Related papers: Robust Regret Optimal Control
We study the problem of adaptive control of the stochastic linear quadratic regulator (LQR) with constraints that must be satisfied at every time step. Prior work on the multidimensional problem has shown $\tilde{O}(T^{2/3})$ regret and…
We study predictive control in a setting where the dynamics are time-varying and linear, and the costs are time-varying and well-conditioned. At each time step, the controller receives the exact predictions of costs, dynamics, and…
We study, to our knowledge, the first tractable multistage ex-ante distributionally robust regret optimization (DRRO) formulation for stochastic control. We consider finite-horizon LQR under common stage-law ambiguity: disturbances are…
This paper presents a robust control synthesis and analysis framework for nonlinear systems with uncertain initial conditions. First, a deep learning-based lifting approach is proposed to approximate nonlinear dynamical systems with linear…
In this paper, we propose and analyze a new method for online linear quadratic regulator (LQR) control with a priori unknown time-varying cost matrices. The cost matrices are revealed sequentially with the potential for future values to be…
The parallel machine scheduling problem has been a popular topic for many years due to its theoretical and practical importance. This paper addresses the robust makespan optimization problem on unrelated parallel machine scheduling with…
A desirable property in fault-tolerant controllers is adaptability to system changes as they evolve during systems operations. An adaptive controller does not require optimal control policies to be enumerated for possible faults. Instead it…
In this paper, a method is presented to synthesize neural network controllers such that the feedback system of plant and controller is dissipative, certifying performance requirements such as L2 gain bounds. The class of plants considered…
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…
Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…
Learning to control an unknown dynamical system with respect to high-level temporal specifications is an important problem in control theory. We present the first regret-free online algorithm for learning a controller for linear temporal…
Given the recent surge of interest in data-driven control, this paper proposes a two-step method to study robust data-driven control for a parameter-unknown linear time-invariant (LTI) system that is affected by energy-bounded noises.…
The discrete-time robust repetitive control (RC, or repetitive controller, also designated RC) problem for nonlinear systems is both challenging and practical. This paper proposes a discrete-time output-feedback RC design for a class of…
In data-driven control design, an important problem is to deal with uncertainty due to limited and noisy data. One way to do this is to use a min-max approach, which aims to minimize some design criteria for the worst-case scenario.…
We consider reinforcement learning (RL) in episodic MDPs with adversarial full-information reward feedback and unknown fixed transition kernels. We propose two model-free policy optimization algorithms, POWER and POWER++, and establish…
We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…
This paper presents a systematic approach to the design of a robust dynamic state feedback controller using copies of the plant nonlinearities, which is based on the use of IQCs and minimax LQR control. The approach combines a linear state…
We address the problem of learning to control an unknown nonlinear dynamical system through sequential interactions. Motivated by high-stakes applications in which mistakes can be catastrophic, such as robotics and healthcare, we study…
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…
Adaptively controlling and minimizing regret in unknown dynamical systems while controlling the growth of the system state is crucial in real-world applications. In this work, we study the problem of stabilization and regret minimization of…