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When deploying autonomous systems in unknown and changing environments, it is critical that their motion planning and control algorithms are computationally efficient and can be reapplied online in real time, whilst providing theoretical…

Systems and Control · Electrical Eng. & Systems 2024-12-06 Seth Siriya , Mo Chen , Ye Pu

This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…

Systems and Control · Electrical Eng. & Systems 2025-12-18 Marko Nonhoff , Emiliano Dall'Anese , Matthias A. Müller

We study the online robust control problem for linear dynamical systems with disturbances and uncertainties in the cost functions, with limited preview of the future disturbances and the cost functions, $N$. Our goal is to find an online…

Optimization and Control · Mathematics 2022-11-01 Deepan Muthirayan , Dileep Kalathil , Pramod P. Khargonekar

We consider the online control problem with an unknown linear dynamical system in the presence of adversarial perturbations and adversarial convex loss functions. Although the problem is widely studied in model-based control, it remains…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Zishun Liu , Yongxin Chen

We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal…

Optimization and Control · Mathematics 2022-06-23 Asaf Cassel , Alon Cohen , Tomer Koren

Stability is a general notion that quantifies the sensitivity of a learning algorithm's output to small change in the training dataset (e.g. deletion or replacement of a single training sample). Such conditions have recently been shown to…

Machine Learning · Computer Science 2011-08-18 Stephane Ross , J. Andrew Bagnell

We consider the classic problem of online convex optimisation. Whereas the notion of static regret is relevant for stationary problems, the notion of switching regret is more appropriate for non-stationary problems. A switching regret is…

Machine Learning · Computer Science 2025-03-07 Stephen Pasteris , Chris Hicks , Vasilios Mavroudis , Mark Herbster

We consider systems that require timely monitoring of sources over a communication network, where the cost of delayed information is unknown, time-varying and possibly adversarial. For the single source monitoring problem, we design…

Networking and Internet Architecture · Computer Science 2021-05-31 Vishrant Tripathi , Eytan Modiano

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

This paper proposes a novel online data-driven adaptive control for unknown linear time-varying systems. Initialized with an empirical feedback gain, the algorithm periodically updates this gain based on the data collected over a short time…

Systems and Control · Electrical Eng. & Systems 2024-01-31 Shenyu Liu , Kaiwen Chen , Jaap Eising

Real world evolves in continuous time but computations are done from finite samples. Therefore, we study algorithms using finite observations in continuous-time linear dynamical systems. We first study the system identification problem, and…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Hongyi Zhou , Jingwei Li , Jingzhao Zhang

Combining efficient and safe control for safety-critical systems is challenging. Robust methods may be overly conservative, whereas probabilistic controllers require a trade-off between efficiency and safety. In this work, we propose a…

Systems and Control · Electrical Eng. & Systems 2022-09-16 Tim Brüdigam , Robert Jacumet , Dirk Wollherr , Marion Leibold

We introduce a new algorithm for online linear-quadratic control in a known system subject to adversarial disturbances. Existing regret bounds for this setting scale as $\sqrt{T}$ unless strong stochastic assumptions are imposed on the…

Machine Learning · Computer Science 2020-06-24 Dylan J. Foster , Max Simchowitz

Algorithm selection is typically based on models of algorithm performance, learned during a separate offline training sequence, which can be prohibitively expensive. In recent work, we adopted an online approach, in which a performance…

Artificial Intelligence · Computer Science 2013-01-31 Matteo Gagliolo , Juergen Schmidhuber

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

Sustained research efforts have been devoted to learning optimal controllers for linear stochastic dynamical systems with unknown parameters, but due to the corruption of noise, learned controllers are usually uncertified in the sense that…

Systems and Control · Electrical Eng. & Systems 2022-10-27 Yiwen Lu , Yilin Mo

We consider the fundamental problem of online control of a linear dynamical system from two different viewpoints: regret minimization and competitive analysis. We prove that the optimal competitive policy is well-approximated by a convex…

Machine Learning · Computer Science 2022-11-22 Gautam Goel , Naman Agarwal , Karan Singh , Elad Hazan

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

We study the stability properties of a control system composed of a dynamical plant and a feedback controller, the latter generating control signals that can be compromised by a malicious attacker. We consider two classes of feedback…

Optimization and Control · Mathematics 2023-12-19 Felipe Galarza-Jimenez , Gianluca Bianchin , Jorge I. Poveda , Emiliano Dall'Anese

In this paper, we consider the problem of online identification of Switched AutoRegressive eXogenous (SARX) systems, where the goal is to estimate the parameters of each subsystem and identify the switching sequence as data are obtained in…

Systems and Control · Computer Science 2018-05-04 Zhe Du , Necmiye Ozay , Laura Balzano