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We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Machine Learning · Computer Science 2018-05-25 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…

Machine Learning · Computer Science 2021-03-01 Naman Agarwal , Elad Hazan , Anirudha Majumdar , Karan Singh

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2022-12-05 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

We address the problem of learning to control an unknown nonlinear dynamical system through sequential interactions. Motivated by high-stakes applications in which mistakes can be catastrophic, such as robotics and healthcare, we study…

Machine Learning · Computer Science 2025-04-14 James Wang , Bruce D. Lee , Ingvar Ziemann , Nikolai Matni

We consider the infinite-horizon LQR control problem. Motivated by competitive analysis in online learning, as a criterion for controller design we introduce the dynamic regret, defined as the difference between the LQR cost of a causal…

Optimization and Control · Mathematics 2023-04-14 Oron Sabag , Gautam Goel , Sahin Lale , Babak Hassibi

One approach to robust control for linear plants with structured uncertainty as well as for linear parameter-varying (LPV) plants (where the controller has on-line access to the varying plant parameters) is through…

Optimization and Control · Mathematics 2008-08-20 J. A. Ball , Q. Fang , G. J. Groenewald , S. ter Horst

This work presents a new sufficient condition for synthesizing nonlinear controllers that yield bounded closed-loop tracking error transients despite the presence of unmatched uncertainties that are concurrently being learned online. The…

Systems and Control · Electrical Eng. & Systems 2023-10-23 Samuel G. Gessow , Brett T. Lopez

In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

Optimization and Control · Mathematics 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli

In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…

Optimization and Control · Mathematics 2016-06-09 Xiaojing Zhang , Maryam Kamgarpour , Angelos Georghiou , Paul Goulart , John Lygeros

This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…

Optimization and Control · Mathematics 2019-08-12 Danylo Malyuta , Behcet Acikmese , Martin Cacan

We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We exhibit a control strategy which is optimal to within a multiplicative constant. While most authors find…

Optimization and Control · Mathematics 2021-09-15 Jacob Carruth , Maximilian F. Eggl , Charles Fefferman , Clarence W. Rowley , Melanie Weber

Understanding how to efficiently learn while adhering to safety constraints is essential for using online reinforcement learning in practical applications. However, proving rigorous regret bounds for safety-constrained reinforcement…

Machine Learning · Statistics 2025-04-29 Benjamin Schiffer , Lucas Janson

End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Yash Patel , Sahana Rayan , Ambuj Tewari

We study Model Predictive Control (MPC) and propose a general analysis pipeline to bound its dynamic regret. The pipeline first requires deriving a perturbation bound for a finite-time optimal control problem. Then, the perturbation bound…

Optimization and Control · Mathematics 2022-10-25 Yiheng Lin , Yang Hu , Guannan Qu , Tongxin Li , Adam Wierman

Robust control design is mainly devoted to guarantee closed-loop stability of a model-based control law in presence of parametric and structural uncertainties. The control law is usually a complex feedback law which is derived from a…

Systems and Control · Computer Science 2011-08-12 Enrico Canuto , Wilber Acuna-Bravo , Andrés Molano-Jimenez , José Ospina , Carlos Perez-Montenegro

This paper addresses the problem of optimally controlling nonlinear systems with norm-bounded disturbances and parametric uncertainties while robustly satisfying constraints. The proposed approach jointly optimizes a nominal nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-09-14 Antoine P. Leeman , Jerome Sieber , Samir Bennani , Melanie N. Zeilinger

This paper describes the design of a robust controller for position control in systems with sandwiched backlash. The backlash, which is nonsmooth and nonlinear, is inevitable in the operation of many systems, but it can have destructive…

Systems and Control · Electrical Eng. & Systems 2023-07-13 Yoav Vered , Stephen J. Elliott

This paper addresses the problem of finite horizon constrained robust optimal control for nonlinear systems subject to norm-bounded disturbances. To this end, the underlying uncertain nonlinear system is decomposed based on a first-order…

Optimization and Control · Mathematics 2025-08-01 Antoine P. Leeman , Johannes Köhler , Andrea Zanelli , Samir Bennani , Melanie N. Zeilinger

This paper studies distributionally robust regret-optimal (DRRO) control with purified output feedback for linear systems subject to additive disturbances and measurement noise. These uncertainties (including the initial system state) are…

Optimization and Control · Mathematics 2025-11-21 Shuhao Yan , Carsten W. Scherer