Related papers: Introduction to Online Control
This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…
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…
A properly designed controller can help improve the quality of experimental measurements or force a dynamical system to follow a completely new time-evolution path. Recent developments in deep reinforcement learning have made steep advances…
In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex…
Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…
We consider the problem of online control of systems with time-varying linear dynamics. This is a general formulation that is motivated by the use of local linearization in control of nonlinear dynamical systems. To state meaningful…
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…
We present an online model-based reinforcement learning algorithm suitable for controlling complex robotic systems directly in the real world. Unlike prevailing sim-to-real pipelines that rely on extensive offline simulation and model-free…
In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…
This paper studies the online optimal control problem with time-varying convex stage costs for a time-invariant linear dynamical system, where a finite lookahead window of accurate predictions of the stage costs are available at each time.…
We present an online multi-task learning approach for adaptive nonlinear control, which we call Online Meta-Adaptive Control (OMAC). The goal is to control a nonlinear system subject to adversarial disturbance and unknown…
We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…
This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…
In repeated interaction problems with adaptive agents, our objective often requires anticipating and optimizing over the space of possible agent responses. We show that many problems of this form can be cast as instances of online…
We investigate the finite-time analysis of finding ($\delta,\epsilon$)-stationary points for nonsmooth nonconvex objectives in decentralized stochastic optimization. A set of agents aim at minimizing a global function using only their local…
We propose a novel Stochastic Model Predictive Control (MPC) for uncertain linear systems subject to probabilistic constraints. The proposed approach leverages offline learning to extract key features of affine disturbance feedback…
Reinforcement learning is commonly associated with training of reward-maximizing (or cost-minimizing) agents, in other words, controllers. It can be applied in model-free or model-based fashion, using a priori or online collected system…
This paper describes a new online convex optimization method which incorporates a family of candidate dynamical models and establishes novel tracking regret bounds that scale with the comparator's deviation from the best dynamical model in…
This paper considers the problem of controlling a dynamical system when the state cannot be directly measured and the control performance metrics are unknown or partially known. In particular, we focus on the design of data-driven…
We consider the decision-making framework of online convex optimization with a very large number of experts. This setting is ubiquitous in contextual and reinforcement learning problems, where the size of the policy class renders…