相关论文: Regret Analysis of Learning-Based MPC with Partial…

Model predictive control (MPC) schemes are commonly designed with fixed, i.e., time-invariant, horizon length and cost functions. If no stabilizing terminal ingredients are used, stability can be guaranteed via a sufficiently long horizon.…

This work studies the problem of sequential control in an unknown, nonlinear dynamical system, where we model the underlying system dynamics as an unknown function in a known Reproducing Kernel Hilbert Space. This framework yields a general…

We study the problem of guaranteeing low regret in repeated games against an opponent with unknown membership in one of several classes. We add the constraint that our algorithm is non-exploitable, in that the opponent lacks an incentive to…

We study a contextual version of the repeated brokerage problem. In each interaction, two traders with private valuations for an item seek to buy or sell based on the learner's-a broker-proposed price, which is informed by some contextual…

Safety-critical cyber-physical systems require control strategies whose worst-case performance is robust against adversarial disturbances and modeling uncertainties. In this paper, we present a framework for approximate control and learning…

We study regret minimization in non-episodic factored Markov decision processes (FMDPs), where all existing algorithms make the strong assumption that the factored structure of the FMDP is known to the learner in advance. In this paper, we…

We propose a Model Predictive Control (MPC) with a single-step prediction horizon to approximate the solution of infinite horizon optimal control problems with the expected sum of convex stage costs for constrained linear uncertain systems.…

The strategy of pre-training a large model on a diverse dataset, then fine-tuning for a particular application has yielded impressive results in computer vision, natural language processing, and robotic control. This strategy has vast…

Robust optimal or min-max model predictive control (MPC) approaches aim to guarantee constraint satisfaction over a known, bounded uncertainty set while minimizing a worst-case performance bound. Traditionally, these methods compute a…

Model mismatch often poses challenges in model-based controller design. This paper investigates model predictive control (MPC) of uncertain linear systems with input constraints, focusing on stability and closed-loop infinite-horizon…

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

Model predictive control (MPC) is a powerful trajectory optimization control technique capable of controlling complex nonlinear systems while respecting system constraints and ensuring safe operation. The MPC's capabilities come at the cost…

We study batched nonparametric contextual bandits under a margin condition when the margin parameter $\alpha$ is unknown. To capture the statistical cost of this ignorance, we introduce the regret inflation criterion, defined as the ratio…

In this work, we study the low-rank MDPs with adversarially changed losses in the full-information feedback setting. In particular, the unknown transition probability kernel admits a low-rank matrix decomposition \citep{REPUCB22}, and the…

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…

In feature-based dynamic pricing, a seller sets appropriate prices for a sequence of products (described by feature vectors) on the fly by learning from the binary outcomes of previous sales sessions ("Sold" if valuation $\geq$ price, and…

Learning to control unknown nonlinear dynamical systems is a fundamental problem in reinforcement learning and control theory. A commonly applied approach is to first explore the environment (exploration), learn an accurate model of it…