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相关论文: The Power of Predictions in Online Control

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In this paper, we study the dynamic regret of online linear quadratic regulator (LQR) control with time-varying cost functions and disturbances. We consider the case where a finite look-ahead window of cost functions and disturbances is…

最优化与控制 · 数学 2021-02-03 Runyu Zhang , Yingying Li , Na Li

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

机器学习 · 计算机科学 2021-09-30 Yassir Jedra , Alexandre Proutiere

We study the problem of online learning in predictive control of an unknown linear dynamical system with time varying cost functions which are unknown apriori. Specifically, we study the online learning problem where the control algorithm…

机器学习 · 计算机科学 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Dileep Kalathil , Pramod P. Khargonekar

We study the value of stochastic predictions in online optimal control with random disturbances. Prior work provides performance guarantees based on prediction error but ignores the stochastic dependence between predictions and…

最优化与控制 · 数学 2025-06-06 Yiheng Lin , Christopher Yeh , Zaiwei Chen , Adam Wierman

We introduce a new algorithm for online linear-quadratic control in a known system subject to adversarial disturbances. Existing regret bounds for this setting scale as $\sqrt{T}$ unless strong stochastic assumptions are imposed on the…

机器学习 · 计算机科学 2020-06-24 Dylan J. Foster , Max Simchowitz

Model Predictive Control (MPC) is a widely used technique for managing timevarying systems, supported by extensive theoretical analysis. While theoretical studies employing dynamic regret frameworks have established robust performance…

系统与控制 · 电气工程与系统科学 2025-02-20 Nhat M. Nguyen

We study predictive control in a setting where the dynamics are time-varying and linear, and the costs are time-varying and well-conditioned. At each time step, the controller receives the exact predictions of costs, dynamics, and…

最优化与控制 · 数学 2021-06-22 Yiheng Lin , Yang Hu , Haoyuan Sun , Guanya Shi , Guannan Qu , Adam Wierman

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…

机器学习 · 计算机科学 2019-09-12 Naman Agarwal , Elad Hazan , Karan Singh

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

机器学习 · 计算机科学 2020-10-06 Max Simchowitz

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…

最优化与控制 · 数学 2026-04-21 Vijeth Hebbar , Spencer Hutchinson , Mahnoosh Alizadeh , Cédric Langbort

We consider the fundamental problem of online control of a linear dynamical system from two different viewpoints: regret minimization and competitive analysis. We prove that the optimal competitive policy is well-approximated by a convex…

机器学习 · 计算机科学 2022-11-22 Gautam Goel , Naman Agarwal , Karan Singh , Elad Hazan

We study the control of a linear dynamical system with adversarial disturbances (as opposed to statistical noise). The objective we consider is one of regret: we desire an online control procedure that can do nearly as well as that of a…

机器学习 · 计算机科学 2019-02-26 Naman Agarwal , Brian Bullins , Elad Hazan , Sham M. Kakade , Karan Singh

We consider the problem of controlling a possibly unknown linear dynamical system with adversarial perturbations, adversarially chosen convex loss functions, and partially observed states, known as non-stochastic control. We introduce a…

机器学习 · 计算机科学 2020-06-26 Max Simchowitz , Karan Singh , Elad Hazan

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…

最优化与控制 · 数学 2022-10-25 Yiheng Lin , Yang Hu , Guannan Qu , Tongxin Li , Adam Wierman

We present an algorithm guaranteeing dynamic regret bounds for online omniprediction with long term constraints. The goal in this recently introduced problem is for a learner to generate a sequence of predictions which are broadcast to a…

机器学习 · 计算机科学 2025-10-09 Yahav Bechavod , Jiuyao Lu , Aaron Roth

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

最优化与控制 · 数学 2018-11-05 Cheng Tan , Wing Shing Wong

This paper studies online nonstochastic control problems with adversarial and static constraints. We propose online nonstochastic control algorithms that achieve both sublinear regret and sublinear adversarial constraint violation while…

机器学习 · 计算机科学 2023-02-07 Xin Liu , Zixian Yang , Lei Ying

Policy design in non-stationary Markov Decision Processes (MDPs) is inherently challenging due to the complexities introduced by time-varying system transition and reward, which make it difficult for learners to determine the optimal…

机器学习 · 计算机科学 2025-11-17 Ziyi Zhang , Yorie Nakahira , Guannan Qu

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

机器学习 · 计算机科学 2024-05-21 Jiashuo Jiang

We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…

机器学习 · 计算机科学 2020-01-22 Elad Hazan , Sham M. Kakade , Karan Singh
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