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Optimism in the face of uncertainty is a popular approach to balance exploration and exploitation in reinforcement learning. Here, we consider the online linear quadratic regulator (LQR) problem, i.e., to learn the LQR corresponding to an…

系统与控制 · 电气工程与系统科学 2026-04-01 Marcell Bartos , Bruce D. Lee , Lenart Treven , Andreas Krause , Florian Dörfler , Melanie N. Zeilinger

Regret minimization methods are a powerful tool for learning approximate Nash equilibrium (NE) in two-player zero-sum imperfect information extensive-form games (IIEGs). We consider the problem in the interactive bandit-feedback setting…

机器学习 · 计算机科学 2023-08-21 Linjian Meng , Yang Gao

In this paper, we consider the problem of tracking a reference trajectory for a simplified car model based on unicycle kinematics, whose position only is measured, and where the control input and the measurements are corrupted by…

机器人学 · 计算机科学 2014-06-19 Sébastien Diemer , Silvère Bonnabel

An online policy learning problem of linear control systems is studied. In this problem, the control system is known and linear, and a sequence of quadratic cost functions is revealed to the controller in hindsight, and the controller…

最优化与控制 · 数学 2021-01-27 Mohammad Akbari , Bahman Gharesifard , Tamas Linder

In this work, we consider the problem of regret minimization in adaptive minimum variance and linear quadratic control problems. Regret minimization has been extensively studied in the literature for both types of adaptive control problems.…

最优化与控制 · 数学 2022-11-16 Kévin Colin , Håkan Hjalmarsson , Xavier Bombois

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 address the problem of learning to control an unknown nonlinear dynamical system through sequential interactions. Motivated by high-stakes applications in which mistakes can be catastrophic, such as robotics and healthcare, we study…

机器学习 · 计算机科学 2025-04-14 James Wang , Bruce D. Lee , Ingvar Ziemann , Nikolai Matni

Motion planning under uncertainty is of significant importance for safety-critical systems such as autonomous vehicles. Such systems have to satisfy necessary constraints (e.g., collision avoidance) with potential uncertainties coming from…

机器人学 · 计算机科学 2021-08-24 Jianyu Chen , Yutaka Shimizu , Liting Sun , Masayoshi Tomizuka , Wei Zhan

We propose a novel approach for analyzing dynamic regret of first-order constrained online convex optimization algorithms for strongly convex and Lipschitz-smooth objectives. Crucially, we provide a general analysis that is applicable to a…

最优化与控制 · 数学 2025-08-22 Fabian Jakob , Andrea Iannelli

Representation learning is a powerful tool that enables learning over large multitudes of agents or domains by enforcing that all agents operate on a shared set of learned features. However, many robotics or controls applications that would…

机器学习 · 计算机科学 2024-07-30 Bruce D. Lee , Leonardo F. Toso , Thomas T. Zhang , James Anderson , Nikolai Matni

In this paper, we investigate the problem of \textit{episodic reinforcement learning} with quantum oracles for state evolution. To this end, we propose an \textit{Upper Confidence Bound} (UCB) based quantum algorithmic framework to…

机器学习 · 计算机科学 2023-02-20 Bhargav Ganguly , Yulian Wu , Di Wang , Vaneet Aggarwal

While quantum reinforcement learning (RL) has attracted a surge of attention recently, its theoretical understanding is limited. In particular, it remains elusive how to design provably efficient quantum RL algorithms that can address the…

量子物理 · 物理学 2024-06-14 Han Zhong , Jiachen Hu , Yecheng Xue , Tongyang Li , Liwei Wang

This paper investigates the problem of regret minimization in linear time-varying (LTV) dynamical systems. Due to the simultaneous presence of uncertainty and non-stationarity, designing online control algorithms for unknown LTV systems…

机器学习 · 计算机科学 2022-06-07 Yuzhen Han , Ruben Solozabal , Jing Dong , Xingyu Zhou , Martin Takac , Bin Gu

The goal of this paper is to study a multi-objective linear quadratic Gaussian (LQG) control problem. In particular, we consider an optimal control problem minimizing a quadratic cost over a finite time horizon for linear stochastic systems…

最优化与控制 · 数学 2021-06-01 Donghwan Lee , Do Wan Kim

Regret analysis is challenging in Multi-Agent Reinforcement Learning (MARL) primarily due to the dynamical environments and the decentralized information among agents. We attempt to solve this challenge in the context of decentralized…

机器学习 · 计算机科学 2020-01-29 Seyed Mohammad Asghari , Yi Ouyang , Ashutosh Nayyar

We study reinforcement learning (RL) for the same class of continuous-time stochastic linear--quadratic (LQ) control problems as in \cite{huang2024sublinear}, where volatilities depend on both states and controls while states are…

机器学习 · 计算机科学 2025-07-24 Yilie Huang , Xun Yu Zhou

In this work, we revisit the Linear Quadratic Gaussian (LQG) optimal control problem from a behavioral perspective. Motivated by the suitability of behavioral models for data-driven control, we begin with a reformulation of the LQG problem…

系统与控制 · 电气工程与系统科学 2022-09-20 Abed AlRahman Al Makdah , Vishaal Krishnan , Vaibhav Katewa , Fabio Pasqualetti

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

机器人学 · 计算机科学 2017-05-16 Gilwoo Lee , Siddhartha S. Srinivasa , Matthew T. Mason

We consider the exploration-exploitation tradeoff in linear quadratic (LQ) control problems, where the state dynamics is linear and the cost function is quadratic in states and controls. We analyze the regret of Thompson sampling (TS)…

机器学习 · 统计学 2017-03-28 Marc Abeille , Alessandro Lazaric

Optimal control theory and machine learning techniques are combined to formulate and solve in closed form an optimal control formulation of online learning from supervised examples with regularization of the updates. The connections with…

最优化与控制 · 数学 2016-12-15 Giorgio Gnecco , Alberto Bemporad , Marco Gori , Marcello Sanguineti