Related papers: Regret-Optimal Control for Finite-State Systems
Deep Reinforcement Learning (DRL) policies have been shown to be vulnerable to small adversarial noise in observations. Such adversarial noise can have disastrous consequences in safety-critical environments. For instance, a self-driving…
We study online finite-horizon Markov Decision Processes with adversarially changing loss and aggregate bandit feedback (a.k.a full-bandit). Under this type of feedback, the agent observes only the total loss incurred over the entire…
Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…
The filtering problem of causally estimating a desired signal from a related observation signal is investigated through the lens of regret optimization. Classical filter designs, such as $\mathcal H_2$ (Kalman) and $\mathcal H_\infty$,…
We consider the optimal control of large-scale systems using distributed controllers with a network topology that mirrors the coupling graph between subsystems. In this work, we introduce spatial regret, a graph-informed metric that…
In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper considers a model-free approach to the problem, where the…
We consider model selection for sequential decision making in stochastic environments with bandit feedback, where a meta-learner has at its disposal a pool of base learners, and decides on the fly which action to take based on the policies…
In this paper, we consider the problem of optimizing the worst-case behavior of a partially observed system. All uncontrolled disturbances are modeled as finite-valued uncertain variables. Using the theory of cost distributions, we present…
We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…
We study the problem of data-driven, constrained control of unknown nonlinear dynamics from a single ongoing and finite-horizon trajectory. We consider a one-step optimal control problem with a smooth, black-box objective, typically a…
In this work we provide provable regret guarantees for an online meta-learning control algorithm in an iterative control setting, where in each iteration the system to be controlled is a linear deterministic system that is different and…
In this paper, we consider the problem of finding a meta-learning online control algorithm that can learn across the tasks when faced with a sequence of $N$ (similar) control tasks. Each task involves controlling a linear dynamical system…
We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…
Multi-agent large language model (LLM) systems often rely on a controller to coordinate a pool of heterogeneous models, yet existing controllers are typically limited to one-shot routing: they select a model once and return its output…
This paper presents a novel robust variable-horizon model predictive control scheme designed to intercept a target moving along a known trajectory, in finite time. Linear discrete-time systems affected by bounded process disturbances are…
Real world evolves in continuous time but computations are done from finite samples. Therefore, we study algorithms using finite observations in continuous-time linear dynamical systems. We first study the system identification problem, and…
We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…
The ability to compute reward-optimal policies for given and known finite Markov decision processes (MDPs) underpins a variety of applications across planning, controller synthesis, and verification. However, we often want policies (1) to…
We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…
This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…