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Related papers: Safe Non-Stochastic Control of Linear Dynamical Sy…

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We study online control for continuous-time linear systems with finite sampling rates, where the objective is to design an online procedure that learns under non-stochastic noise and performs comparably to a fixed optimal linear controller.…

Optimization and Control · Mathematics 2025-06-10 Jingwei Li , Jing Dong , Can Chang , Baoxiang Wang , Jingzhao Zhang

This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…

Optimization and Control · Mathematics 2022-02-09 Daniel Gurevich , Debdipta Goswami , Charles L. Fefferman , Clarence W. Rowley

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…

Optimization and Control · Mathematics 2026-05-08 Spencer Hutchinson , Nanfei Jiang , Mahnoosh Alizadeh

This paper considers the linear-quadratic dual control problem where the system parameters need to be identified and the control objective needs to be optimized in the meantime. Contrary to existing works on data-driven linear-quadratic…

Systems and Control · Electrical Eng. & Systems 2021-11-22 Yiwen Lu , Yilin Mo

In many learning based control methodologies, learning the unknown dynamic model precedes the control phase, while the aim is to control the system such that it remains in some safe region of the state space. In this work, our aim is to…

Machine Learning · Computer Science 2021-05-14 Farhad Farokhi , Alex Leong , Iman Shames , Mohammad Zamani

We consider the problem of designing a feedback controller for a multivariable linear time-invariant system which regulates an arbitrary system output to the solution of an equality-constrained convex optimization problem despite unknown…

Optimization and Control · Mathematics 2020-05-12 Liam S. P. Lawrence , John W. Simpson-Porco , Enrique Mallada

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

Systems and Control · Computer Science 2019-10-09 David Mguni

Prior work on automatic control synthesis for cyber-physical systems under logical constraints has primarily focused on environmental disturbances or modeling uncertainties, however, the impact of deliberate and malicious attacks has been…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Luyao Niu , Andrew Clark

This paper considers the online nonstochastic control problem of a linear time-invariant system under convex state and input constraints that need to be satisfied at all times. We propose an algorithm called Online Gradient Descent with…

Optimization and Control · Mathematics 2025-01-31 Nanfei Jiang , Spencer Hutchinson , Mahnoosh Alizadeh

This paper presents a one-shot learning approach with performance and robustness guarantees for the linear quadratic regulator (LQR) control of stochastic linear systems. Even though data-based LQR control has been widely considered,…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Ramin Esmzad , Hamidreza Modares

This paper presents a novel synthesis method for designing an optimal and robust guidance law for a non-throttleable upper stage of a launch vehicle, using a convex approach. In the unperturbed scenario, a combination of lossless and…

Optimization and Control · Mathematics 2022-12-14 Boris Benedikter , Alessandro Zavoli , Guido Colasurdo , Simone Pizzurro , Enrico Cavallini

Understanding how to efficiently learn while adhering to safety constraints is essential for using online reinforcement learning in practical applications. However, proving rigorous regret bounds for safety-constrained reinforcement…

Machine Learning · Statistics 2025-04-29 Benjamin Schiffer , Lucas Janson

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…

Optimization and Control · Mathematics 2021-06-22 Yiheng Lin , Yang Hu , Haoyuan Sun , Guanya Shi , Guannan Qu , Adam Wierman

We consider the problem of designing a feedback controller that guides the input and output of a linear time-invariant system to a minimizer of a convex optimization problem. The system is subject to an unknown disturbance that determines…

Optimization and Control · Mathematics 2018-10-10 Liam S. P. Lawrence , Zachary E. Nelson , Enrique Mallada , John W. Simpson-Porco

This paper addresses the problem of finite horizon constrained robust optimal control for nonlinear systems subject to norm-bounded disturbances. To this end, the underlying uncertain nonlinear system is decomposed based on a first-order…

Optimization and Control · Mathematics 2025-08-01 Antoine P. Leeman , Johannes Köhler , Andrea Zanelli , Samir Bennani , Melanie N. Zeilinger

This paper presents a risk-aware safe reinforcement learning (RL) control design for stochastic discrete-time linear systems. Rather than using a safety certifier to myopically intervene with the RL controller, a risk-informed safe…

Systems and Control · Electrical Eng. & Systems 2025-05-16 Babak Esmaeili , Nariman Niknejad , Hamidreza Modares

We consider nonlinear stochastic systems that arise in path planning and control of mobile robots. As is typical of almost all nonlinear stochastic systems, the optimally solving problem is intractable. We provide a design approach which…

Robotics · Computer Science 2017-05-25 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

A discrete time stochastic feedback control system with a noisy communication channel between the sensor and the controller is considered. The sensor has limited memory. At each time, the sensor transmits encoded symbol over the channel and…

Optimization and Control · Mathematics 2007-05-23 Aditya Mahajan , Demosthenis Teneketzis

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization…

Systems and Control · Electrical Eng. & Systems 2023-10-27 Shahriar Talebi , Amirhossein Taghvaei , Mehran Mesbahi