address is the computation of a subset of…
Inspired by competitive policy designs approaches in online learning, new control paradigms such as competitive-ratio and regret-optimal control have been recently proposed as alternatives to the classical $\mathcal{H}_2$ and…
This paper presents early work aiming at the development of a new framework for the design and analysis of algorithms for online learning based prediction and control. Firstly, we consider the task of predicting values of a function or time…
Guided-diffusion black-box optimization (BO) has shown strong empirical performance on structured design problems such as molecules and crystals, but its regret behavior remains poorly understood. Existing BO regret analyses typically rely…
This paper considers distributed online optimization with time-varying coupled inequality constraints. The global objective function is composed of local convex cost and regularization functions and the coupled constraint function is the…
Reactive synthesis is a paradigm for automatically building correct-by-construction systems that interact with an unknown or adversarial environment. We study how to do reactive synthesis when part of the specification of the system is that…
We revisit the classic regret-minimization problem in the stochastic multi-armed bandit setting when the arm-distributions are allowed to be heavy-tailed. Regret minimization has been well studied in simpler settings of either bounded…
This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…
We present a new anytime algorithm that achieves near-optimal regret for any instance of finite stochastic partial monitoring. In particular, the new algorithm achieves the minimax regret, within logarithmic factors, for both "easy" and…
Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…
No-regret learning dynamics ensure that a learner asymptotically achieves an average reward no worse than that of any fixed strategy. This no-regret guarantee does not determine the value of the asymptotic average reward. Indeed, it is…
The problem of regret minimization for online adaptive control of linear-quadratic systems is studied. In this problem, the true system transition parameters (matrices $A$ and $B$) are unknown, and the objective is to design and analyze…
In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…
In this paper, we propose an approach to controller synthesis for a class of constrained nonlinear systems. It is based on the use of a hybridization, that is a hybrid abstraction of the nonlinear dynamics. This abstraction is defined on a…
Stochastic composition optimization draws much attention recently and has been successful in many emerging applications of machine learning, statistical analysis, and reinforcement learning. In this paper, we focus on the composition…
In this work, we study the relations between bounded dynamic regret and the classical notion of asymptotic stability for the case of a priori unknown and time-varying cost functions. In particular, we show that bounded dynamic regret…
In this paper, we consider the notions of effort and resilience of a dynamical control system defined by the maximum disturbance the system can withstand while satisfying given finite temporal logic specifications. Given a dynamical system…
This article develops a control method for linear time-invariant systems subject to time-varying and a priori unknown cost functions, that satisfies state and input constraints, and is robust to exogenous disturbances. To this end, we…
This paper is concerned with the design of a linear control law for linear systems with stationary additive disturbances. The objective is to find a state feedback gain that minimizes a quadratic stage cost function, while observing chance…
Recently, several universal methods have been proposed for online convex optimization which can handle convex, strongly convex and exponentially concave cost functions simultaneously. However, most of these algorithms have been designed…