Related papers: Adaptive Online Non-stochastic Control
We consider the problem of minimizing regret in an $N$ agent heterogeneous stochastic linear bandits framework, where the agents (users) are similar but not all identical. We model user heterogeneity using two popularly used ideas in…
This paper investigates the problem of regret minimization in linear time-varying (LTV) dynamical systems. Due to the simultaneous presence of uncertainty and non-stationarity, designing online control algorithms for unknown LTV systems…
Follow-the-regularized-leader (FTRL) algorithms have become popular in the context of games, providing easy-to-implement methods for each agent, as well as theoretical guarantees that the strategies of all agents will converge to some…
A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…
This article proposes a Model Reference Adaptive Control (MRAC) strategy to achieve fixed-time convergence of parameter estimation and tracking errors for unknown linear time-invariant systems, without relying on the persistence of…
The strategy of pre-training a large model on a diverse dataset, then fine-tuning for a particular application has yielded impressive results in computer vision, natural language processing, and robotic control. This strategy has vast…
We propose a decentralized stochastic control solution for the broadcast message dissemination problem in wireless ad hoc networks with slow fading channels. We formulate the control problem as a dynamic robust game which is well justified…
Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…
This paper presents a stochastic model predictive controller (SMPC) for linear time-invariant systems in the presence of additive disturbances. The distribution of the disturbance is unknown and is assumed to have a bounded support. A…
We study the problem of controlling a linear dynamical system with adversarial perturbations where the only feedback available to the controller is the scalar loss, and the loss function itself is unknown. For this problem, with either a…
The rapid advancement of neuroscience and machine learning has established data-driven stochastic dynamical system modeling as a powerful tool for understanding and controlling high-dimensional, spatio-temporal processes. We introduce the…
There are spatio-temporal rules that dictate how robots should operate in complex environments, e.g., road rules govern how (self-driving) vehicles should behave on the road. However, seamlessly incorporating such rules into a robot control…
We study the adaptive control of an unknown linear system with a quadratic cost function subject to safety constraints on both the states and actions. The challenges of this problem arise from the tension among safety, exploration,…
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…
This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…
This paper addresses the problem of designing a data-driven feedback controller for complex nonlinear dynamical systems in the presence of time-varying disturbances with unknown dynamics. Such disturbances are modeled as the "unknown" part…
This paper addresses the estimation of a time- varying parameter in a network. A group of agents sequentially receive noisy signals about the parameter (or moving target), which does not follow any particular dynamics. The parameter is not…
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…
In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…
Deep reinforcement learning (DRL) algorithms have been demonstrated to be effective in a wide range of challenging decision making and control tasks. However, these methods typically suffer from severe action oscillations in particular in…