Related papers: Regret Analysis of Learning-Based Linear Quadratic…
Optimism in the face of uncertainty is a popular approach to balance exploration and exploitation in reinforcement learning. Here, we consider the online linear quadratic regulator (LQR) problem, i.e., to learn the LQR corresponding to an…
Regret minimization methods are a powerful tool for learning approximate Nash equilibrium (NE) in two-player zero-sum imperfect information extensive-form games (IIEGs). We consider the problem in the interactive bandit-feedback setting…
In this paper, we consider the problem of tracking a reference trajectory for a simplified car model based on unicycle kinematics, whose position only is measured, and where the control input and the measurements are corrupted by…
An online policy learning problem of linear control systems is studied. In this problem, the control system is known and linear, and a sequence of quadratic cost functions is revealed to the controller in hindsight, and the controller…
In this work, we consider the problem of regret minimization in adaptive minimum variance and linear quadratic control problems. Regret minimization has been extensively studied in the literature for both types of adaptive control problems.…
We consider the problem of controlling a possibly unknown linear dynamical system with adversarial perturbations, adversarially chosen convex loss functions, and partially observed states, known as non-stochastic control. We introduce a…
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…
Motion planning under uncertainty is of significant importance for safety-critical systems such as autonomous vehicles. Such systems have to satisfy necessary constraints (e.g., collision avoidance) with potential uncertainties coming from…
We propose a novel approach for analyzing dynamic regret of first-order constrained online convex optimization algorithms for strongly convex and Lipschitz-smooth objectives. Crucially, we provide a general analysis that is applicable to a…
Representation learning is a powerful tool that enables learning over large multitudes of agents or domains by enforcing that all agents operate on a shared set of learned features. However, many robotics or controls applications that would…
In this paper, we investigate the problem of \textit{episodic reinforcement learning} with quantum oracles for state evolution. To this end, we propose an \textit{Upper Confidence Bound} (UCB) based quantum algorithmic framework to…
While quantum reinforcement learning (RL) has attracted a surge of attention recently, its theoretical understanding is limited. In particular, it remains elusive how to design provably efficient quantum RL algorithms that can address the…
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…
The goal of this paper is to study a multi-objective linear quadratic Gaussian (LQG) control problem. In particular, we consider an optimal control problem minimizing a quadratic cost over a finite time horizon for linear stochastic systems…
Regret analysis is challenging in Multi-Agent Reinforcement Learning (MARL) primarily due to the dynamical environments and the decentralized information among agents. We attempt to solve this challenge in the context of decentralized…
We study reinforcement learning (RL) for the same class of continuous-time stochastic linear--quadratic (LQ) control problems as in \cite{huang2024sublinear}, where volatilities depend on both states and controls while states are…
In this work, we revisit the Linear Quadratic Gaussian (LQG) optimal control problem from a behavioral perspective. Motivated by the suitability of behavioral models for data-driven control, we begin with a reformulation of the LQG problem…
As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…
We consider the exploration-exploitation tradeoff in linear quadratic (LQ) control problems, where the state dynamics is linear and the cost function is quadratic in states and controls. We analyze the regret of Thompson sampling (TS)…
Optimal control theory and machine learning techniques are combined to formulate and solve in closed form an optimal control formulation of online learning from supervised examples with regularization of the updates. The connections with…