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We propose a new method for the problem of controlling linear dynamical systems under partial observation and adversarial disturbances. Our new algorithm, Double Spectral Control (DSC), matches the best known regret guarantees while…

Machine Learning · Computer Science 2025-05-28 Anand Brahmbhatt , Gon Buzaglo , Sofiia Druchyna , Elad Hazan

We revisit the problem of stochastic online learning with feedback graphs, with the goal of devising algorithms that are optimal, up to constants, both asymptotically and in finite time. We show that, surprisingly, the notion of optimal…

Machine Learning · Computer Science 2022-06-22 Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

This paper presents extensions of finite-time stability results to some prototypical adaptive control and estimation frameworks. First, we present a novel scheme of online parameter estimation that guarantees convergence of the estimation…

Optimization and Control · Mathematics 2020-10-20 Kunal Garg , Parag Bobade , Dimitra Panagou

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

We develop a learning-based algorithm for the control of autonomous systems governed by unknown, nonlinear dynamics to satisfy user-specified spatio-temporal tasks expressed as signal temporal logic specifications. Most existing algorithms…

Robotics · Computer Science 2021-10-12 Christos K. Verginis , Zhe Xu , Ufuk Topcu

In this work we address the problem of the online robust control of nonlinear dynamical systems perturbed by disturbance. We study the problem of attenuation of the total cost over a duration $T$ in response to the disturbances. We consider…

Systems and Control · Electrical Eng. & Systems 2022-09-14 Deepan Muthirayan , Pramod P. Khargonekar

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-01-03 Piao Hu , Jiashuo Jiang , Guodong Lyu , Hao Su

We study online control of an unknown nonlinear dynamical system that is approximated by a time-invariant linear system with model misspecification. Our study focuses on robustness, a measure of how much deviation from the assumed linear…

Optimization and Control · Mathematics 2022-04-06 Xinyi Chen , Udaya Ghai , Elad Hazan , Alexandre Megretski

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…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Aren Karapetyan , Diego Bolliger , Anastasios Tsiamis , Efe C. Balta , John Lygeros

We propose a novel change point detection approach for online learning control with full information feedback (state, disturbance, and cost feedback) for unknown time-varying dynamical systems. We show that our algorithm can achieve a…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Deepan Muthirayan , Ruijie Du , Yanning Shen , Pramod P. Khargonekar

Suboptimal methods in optimal control arise due to a limited computational budget, unknown system dynamics, or a short prediction window among other reasons. Although these methods are ubiquitous, their transient performance remains…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

A suboptimal active disturbance rejection controller (S-ADRC) is proposed for second-order systems with unknown time-varying nonlinear dynamics. The output-feedback controller guarantees a global convergence to the vicinity of an optimal…

Optimization and Control · Mathematics 2022-06-22 Amir Shakouri , M. Reza Emami

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 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…

Machine Learning · Computer Science 2022-02-15 Paula Gradu , Elad Hazan , Edgar Minasyan

We aim to develop off-policy DRL algorithms that not only exceed state-of-the-art performance but are also simple and minimalistic. For standard continuous control benchmarks, Soft Actor-Critic (SAC), which employs entropy maximization,…

Machine Learning · Computer Science 2020-12-08 Che Wang , Yanqiu Wu , Quan Vuong , Keith Ross

This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Lantian Zhang , Bo Wahlberg , Silun Zhang

This paper deals with the problem of finite-time learning for unknown discrete-time nonlinear systems' dynamics, without the requirement of the persistence of excitation. Two finite-time concurrent learning methods are presented to…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Farzaneh Tatari , Christos Panayiotou , Marios Polycarpou

This paper addresses the problem of composite synchronization and learning control in a network of multi-agent robotic manipulator systems with heterogeneous nonlinear uncertainties under a leader-follower framework. A novel two-layer…

Multiagent Systems · Computer Science 2024-05-10 Emadodin Jandaghi , Dalton L. Stein , Adam Hoburg , Paolo Stegagno , Mingxi Zhou , Chengzhi Yuan

In this paper we develop novel results on self triggering control of nonlinear systems, subject to perturbations and actuation delays. First, considering an unperturbed nonlinear system with bounded actuation delays, we provide conditions…

Optimization and Control · Mathematics 2011-08-29 M. D. Di Benedetto , S. Di Gennaro , A. D'Innocenzo

Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…

Machine Learning · Computer Science 2021-03-17 Baiyu Peng , Yao Mu , Yang Guan , Shengbo Eben Li , Yuming Yin , Jianyu Chen