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相关论文: On the Regret of $\mathcal{H}_{\infty}$ Control

200 篇论文

As we move towards safety-critical cyber-physical systems that operate in non-stationary and uncertain environments, it becomes crucial to close the gap between classical optimal control algorithms and adaptive learning-based methods. In…

系统与控制 · 电气工程与系统科学 2022-11-15 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate

We consider the problem of online control of systems with time-varying linear dynamics. This is a general formulation that is motivated by the use of local linearization in control of nonlinear dynamical systems. To state meaningful…

机器学习 · 计算机科学 2022-02-15 Paula Gradu , Elad Hazan , Edgar Minasyan

We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…

机器学习 · 计算机科学 2021-03-01 Naman Agarwal , Elad Hazan , Anirudha Majumdar , Karan Singh

Online learning aims to perform nearly as well as the best hypothesis in hindsight. For some hypothesis classes, though, even finding the best hypothesis offline is challenging. In such offline cases, local search techniques are often…

人工智能 · 计算机科学 2012-06-18 Michael Bowling , Martin Zinkevich

In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…

最优化与控制 · 数学 2025-04-24 Vijeth Hebbar , Cédric Langbort

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

This paper addresses the distributed online control problem over a network of linear time-invariant (LTI) systems (with possibly unknown dynamics) in the presence of adversarial perturbations. There exists a global network cost that is…

最优化与控制 · 数学 2023-10-06 Ting-Jui Chang , Shahin Shahrampour

This paper studies online solutions for regret-optimal control in partially observable systems over an infinite-horizon. Regret-optimal control aims to minimize the difference in LQR cost between causal and non-causal controllers while…

系统与控制 · 电气工程与系统科学 2023-11-15 Joudi Hajar , Oron Sabag , Babak Hassibi

This paper studies distributionally robust regret-optimal (DRRO) control with purified output feedback for linear systems subject to additive disturbances and measurement noise. These uncertainties (including the initial system state) are…

最优化与控制 · 数学 2025-11-21 Shuhao Yan , Carsten W. Scherer

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…

机器学习 · 计算机科学 2022-02-07 Deepan Muthirayan , Pramod Khargonekar

We consider measurement-feedback control in linear dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing an online controller which competes with the optimal…

系统与控制 · 电气工程与系统科学 2021-06-24 Gautam Goel , Babak Hassibi

Continuous-time adaptive controllers for systems with a matched uncertainty often comprise an online parameter estimator and a corresponding parameterized controller to cancel the uncertainty. However, such methods are often impossible to…

系统与控制 · 电气工程与系统科学 2025-03-18 Aren Karapetyan , Efe C. Balta , Anastasios Tsiamis , Andrea Iannelli , John Lygeros

In this paper we provide provable regret guarantees for an online meta-learning receding horizon control algorithm in an iterative control setting. We consider the setting where, in each iteration the system to be controlled is a linear…

系统与控制 · 电气工程与系统科学 2022-11-02 Deepan Muthirayan , Pramod P. Khargonekar

This paper studies the online optimal control problem with time-varying convex stage costs for a time-invariant linear dynamical system, where a finite lookahead window of accurate predictions of the stage costs are available at each time.…

最优化与控制 · 数学 2019-10-23 Yingying Li , Xin Chen , Na Li

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

Safety-critical systems, such as autonomous vehicles, often incorporate perception modules that can anticipate upcoming disturbances to system dynamics, expecting that such preview information can improve the performance and safety of the…

系统与控制 · 电气工程与系统科学 2023-03-21 Zexiang Liu , Necmiye Ozay

Modern control designs in robotics, aerospace, and cyber-physical systems rely heavily on real-world data obtained through system outputs. However, these outputs can be compromised by system faults and malicious attacks, distorting critical…

系统与控制 · 电气工程与系统科学 2024-09-17 Hiroyasu Tsukamoto , Joudi Hajar , Soon-Jo Chung , Fred Y. Hadaegh

We address the problem of the achievable regret rates with online logistic regression. We derive lower bounds with logarithmic regret under $L_1$, $L_2$, and $L_\infty$ constraints on the parameter values. The bounds are dominated by $d/2…

机器学习 · 计算机科学 2020-02-20 Gil I. Shamir

In this paper, we propose and analyze a new method for online linear quadratic regulator (LQR) control with a priori unknown time-varying cost matrices. The cost matrices are revealed sequentially with the potential for future values to be…

最优化与控制 · 数学 2023-02-22 Yitian Chen , Timothy L. Molloy , Tyler Summers , Iman Shames

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