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Direct data-driven optimal control provides an elegant end-to-end paradigm, yet its real-time applicability is often hindered by the growing dimensionality of online decision variables. Recent breakthroughs, notably Data-EnablEd Policy…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Shubo Kang , Keyou You

Adaptively controlling and minimizing regret in unknown dynamical systems while controlling the growth of the system state is crucial in real-world applications. In this work, we study the problem of stabilization and regret minimization of…

Systems and Control · Electrical Eng. & Systems 2022-02-10 Jafar Abbaszadeh Chekan , Kamyar Azizzadenesheli , Cedric Langbort

Consider a discrete-time Linear Quadratic Regulator (LQR) problem solved using policy gradient descent when the system matrices are unknown. The gradient is transmitted across a noisy channel over a finite time horizon using analog…

Optimization and Control · Mathematics 2025-07-22 Ashwin Verma , Aritra Mitra , Lintao Ye , Vijay Gupta

We study online reinforcement learning for finite-horizon deterministic control systems with {\it arbitrary} state and action spaces. Suppose that the transition dynamics and reward function is unknown, but the state and action space is…

Machine Learning · Computer Science 2019-05-07 Lin F. Yang , Chengzhuo Ni , Mengdi Wang

We study the decentralized online regularized linear regression algorithm over random time-varying graphs. At each time step, every node runs an online estimation algorithm consisting of an innovation term processing its own new…

Machine Learning · Computer Science 2025-10-02 Xiwei Zhang , Tao Li , Xiaozheng Fu

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 explore whether quantum advantages can be found for the zeroth-order feedback online exp-concave optimization problem, which is also known as bandit exp-concave optimization with multi-point feedback. We present quantum online…

Quantum Physics · Physics 2024-10-28 Jianhao He , Chengchang Liu , Xutong Liu , Lvzhou Li , John C. S. Lui

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Machine Learning · Computer Science 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

We study the control of an \emph{unknown} linear dynamical system under general convex costs. The objective is minimizing regret vs. the class of disturbance-feedback-controllers, which encompasses all stabilizing…

Machine Learning · Computer Science 2020-10-30 Orestis Plevrakis , Elad Hazan

Motivated by packet routing in computer networks, online queuing systems are composed of queues receiving packets at different rates. Repeatedly, they send packets to servers, each of them treating only at most one packet at a time. In the…

Machine Learning · Statistics 2021-11-05 Flore Sentenac , Etienne Boursier , Vianney Perchet

We study an asynchronous online learning setting with a network of agents. At each time step, some of the agents are activated, requested to make a prediction, and pay the corresponding loss. The loss function is then revealed to these…

Machine Learning · Computer Science 2020-01-16 Nicolò Cesa-Bianchi , Tommaso R. Cesari , Claire Monteleoni

We propose controller synthesis for state regulation problems in which a human operator shares control with an autonomy system, running in parallel. The autonomy system continuously improves over human action, with minimal intervention, and…

Systems and Control · Computer Science 2019-09-23 Murad Abu-Khalaf , Sertac Karaman , Daniela Rus

Iterative alignment methods based on purely greedy updates are remarkably effective in practice, yet existing theoretical guarantees of \(O(\log T)\) KL-regularized regret can seem pessimistic relative to their empirical performance. In…

Machine Learning · Computer Science 2026-04-21 Enoch Hyunwook Kang

In this paper, we consider the problem of predicting observations generated online by an unknown, partially observed linear system, which is driven by stochastic noise. For such systems the optimal predictor in the mean square sense is the…

Machine Learning · Computer Science 2020-02-13 Anastasios Tsiamis , George Pappas

Over-actuated systems often make it possible to achieve specific performances by switching between different subsets of actuators. However, when the system parameters are unknown, transferring authority to different subsets of actuators is…

Systems and Control · Electrical Eng. & Systems 2023-10-04 Jafar Abbaszadeh Chekan , Cédric Langbort

Online linear programming plays an important role in both revenue management and resource allocation, and recent research has focused on developing efficient first-order online learning algorithms. Despite the empirical success of…

Machine Learning · Statistics 2025-01-07 Wenzhi Gao , Dongdong Ge , Chenyu Xue , Chunlin Sun , Yinyu Ye

This paper studies a class of partially observed Linear Quadratic Gaussian (LQG) problems with unknown dynamics. We establish an end-to-end sample complexity bound on learning a robust LQG controller for open-loop stable plants. This is…

Optimization and Control · Mathematics 2021-07-14 Yang Zheng , Luca Furieri , Maryam Kamgarpour , Na Li

We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…

Optimization and Control · Mathematics 2021-12-15 Anastasios Tsiamis , Dionysios S. Kalogerias , Alejandro Ribeiro , George J. Pappas

We consider the problem of online prediction in a marginally stable linear dynamical system subject to bounded adversarial or (non-isotropic) stochastic perturbations. This poses two challenges. Firstly, the system is in general…

Machine Learning · Computer Science 2020-11-24 Udaya Ghai , Holden Lee , Karan Singh , Cyril Zhang , Yi Zhang

A compelling use case of offline reinforcement learning (RL) is to obtain a policy initialization from existing datasets followed by fast online fine-tuning with limited interaction. However, existing offline RL methods tend to behave…

Machine Learning · Computer Science 2024-01-23 Mitsuhiko Nakamoto , Yuexiang Zhai , Anikait Singh , Max Sobol Mark , Yi Ma , Chelsea Finn , Aviral Kumar , Sergey Levine
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