Related papers: Cost-Driven Representation Learning for Linear Qua…

Linear-Quadratic-Gaussian (LQG) control is concerned with the design of an optimal controller and estimator for linear Gaussian systems with imperfect state information. Standard LQG assumes the set of sensor measurements, to be fed to the…

In this paper, we propose a fast reinforcement learning (RL) control algorithm that enables online control of large-scale networked dynamic systems. RL is an effective way of designing model-free linear quadratic regulator (LQR) controllers…

Linear Quadratic Gaussian (LQG) systems are well-understood and methods to minimize the expected cost are readily available. Less is known about the statistical properties of the resulting cost function. The contribution of this paper is a…

In this paper, we analyze the regret incurred by a computationally efficient exploration strategy, known as naive exploration, for controlling unknown partially observable systems within the Linear Quadratic Gaussian (LQG) framework. We…

State representation learning, or the ability to capture latent generative factors of an environment, is crucial for building intelligent agents that can perform a wide variety of tasks. Learning such representations without supervision…

A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…

Unsupervised machine learning models build an internal representation of their training data without the need for explicit human guidance or feature engineering. This learned representation provides insights into which features of the data…

Any agents we can possibly build are subject to capacity constraints, as memory and compute resources are inherently finite. However, comparatively little attention has been dedicated to understanding how agents with limited capacity should…

Recent developments in Reinforcement learning have significantly enhanced sequential decision-making in uncertain environments. Despite their strong performance guarantees, most existing work has focused primarily on improving the…

Distributed optimal control is known to be challenging and can become intractable even for linear-quadratic regulator problems. In this work, we study a special class of such problems where distributed state feedback controllers can give…

This article is concerned with learning and stochastic control in physical systems which contain unknown input signals. These unknown signals are modeled as Gaussian processes (GP) with certain parametrized covariance structures. The…

This paper studies the partially observed stochastic optimal control problem for systems with state dynamics governed by partial differential equations (PDEs) that leads to an extremely large problem. First, an open-loop deterministic…

We address Bayesian persuasion between a sender and a receiver with state-dependent quadratic cost measures for general classes of distributions. The receiver seeks to make mean-square-error estimate of a state based on a signal sent by the…

In this paper, we formulate and solve a guaranteed cost control problem for a class of uncertain linear stochastic quantum systems. For these quantum systems, a connection with an associated classical (non-quantum) system is first…

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…

Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…

We introduce a new problem setting for continuous control called the LQR with Rich Observations, or RichLQR. In our setting, the environment is summarized by a low-dimensional continuous latent state with linear dynamics and quadratic…

We present a model-based globally convergent policy gradient method (PGM) for linear quadratic Gaussian (LQG) control. Firstly, we establish equivalence between optimizing dynamic output feedback controllers and designing a static feedback…

This paper studies the partially observed stochastic optimal control problem for systems with state dynamics governed by Partial Differential Equations (PDEs) that leads to an extremely large problem. First, an open-loop deterministic…

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…