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The Linear Quadratic Regulator (LQR) framework considers the problem of regulating a linear dynamical system perturbed by environmental noise. We compute the policy regret between three distinct control policies: i) the optimal online…

Optimization and Control · Mathematics 2020-02-10 Gautam Goel , Babak Hassibi

Distributed optimal control is known to be challenging and can become intractable even for linear-quadratic regulator problems. In this work, we study a special class of such problems where distributed state feedback controllers can give…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Johan Olsson , Runyu Zhang , Emma Tegling , Na Li

We propose a novel algorithm for offline reinforcement learning using optimal transport. Typically, in offline reinforcement learning, the data is provided by various experts and some of them can be sub-optimal. To extract an efficient…

Machine Learning · Computer Science 2024-10-21 Arip Asadulaev , Rostislav Korst , Alexander Korotin , Vage Egiazarian , Andrey Filchenkov , Evgeny Burnaev

This paper studies the problem of verifying dissipativity of linear time-invariant (LTI) systems using input-output data. We leverage behavioral systems theory to express dissipativity in terms of quadratic difference forms (QDFs), allowing…

Optimization and Control · Mathematics 2026-02-17 Henk J. van Waarde , Jeremy Coulson , Alberto Padoan

Control of large-scale networked systems often necessitates the availability of complex models for the interactions amongst the agents. However in many applications, building accurate models of agents or interactions amongst them might be…

Optimization and Control · Mathematics 2019-03-21 Siavash Alemzadeh , Mehran Mesbahi

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Samuel Balula , Efe C. Balta , Dominic Liao-McPherson , Alisa Rupenyan , John Lygeros

We propose training fitted Q-iteration with log-loss (FQI-log) for batch reinforcement learning (RL). We show that the number of samples needed to learn a near-optimal policy with FQI-log scales with the accumulated cost of the optimal…

Machine Learning · Computer Science 2024-08-02 Alex Ayoub , Kaiwen Wang , Vincent Liu , Samuel Robertson , James McInerney , Dawen Liang , Nathan Kallus , Csaba Szepesvári

Offline reinforcement learning can enable policy learning from pre-collected, sub-optimal datasets without online interactions. This makes it ideal for real-world robots and safety-critical scenarios, where collecting online data or expert…

Robotics · Computer Science 2025-08-07 Sreyas Venkataraman , Yufei Wang , Ziyu Wang , Navin Sriram Ravie , Zackory Erickson , David Held

This paper develops a method to learn optimal controls from data for bilinear systems without a priori knowledge of the system dynamics. Given an unknown bilinear system, we first characterize when the available data is suitable to solve…

Optimization and Control · Mathematics 2023-10-13 Zhenyi Yuan , Jorge Cortes

We consider reinforcement learning (RL) methods in offline domains without additional online data collection, such as mobile health applications. Most of existing policy optimization algorithms in the computer science literature are…

Machine Learning · Statistics 2022-07-28 Chengchun Shi , Shikai Luo , Yuan Le , Hongtu Zhu , Rui Song

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

In some applications of reinforcement learning, a dataset of pre-collected experience is already available but it is also possible to acquire some additional online data to help improve the quality of the policy. However, it may be…

Machine Learning · Computer Science 2023-07-11 Ruiqi Zhang , Andrea Zanette

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-10-27 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

In this paper we synthesize behavioral ideas with geometric control theory and propose a unified geometric framework for representing all solutions of a Linear Time Invariant Differential-Algebraic Equation (DAE-LTI) as outputs of classical…

Optimization and Control · Mathematics 2016-11-02 Mihaly Petreczky , Sergiy Zhuk

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…

Optimization and Control · Mathematics 2022-11-17 Marko Nonhoff , Matthias A. Müller

This paper studies the infinite-horizon adaptive optimal control of continuous-time linear periodic (CTLP) systems. A novel value iteration (VI) based off-policy ADP algorithm is proposed for a general class of CTLP systems, so that…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Bo Pang , Zhong-Ping Jiang

Offline reinforcement learning (offline RL), which aims to find an optimal policy from a previously collected static dataset, bears algorithmic difficulties due to function approximation errors from out-of-distribution (OOD) data points. To…

Machine Learning · Computer Science 2021-10-06 Gaon An , Seungyong Moon , Jang-Hyun Kim , Hyun Oh Song

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann
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