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A fundamental challenge in artificial intelligence is to build an agent that generalizes and adapts to unseen environments. A common strategy is to build a decoder that takes the context of the unseen new environment as input and generates…

Machine Learning · Computer Science 2019-10-31 Simon S. Du , Ruosong Wang , Mengdi Wang , Lin F. Yang

We study the problem of securely estimating the states of an unstable dynamical system subject to nonstochastic disturbances. The estimator obtains all its information through an uncertain channel which is subject to nonstochastic…

The Linear-Quadratic Regulation (LQR) problem with unknown system parameters has been widely studied, but it has remained unclear whether $\tilde{ \mathcal{O}}(\sqrt{T})$ regret, which is the best known dependence on time, can be achieved…

Optimization and Control · Mathematics 2025-01-28 Yiwen Lu , Yilin Mo

Declines in cost and concerns about the environmental impact of traditional generation have boosted the penetration of renewables and non-conventional distributed energy resources into the power grid. The intermittent availability of these…

Systems and Control · Electrical Eng. & Systems 2022-03-10 Priyank Srivastava , Patricia Hidalgo-Gonzalez , Jorge Cortes

We study the problem of adaptive control of the stochastic linear quadratic regulator (LQR) with constraints that must be satisfied at every time step. Prior work on the multidimensional problem has shown $\tilde{O}(T^{2/3})$ regret and…

Optimization and Control · Mathematics 2026-05-08 Spencer Hutchinson , Nanfei Jiang , Mahnoosh Alizadeh

This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…

Systems and Control · Electrical Eng. & Systems 2022-08-18 Anastasis Georgiou , Furqan Tahir , Imad M. Jaimoukha , Simos A. Evangelou

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.

Numerical Analysis · Mathematics 2021-05-31 Agnese Pacifico , Andrea Pesare , Maurizio Falcone

Mission-critical applications require Ultra-Reliable Low Latency (URLLC) wireless connections, where the packet error rate (PER) goes down to $10^{-9}$. Fulfillment of the bold reliability figures becomes meaningful only if it can be…

Information Theory · Computer Science 2018-09-17 Marko Angjelichinoski , Kasper Fløe Trillingsgaard , Petar Popovski

Linear Quadratic Regulators (LQR) achieve enormous successful real-world applications. Very recently, people have been focusing on efficient learning algorithms for LQRs when their dynamics are unknown. Existing results effectively learn to…

Machine Learning · Computer Science 2021-02-15 Tianyu Wang , Lin F. Yang

Recent progress in reinforcement learning has led to remarkable performance in a range of applications, but its deployment in high-stakes settings remains quite rare. One reason is a limited understanding of the behavior of reinforcement…

Machine Learning · Computer Science 2020-11-04 Feicheng Wang , Lucas Janson

We present a framework for learning of modeling uncertainties in Linear Time Invariant (LTI) systems. We propose a methodology to extend the dynamics of an LTI (without uncertainty) with an uncertainty model, based on measured data, to…

Systems and Control · Electrical Eng. & Systems 2023-11-01 Farhad Ghanipoor , Carlos Murguia , Peyman Mohajerin Esfahani , Nathan van de Wouw

This paper considers the problem of closed-loop identification of linear scalar systems with Gaussian process noise, where the system input is determined by a deterministic state feedback policy. The regularized least-square estimate (LSE)…

Systems and Control · Electrical Eng. & Systems 2020-03-30 Ali Reza Pedram , Takashi Tanaka

This work addresses the problem of risk-sensitive control for nonlinear systems with imperfect state observations, extending results for the linear case. In particular, we derive an algorithm that can compute local solutions with…

Optimization and Control · Mathematics 2021-10-22 Bilal Hammoud , Armand Jordana , Ludovic Righetti

We consider a decentralized optimal control problem for a linear plant controlled by two controllers, a local controller and a remote controller. The local controller directly observes the state of the plant and can inform the remote…

Systems and Control · Computer Science 2016-06-24 Yi Ouyang , Seyed Mohammad Asghari , Ashutosh Nayyar

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse…

Optimization and Control · Mathematics 2019-10-14 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

We study the adaptive control of an unknown linear system with a quadratic cost function subject to safety constraints on both the states and actions. The challenges of this problem arise from the tension among safety, exploration,…

Systems and Control · Electrical Eng. & Systems 2021-11-02 Yingying Li , Subhro Das , Jeff Shamma , Na Li

We present a method for finding optimal controllers for unknown, time-varying, dynamic systems which can be re-initialized from a given initial condition repeatedly, in which the performance measure is available for sampling with noise, but…

Optimization and Control · Mathematics 2018-08-16 Alexander Scheinker , David Scheinker

This paper investigates a linear quadratic stochastic optimal control (LQSOC) problem with partial information. Firstly, by introducing two Riccati equations and a backward stochastic differential equation (BSDE), we solve this LQSOC…

Optimization and Control · Mathematics 2024-09-26 Xun Li , Guangchen Wang , Jie Xiong , Heng Zhang

This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…

Systems and Control · Computer Science 2018-09-11 Dan Yu , Mohammandhussen Rafieisakhaei , Suman Chakravorty

We study the problem of learning to stabilize (LTS) a linear time-invariant (LTI) system. Policy gradient (PG) methods for control assume access to an initial stabilizing policy. However, designing such a policy for an unknown system is one…

Machine Learning · Computer Science 2025-05-07 Leonardo F. Toso , Lintao Ye , James Anderson