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The problem of regret minimization for online adaptive control of linear-quadratic systems is studied. In this problem, the true system transition parameters (matrices $A$ and $B$) are unknown, and the objective is to design and analyze…

Optimization and Control · Mathematics 2022-10-31 Mohammad Akbari , Bahman Gharesifard , Tamas Linder

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…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Bruce D. Lee , Anders Rantzer , Nikolai Matni

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Machine Learning · Computer Science 2018-05-25 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

Machine Learning · Computer Science 2021-09-30 Yassir Jedra , Alexandre Proutiere

Model based predictions of future trajectories of a dynamical system often suffer from inaccuracies, forcing model based control algorithms to re-plan often, thus being computationally expensive, suboptimal and not reliable. In this work,…

Machine Learning · Computer Science 2018-12-11 Norman Di Palo , Harri Valpola

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…

Machine Learning · Computer Science 2020-08-14 Paula Gradu , John Hallman , Elad Hazan

In this paper, a simple heuristic is proposed for the design of uncertainty aware predictive controllers for nonlinear models involving uncertain parameters. The method relies on Machine Learning-based approximation of ideal deterministic…

Systems and Control · Electrical Eng. & Systems 2021-02-05 Mazen Alamir

This work presents a new sufficient condition for synthesizing nonlinear controllers that yield bounded closed-loop tracking error transients despite the presence of unmatched uncertainties that are concurrently being learned online. The…

Systems and Control · Electrical Eng. & Systems 2023-10-23 Samuel G. Gessow , Brett T. Lopez

Learning to control unknown nonlinear dynamical systems is a fundamental problem in reinforcement learning and control theory. A commonly applied approach is to first explore the environment (exploration), learn an accurate model of it…

Machine Learning · Computer Science 2023-06-16 Andrew Wagenmaker , Guanya Shi , Kevin Jamieson

We study the problem of adaptively controlling a known discrete-time nonlinear system subject to unmodeled disturbances. We prove the first finite-time regret bounds for adaptive nonlinear control with matched uncertainty in the stochastic…

Machine Learning · Computer Science 2020-11-30 Nicholas M. Boffi , Stephen Tu , Jean-Jacques E. Slotine

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 study the problem of adaptive control of the linear quadratic regulator for systems in very high, or even infinite dimension. We demonstrate that while sublinear regret requires finite dimensional inputs, the ambient state dimension of…

Optimization and Control · Mathematics 2021-07-16 Juan C. Perdomo , Max Simchowitz , Alekh Agarwal , Peter Bartlett

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unknown distribution. We derive a data-dependent high probability…

Optimization and Control · Mathematics 2026-05-22 Yujia Luo , Ye Pu , Jonathan H. Manton , Jingge Zhu

The exploration/exploitation trade-off is an inherent challenge in data-driven adaptive control. Though this trade-off has been studied for multi-armed bandits (MAB's) and reinforcement learning for linear systems; it is less well-studied…

Optimization and Control · Mathematics 2023-01-30 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…

Probability · Mathematics 2017-12-06 N. Baradel , B. Bouchard , Ngoc Minh Dang

We study the problem of regret minimization in partially observable linear quadratic control systems when the model dynamics are unknown a priori. We propose ExpCommit, an explore-then-commit algorithm that learns the model Markov…

Machine Learning · Computer Science 2020-03-10 Sahin Lale , Kamyar Azizzadenesheli , Babak Hassibi , Anima Anandkumar

This work studies the problem of sequential control in an unknown, nonlinear dynamical system, where we model the underlying system dynamics as an unknown function in a known Reproducing Kernel Hilbert Space. This framework yields a general…

Machine Learning · Computer Science 2020-06-23 Sham Kakade , Akshay Krishnamurthy , Kendall Lowrey , Motoya Ohnishi , Wen Sun

We consider the problem of learning in Linear Quadratic Control systems whose transition parameters are initially unknown. Recent results in this setting have demonstrated efficient learning algorithms with regret growing with the square…

Machine Learning · Computer Science 2020-07-03 Asaf Cassel , Alon Cohen , Tomer Koren

This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…

Machine Learning · Computer Science 2022-08-23 Mohamad Kazem Shirani Faradonbeh

We consider the problem of controlling a known linear dynamical system under stochastic noise, adversarially chosen costs, and bandit feedback. Unlike the full feedback setting where the entire cost function is revealed after each decision,…

Machine Learning · Computer Science 2020-07-03 Asaf Cassel , Tomer Koren