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The problem of selecting the right state-representation in a reinforcement learning problem is considered. Several models (functions mapping past observations to a finite set) of the observations are given, and it is known that for at least…

机器学习 · 计算机科学 2013-02-12 Odalric-Ambrym Maillard , Rémi Munos , Daniil Ryabko

We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…

系统与控制 · 电气工程与系统科学 2020-06-17 Jingjing Bu , Afshin Mesbahi , Mehran Mesbahi

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

This work aims to improve generalization and interpretability of dynamical systems by recovering the underlying lower-dimensional latent states and their time evolutions. Previous work on disentangled representation learning within the…

机器学习 · 计算机科学 2024-06-07 Çağlar Hızlı , Çağatay Yıldız , Matthias Bethge , ST John , Pekka Marttinen

Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…

统计计算 · 统计学 2016-04-18 Andreas Svensson , Arno Solin , Simo Särkkä , Thomas B. Schön

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

The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and $H_\infty$ optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as…

量子物理 · 物理学 2016-11-15 Lei Cui , Zhiyuan Dong , Guofeng Zhang , Heung Wing Joseph Lee

A Learning Model Predictive Controller (LMPC) for linear system in presented. The proposed controller is an extension of the LMPC [1] and it aims to decrease the computational burden. The control scheme is reference-free and is able to…

最优化与控制 · 数学 2019-10-31 Ugo Rosolia , Francesco Borrelli

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

机器学习 · 计算机科学 2024-04-17 Dongwei Ye , Mengwu Guo

We propose a reinforcement learning based approach to tackle the cost-sensitive learning problem where each input feature has a specific cost. The acquisition process is handled through a stochastic policy which allows features to be…

机器学习 · 计算机科学 2016-07-14 Gabriella Contardo , Ludovic Denoyer , Thierry Artières

This paper presents a one-shot learning approach with performance and robustness guarantees for the linear quadratic regulator (LQR) control of stochastic linear systems. Even though data-based LQR control has been widely considered,…

系统与控制 · 电气工程与系统科学 2024-10-29 Ramin Esmzad , Hamidreza Modares

We study communication over control systems, where a controller-encoder selects inputs to a dynamical system in order to simultaneously regulate the system and convey a message to an observer that has access to the system's output…

信息论 · 计算机科学 2025-09-23 Aharon Rips , Oron Sabag

We consider transport processes that are modeled by first order hyperbolic partial differential equations. Our goal is to find a full state feedback that makes a given reference profile locally asymptotically stable. To accomplish this we…

最优化与控制 · 数学 2025-08-22 Arthur J. Krener

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

投资组合管理 · 定量金融 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

We study the sample efficiency of domain randomization and robust control for the benchmark problem of learning the linear quadratic regulator (LQR). Domain randomization, which synthesizes controllers by minimizing average performance over…

系统与控制 · 电气工程与系统科学 2025-02-19 Tesshu Fujinami , Bruce D. Lee , Nikolai Matni , George J. Pappas

The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…

最优化与控制 · 数学 2025-07-31 Marta Fochesato , Lucia Falconi , Mattia Zorzi , Augusto Ferrante , John Lygeros

We consider solutions to the linear quadratic Gaussian (LQG) regulator problem via policy gradient (PG) methods. Although PG methods have demonstrated strong theoretical guarantees in solving the linear quadratic regulator (LQR) problem,…

最优化与控制 · 数学 2025-07-15 Kasra Fallah , Leonardo F. Toso , James Anderson

Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…

系统与控制 · 电气工程与系统科学 2023-07-25 Samuel Balula , Efe C. Balta , Dominic Liao-McPherson , Alisa Rupenyan , John Lygeros

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

系统与控制 · 电气工程与系统科学 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann

We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability properties are not enough in general to conclude stability…

最优化与控制 · 数学 2025-09-04 Jonathan de Brusse , Jamal Daafouz , Mathieu Granzotto , Romain Postoyan , Dragan Nesic