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

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…

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

We investigate the Distributionally Robust Regret-Optimal (DR-RO) control of discrete-time linear dynamical systems with quadratic cost over an infinite horizon. Regret is the difference in cost obtained by a causal controller and a…

The setting of an agent making decisions under uncertainty and under dynamic constraints is common for the fields of optimal control, reinforcement learning, and recently also for online learning. In the online learning setting, the quality…

In Iterative Learning Control (ILC), a sequence of feedforward control actions is generated at each iteration on the basis of partial model knowledge and past measurements with the goal of steering the system toward a desired reference…

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

We consider the problem of online adaptive control of the linear quadratic regulator, where the true system parameters are unknown. We prove new upper and lower bounds demonstrating that the optimal regret scales as…

We consider the problem of controlling an unknown linear dynamical system under adversarially changing convex costs and full feedback of both the state and cost function. We present the first computationally-efficient algorithm that attains…

One way to make decisions under uncertainty is to select an optimal option from a possible range of options, by maximizing the expected utilities derived from a probability model. However, under severe uncertainty, identifying precise…

Understanding how to efficiently learn while adhering to safety constraints is essential for using online reinforcement learning in practical applications. However, proving rigorous regret bounds for safety-constrained reinforcement…

We propose an online learning algorithm that adaptively designs a decentralized linear quadratic regulator when the system model is unknown a priori and new data samples from a single system trajectory become progressively available. The…

Regret theory is a theory that describes human decision-making under risk. The key of obtaining a quantitative model of regret theory is to measure the preference in humans' mind when they choose among a set of options. Unlike physical…

This paper investigates online composite optimization in dynamic environments, where each objective or loss function contains a time-varying nondifferentiable regularizer. To resolve it, an online proximal gradient algorithm is studied for…

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…

We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…

We consider an online learning process to forecast a sequence of outcomes for nonconvex models. A typical measure to evaluate online learning algorithms is regret but such standard definition of regret is intractable for nonconvex models…

In data-driven control design, an important problem is to deal with uncertainty due to limited and noisy data. One way to do this is to use a min-max approach, which aims to minimize some design criteria for the worst-case scenario.…

We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…