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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…

Machine Learning · Computer Science 2020-06-26 Max Simchowitz , Karan Singh , Elad Hazan

The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero,…

Machine Learning · Computer Science 2013-03-04 Nina Vaits , Edward Moroshko , Koby Crammer

We study the problem of online non-stochastic control (ONC), which is the control of a linear system under adversarial disturbances and adversarial cost functions, with the aim of minimizing the total cost incurred. A recent line of…

Optimization and Control · Mathematics 2026-04-21 Vijeth Hebbar , Spencer Hutchinson , Mahnoosh Alizadeh , Cédric Langbort

This text presents an introduction to an emerging paradigm in control of dynamical systems and differentiable reinforcement learning called online nonstochastic control. The new approach applies techniques from online convex optimization…

Machine Learning · Computer Science 2026-04-28 Elad Hazan , Karan Singh

We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…

Optimization and Control · Mathematics 2022-11-02 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

Aerial robots can enhance their safe and agile navigation in complex and cluttered environments by efficiently exploiting the information collected during a given task. In this paper, we address the learning model predictive control problem…

Robotics · Computer Science 2024-01-10 Guanrui Li , Alex Tunchez , Giuseppe Loianno

We study a problem of simultaneous system identification and model predictive control of nonlinear systems. Particularly, we provide an algorithm for systems with unknown residual dynamics that can be expressed by Koopman operators. Such…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Hongyu Zhou , Vasileios Tzoumas

We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…

Optimization and Control · Mathematics 2023-11-01 Boxiao Chen , Jiashuo Jiang , Jiawei Zhang , Zhengyuan Zhou

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

Model predictive control is a powerful tool to generate complex motions for robots. However, it often requires solving non-convex problems online to produce rich behaviors, which is computationally expensive and not always practical in real…

Robotics · Computer Science 2022-09-21 Avadesh Meduri , Huaijiang Zhu , Armand Jordana , Ludovic Righetti

This paper proposes a novel online motion planning approach to robot navigation based on nonlinear model predictive control. Common approaches rely on pure Euclidean optimization parameters. In robot navigation, however, state spaces often…

Robotics · Computer Science 2022-01-06 Christoph Rösmann , Artemi Makarow , Torsten Bertram

We study the problem of online learning with non-convex losses, where the learner has access to an offline optimization oracle. We show that the classical Follow the Perturbed Leader (FTPL) algorithm achieves optimal regret rate of…

Machine Learning · Computer Science 2019-09-24 Arun Sai Suggala , Praneeth Netrapalli

Sequential prediction problems such as imitation learning, where future observations depend on previous predictions (actions), violate the common i.i.d. assumptions made in statistical learning. This leads to poor performance in theory and…

Machine Learning · Computer Science 2015-03-17 Stephane Ross , Geoffrey J. Gordon , J. Andrew Bagnell

This paper studies online nonstochastic control problems with adversarial and static constraints. We propose online nonstochastic control algorithms that achieve both sublinear regret and sublinear adversarial constraint violation while…

Machine Learning · Computer Science 2023-02-07 Xin Liu , Zixian Yang , Lei Ying

In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…

Optimization and Control · Mathematics 2025-04-24 Vijeth Hebbar , Cédric Langbort

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

Machine Learning · Computer Science 2020-10-06 Max Simchowitz

Motivated by the goal of learning controllers for complex systems whose dynamics change over time, we consider the problem of designing control laws for systems that switch among a finite set of unknown discrete-time linear subsystems under…

Systems and Control · Electrical Eng. & Systems 2021-05-26 Monica Rotulo , Claudio De Persis , Pietro Tesi

While recent work on online goal recognition efficiently infers goals under low observability, comparatively less work focuses on online goal recognition that works in both discrete and continuous domains. Online goal recognition approaches…

Artificial Intelligence · Computer Science 2024-08-27 Douglas Tesch , Leonardo Rosa Amado , Felipe Meneguzzi

In this paper, we study the dynamic regret of online linear quadratic regulator (LQR) control with time-varying cost functions and disturbances. We consider the case where a finite look-ahead window of cost functions and disturbances is…

Optimization and Control · Mathematics 2021-02-03 Runyu Zhang , Yingying Li , Na Li

We present an algorithm, based on the Differential Dynamic Programming framework, to handle trajectory optimization problems in which the horizon is determined online rather than fixed a priori. This algorithm exhibits exact one-step…

Robotics · Computer Science 2021-11-18 Kyle Stachowicz , Evangelos A. Theodorou