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This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…
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…
In this brief, we consider the constrained optimization problem underpinning model predictive control (MPC). We show that this problem can be decomposed into an unconstrained optimization problem with the same cost function as the original…
A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…
The effectiveness of model-based versus model-free methods is a long-standing question in reinforcement learning (RL). Motivated by recent empirical success of RL on continuous control tasks, we study the sample complexity of popular…
In this paper, we consider a risk-averse multi-armed bandit (MAB) problem where the goal is to learn a policy that minimizes the risk of low expected return, as opposed to maximizing the expected return itself, which is the objective in the…
Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to…
This paper addresses the inverse optimal control for the linear quadratic tracking problem with a fixed but unknown target state, which aims to estimate the possible triplets comprising the target state, the state weight matrix, and the…
Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…
Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of…
This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…
We propose a Model Predictive Control (MPC) for collision avoidance between an autonomous agent and dynamic obstacles with uncertain predictions. The collision avoidance constraints are imposed by enforcing positive distance between convex…
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…
This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve finite-horizon optimal control problems in mixed-logical dynamical systems efficiently. Optimization-based control of such…
We consider the problem of controlling an unknown stochastic linear system with quadratic costs - called the adaptive LQ control problem. We re-examine an approach called ''Reward Biased Maximum Likelihood Estimate'' (RBMLE) that was…
This paper proposes a simulation-based reinforcement learning algorithm for controlling systems with uncertain and varying system parameters. While simulators are useful for safely learning control policies, the reality gap remains a major…
Research on distributed machine learning algorithms has focused primarily on one of two extremes - algorithms that obey strict concurrency constraints or algorithms that obey few or no such constraints. We consider an intermediate…
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…
Given a set of trajectories demonstrating the execution of a task safely in a constrained MDP with observable rewards but with unknown constraints and non-observable costs, we aim to find a policy that maximizes the likelihood of…
We study the task of learning state representations from potentially high-dimensional observations, with the goal of controlling an unknown partially observable system. We pursue a cost-driven approach, where a dynamic model in some latent…