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Related papers: Robust Regret Optimal Control

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This paper proposes a robust regret control framework in which the performance baseline adapts to the realization of system uncertainty. The plant is modeled as a discrete-time, uncertain linear time-invariant system with real-parametric…

Optimization and Control · Mathematics 2025-10-27 Jietian Liu , Peter Seiler

We present an optimisation-based method for synthesising a dynamic regret optimal controller for linear systems with potentially adversarial disturbances and known or adversarial initial conditions. The dynamic regret is defined as the…

Systems and Control · Electrical Eng. & Systems 2022-05-31 Alexandre Didier , Jerome Sieber , Melanie N. Zeilinger

We consider control in linear time-varying dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing an online controller which minimizes regret against the best…

Machine Learning · Computer Science 2021-02-03 Gautam Goel , Babak Hassibi

This paper presents a synthesis method for the generalised dynamic regret problem, comparing the performance of a strictly causal controller to the optimal non-causal controller under a weighted disturbance. This framework encompasses both…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Alexandre Didier , Melanie N. Zeilinger

We consider the infinite-horizon LQR control problem. Motivated by competitive analysis in online learning, as a criterion for controller design we introduce the dynamic regret, defined as the difference between the LQR cost of a causal…

Optimization and Control · Mathematics 2023-04-14 Oron Sabag , Gautam Goel , Sahin Lale , Babak Hassibi

This paper studies preview control in both the $H_\infty$ and regret-optimal settings. The plant is modeled as a discrete-time, linear time-invariant system subject to external disturbances. The performance baseline is the optimal…

Optimization and Control · Mathematics 2026-02-09 Jietian Liu , Peter Seiler

We study the control of finite-state systems driven by exogenous disturbances, and design causal policies that track the performance of a lookahead benchmark controller. This objective is formalized through dynamic regret, so that favorable…

Optimization and Control · Mathematics 2026-04-28 Yishay Polatov , Oron Sabag

We consider estimation and control in linear time-varying dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing causal estimators and controllers which…

Machine Learning · Computer Science 2021-06-24 Gautam Goel , Babak Hassibi

We consider control of uncertain linear time-varying stochastic systems from the perspective of regret minimization. Specifically, we focus on the problem of designing a feedback controller that minimizes the loss relative to a clairvoyant…

Systems and Control · Electrical Eng. & Systems 2024-07-04 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate

Inspired by online learning, data-dependent regret has recently been proposed as a criterion for controller design. In the regret-optimal control paradigm, causal controllers are designed to minimize regret against a hypothetical optimal…

Optimization and Control · Mathematics 2022-09-15 Gautam Goel , Babak Hassibi

We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Hongyu Zhou , Vasileios Tzoumas

We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…

Machine Learning · Computer Science 2021-03-01 Naman Agarwal , Elad Hazan , Anirudha Majumdar , Karan Singh

This paper studies distributionally robust regret-optimal (DRRO) control with purified output feedback for linear systems subject to additive disturbances and measurement noise. These uncertainties (including the initial system state) are…

Optimization and Control · Mathematics 2025-11-21 Shuhao Yan , Carsten W. Scherer

This paper studies online solutions for regret-optimal control in partially observable systems over an infinite-horizon. Regret-optimal control aims to minimize the difference in LQR cost between causal and non-causal controllers while…

Systems and Control · Electrical Eng. & Systems 2023-11-15 Joudi Hajar , Oron Sabag , Babak Hassibi

The $\mathcal{H}_{\infty}$ synthesis approach is a cornerstone robust control design technique, but is known to be conservative in some cases. The objective of this paper is to quantify the additional cost the controller incurs planning for…

Optimization and Control · Mathematics 2022-08-10 Aren Karapetyan , Andrea Iannelli , John Lygeros

Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties…

Machine Learning · Computer Science 2021-08-13 Benjamin Gravell , Tyler Summers

This paper addresses the distributed online control problem over a network of linear time-invariant (LTI) systems (with possibly unknown dynamics) in the presence of adversarial perturbations. There exists a global network cost that is…

Optimization and Control · Mathematics 2023-10-06 Ting-Jui Chang , Shahin Shahrampour

In this work, we focus on the design of optimal controllers that must comply with an information structure. State-of-the-art approaches do so based on the H2 or Hinfty norm to minimize the expected or worst-case cost in the presence of…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Daniele Martinelli , Andrea Martin , Giancarlo Ferrari-Trecate , Luca Furieri

Modern control designs in robotics, aerospace, and cyber-physical systems rely heavily on real-world data obtained through system outputs. However, these outputs can be compromised by system faults and malicious attacks, distorting critical…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Hiroyasu Tsukamoto , Joudi Hajar , Soon-Jo Chung , Fred Y. Hadaegh

In this paper, we present a novel method for synthesising an optimal distributed spatial regret controller using experimentally obtained frequency-response data. Spatial regret provides a measure of the performance gap between a structured…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Vaibhav Gupta , Daniele Martinelli , Giancarlo Ferrari-Trecate , Luca Furieri , Alireza Karimi
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