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This text presents an introduction to an emerging paradigm in control of dynamical systems and differentiable reinforcement learning called online nonstochastic control. The new approach applies techniques from online convex optimization…

Machine Learning · Computer Science 2026-04-28 Elad Hazan , Karan Singh

In this paper, we propose an online learning-based predictive control (LPC) approach designed for nonlinear systems that lack explicit system dynamics. Unlike traditional model predictive control (MPC) algorithms that rely on known system…

Optimization and Control · Mathematics 2025-03-17 Yuanqing Zhang , Huanshui Zhang

We study how to safely control nonlinear control-affine systems that are corrupted with bounded non-stochastic noise, i.e., noise that is unknown a priori and that is not necessarily governed by a stochastic model. We focus on safety…

Systems and Control · Electrical Eng. & Systems 2024-12-11 Hongyu Zhou , Yichen Song , Vasileios Tzoumas

We study the control of a linear dynamical system with adversarial disturbances (as opposed to statistical noise). The objective we consider is one of regret: we desire an online control procedure that can do nearly as well as that of a…

Machine Learning · Computer Science 2019-02-26 Naman Agarwal , Brian Bullins , Elad Hazan , Sham M. Kakade , Karan Singh

Online multi-agent control problems, where many agents pursue competing and time-varying objectives, are widespread in domains such as autonomous robotics, economics, and energy systems. In these settings, robustness to adversarial…

Machine Learning · Computer Science 2025-09-29 Anas Barakat , John Lazarsfeld , Georgios Piliouras , Antonios Varvitsiotis

This paper studies online nonstochastic control problems with adversarial and static constraints. We propose online nonstochastic control algorithms that achieve both sublinear regret and sublinear adversarial constraint violation while…

Machine Learning · Computer Science 2023-02-07 Xin Liu , Zixian Yang , Lei Ying

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

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…

Machine Learning · Computer Science 2021-10-28 Guanya Shi , Kamyar Azizzadenesheli , Michael O'Connell , Soon-Jo Chung , Yisong Yue

We study the problem of online non-stochastic control (ONC), which is the control of a linear system under adversarial disturbances and adversarial cost functions, with the aim of minimizing the total cost incurred. A recent line of…

Optimization and Control · Mathematics 2026-04-21 Vijeth Hebbar , Spencer Hutchinson , Mahnoosh Alizadeh , Cédric Langbort

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

The fundamental lemma from behavioral systems theory yields a data-driven non-parametric system representation that has shown great potential for the data-efficient control of unknown linear and weakly nonlinear systems, even in the…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Johannes Teutsch , Sebastian Ellmaier , Sebastian Kerz , Dirk Wollherr , Marion Leibold

In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…

Optimization and Control · Mathematics 2025-04-24 Vijeth Hebbar , Cédric Langbort

This paper considers the problem of real-time control and learning in dynamic systems subjected to parametric uncertainties. We propose a combination of a Reinforcement Learning (RL) based policy in the outer loop suitably chosen to ensure…

Machine Learning · Computer Science 2023-06-13 Anuradha M. Annaswamy , Anubhav Guha , Yingnan Cui , Sunbochen Tang , Peter A. Fisher , Joseph E. Gaudio

We study supervisory switching control for partially-observed linear dynamical systems. The objective is to identify and deploy the best controller for the unknown system by periodically selecting among a collection of $N$ candidate…

Optimization and Control · Mathematics 2026-03-19 Haoyuan Sun , Ali Jadbabaie

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

We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…

Machine Learning · Computer Science 2023-11-02 Udaya Ghai , Arushi Gupta , Wenhan Xia , Karan Singh , Elad Hazan

This paper considers a bi-level discrete-time control framework with real-time constraints, consisting of several local controllers and a central controller. The objective is to bridge the gap between the online convex optimization and…

Optimization and Control · Mathematics 2017-02-21 Andrey Bernstein

Robust control is a core approach for controlling systems with performance guarantees that are robust to modeling error, and is widely used in real-world systems. However, current robust control approaches can only handle small system…

Optimization and Control · Mathematics 2021-06-08 Dimitar Ho , Hoang M. Le , John C. Doyle , Yisong Yue

In this paper we focus on the solution of online problems with time-varying, linear equality and inequality constraints. Our approach is to design a novel online algorithm by leveraging the tools of control theory. In particular, for the…

Optimization and Control · Mathematics 2025-09-04 Umberto Casti , Nicola Bastianello , Ruggero Carli , Sandro Zampieri

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…

Systems and Control · Electrical Eng. & Systems 2024-11-22 Hotae Lee , Francesco Borrelli
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