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We consider the setting of online convex optimization with adversarial time-varying constraints in which actions must be feasible w.r.t. a fixed constraint set, and are also required on average to approximately satisfy additional…

Machine Learning · Computer Science 2024-02-15 Dan Garber , Ben Kretzu

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

This paper extends the Distributionally Robust Optimization (DRO) approach for offline contextual bandits. Specifically, we leverage this framework to introduce a convex reformulation of the Counterfactual Risk Minimization principle.…

Machine Learning · Statistics 2020-11-16 Otmane Sakhi , Louis Faury , Flavian Vasile

This paper considers online optimal control with affine constraints on the states and actions under linear dynamics with bounded random disturbances. The system dynamics and constraints are assumed to be known and time-invariant but the…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Yingying Li , Subhro Das , Na Li

Classical PID control is widely applied in an engineering system, with parameter regulation relying on a method like Trial - Error Tuning or the Ziegler - Nichols rule, mainly for a Single - Input Single - Output (SISO) system. However, the…

Systems and Control · Electrical Eng. & Systems 2025-04-22 Zimao Sheng , Hong'an Yang

We introduce a new online convex optimization algorithm that adaptively chooses its regularization function based on the loss functions observed so far. This is in contrast to previous algorithms that use a fixed regularization function…

Machine Learning · Computer Science 2010-07-08 H. Brendan McMahan , Matthew Streeter

Control Barrier Functions (CBFs) have emerged as a powerful tool in the design of safety-critical controllers for nonlinear systems. In modern applications, complex systems often involve the feedback interconnection of subsystems evolving…

Optimization and Control · Mathematics 2026-04-03 Stefano Di Gregorio , Guido Carnevale , Giuseppe Notarstefano

In the field of online sequential decision-making, we address the problem with delays utilizing the framework of online convex optimization (OCO), where the feedback of a decision can arrive with an unknown delay. Unlike previous research…

Machine Learning · Computer Science 2024-02-26 Ping Wu , Heyan Huang , Zhengyang Liu

In this paper, we consider online convex optimization (OCO) with time-varying loss and constraint functions. Specifically, the decision maker chooses sequential decisions based only on past information, meantime the loss and constraint…

Optimization and Control · Mathematics 2022-05-20 Haoyang Liu , Xiantao Xiao , Liwei Zhang

This work provides formal safety guarantees for control systems with disturbance. A disturbance observer-based robust safety-critical controller is proposed, that estimates the effect of the disturbance on safety and utilizes this estimate…

Systems and Control · Electrical Eng. & Systems 2023-01-05 Anil Alan , Tamas G. Molnar , Ersin Das , Aaron D. Ames , Gabor Orosz

We study the control of a linear dynamical system with adversarial disturbances (as opposed to statistical noise). The objective we consider is one of regret: we desire an online control procedure that can do nearly as well as that of a…

Machine Learning · Computer Science 2019-02-26 Naman Agarwal , Brian Bullins , Elad Hazan , Sham M. Kakade , Karan Singh

Online convex optimization (OCO) is a widely used framework in online learning. In each round, the learner chooses a decision in a convex set and an adversary chooses a convex loss function, and then the learner suffers the loss associated…

Machine Learning · Computer Science 2024-04-02 Raunak Kumar , Sarah Dean , Robert Kleinberg

Many active noise and vibration control systems require models of the control paths. When the controlled system changes slightly over time, adaptive digital filters for the identification of the models are useful. This paper aims at the…

Systems and Control · Electrical Eng. & Systems 2021-04-23 Dirk Mayer

In the era of the big data, we create and collect lots of data from all different kinds of sources: the Internet, the sensors, the consumer market, and so on. Many of the data are coming sequentially, and would like to be processed and…

Machine Learning · Computer Science 2020-10-01 Jianjun Yuan

When a system's constraints change abruptly, the system's reachability safety does no longer sustain. Thus, the system can reach a forbidden/dangerous value. Conventional remedy practically involves online controller redesign (OCR) to…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Henghua Shen , Qixin Wang

We present new efficient \textit{projection-free} algorithms for online convex optimization (OCO), where by projection-free we refer to algorithms that avoid computing orthogonal projections onto the feasible set, and instead relay on…

Machine Learning · Computer Science 2023-03-21 Dan Garber , Ben Kretzu

We consider the problem of unconstrained online convex optimization (OCO) with sub-exponential noise, a strictly more general problem than the standard OCO. In this setting, the learner receives a subgradient of the loss functions corrupted…

Machine Learning · Computer Science 2019-09-24 Kwang-Sung Jun , Francesco Orabona

In reinforcement learning, classic on-policy evaluation methods often suffer from high variance and require massive online data to attain the desired accuracy. Previous studies attempt to reduce evaluation variance by searching for or…

Machine Learning · Computer Science 2025-03-21 Claire Chen , Shuze Daniel Liu , Shangtong Zhang

Offline safe reinforcement learning (RL) has emerged as a promising approach for learning safe behaviors without engaging in risky online interactions with the environment. Most existing methods in offline safe RL rely on cost constraints…

Machine Learning · Computer Science 2025-04-22 Ze Gong , Akshat Kumar , Pradeep Varakantham

Offline-to-online reinforcement learning (RL), by combining the benefits of offline pretraining and online finetuning, promises enhanced sample efficiency and policy performance. However, existing methods, effective as they are, suffer from…

Machine Learning · Computer Science 2023-05-26 Jianxiong Li , Xiao Hu , Haoran Xu , Jingjing Liu , Xianyuan Zhan , Ya-Qin Zhang
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