Related papers: A Moreau Envelope Approach for LQR Meta-Policy Est…
We consider an LQR optimal control problem with partially unknown dynamics. We propose a new model-based online algorithm to obtain an approximation of the dynamics $and$ the control at the same time during a single simulation.
Stability is one of the most fundamental requirements for systems synthesis. In this paper, we address the stabilization problem for unknown linear systems via policy gradient (PG) methods. We leverage a key feature of PG for Linear…
Inverse reinforcement learning (IRL) for linear systems seeks a cost function whose optimal controller reproduces an expert policy from data. Existing data-driven methods for discrete-time linear systems are largely built on iterative…
This paper employs a policy iteration reinforcement learning (RL) method to study continuous-time linear-quadratic mean-field control problems in infinite horizon. The drift and diffusion terms in the dynamics involve the states, the…
The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all…
Model-based reinforcement learning (RL) has proven to be a data efficient approach for learning control tasks but is difficult to utilize in domains with complex observations such as images. In this paper, we present a method for learning…
Standard model-based control design deteriorates when the system dynamics change during operation. To overcome this challenge, online and adaptive methods have been proposed in the literature. In this work, we consider the class of…
In this paper, we propose and analyze a new method for online linear quadratic regulator (LQR) control with a priori unknown time-varying cost matrices. The cost matrices are revealed sequentially with the potential for future values to be…
We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…
This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…
We formulate and solve a discrete-time linear-quadratic regulation (LQR) problem in a finite horizon that penalizes temporal variability and stochastic variability of the state trajectory. Our approach enables the user to strike a balance…
We provide the first known algorithm that provably achieves $\varepsilon$-optimality within $\widetilde{\mathcal{O}}(1/\varepsilon)$ function evaluations for the discounted discrete-time LQR problem with unknown parameters, without relying…
We study the linear quadratic Gaussian (LQG) control problem, in which the controller's observation of the system state is such that a desired cost is unattainable. To achieve the desired LQG cost, we introduce a communication link from the…
This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…
Many reinforcement learning methods achieve great success in practice but lack theoretical foundation. In this paper, we study the convergence analysis on the problem of the Linear Quadratic Regulator (LQR). The global linear convergence…
Linear-quadratic regulators (LQR) are a well known and widely used tool in control theory for both linear and nonlinear dynamics. For nonlinear problems, an LQR-based controller is usually only locally viable, thus, raising the problem of…
Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…
The data-driven linear quadratic regulator (ddLQR) is a widely studied control method for unknown dynamical systems with disturbance. Existing approaches, both indirect, i.e., those that identify a model followed by model-based design, and…
We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…
A promising method for constructing a data-driven output-feedback control law involves the construction of a model-free observer. The Linear Quadratic Regulator (LQR) optimal control policy can then be obtained by both policy-iteration (PI)…