Learning Linear-Quadratic Regulators Efficiently with only $\sqrtT $ Regret

A Cohen, T Koren, Y Mansour - International Conference on …, 2019 - proceedings.mlr.press
We present the first computationally-efficient algorithm with $\widetilde {O}(\sqrt {T}) $ regret
for learning in Linear Quadratic Control systems with unknown dynamics. By that, we resolve …

Information theoretic regret bounds for online nonlinear control

S Kakade, A Krishnamurthy, K Lowrey… - Advances in …, 2020 - proceedings.neurips.cc
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 …

Improper learning for non-stochastic control

M Simchowitz, K Singh… - Conference on Learning …, 2020 - proceedings.mlr.press
We consider the problem of controlling a possibly unknown linear dynamical system with
adversarial perturbations, adversarially chosen convex loss functions, and partially …

The nonstochastic control problem

E Hazan, S Kakade, K Singh - Algorithmic Learning Theory, 2020 - proceedings.mlr.press
We consider the problem of controlling an unknown linear dynamical system in the presence
of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In …

Logarithmic regret bound in partially observable linear dynamical systems

S Lale, K Azizzadenesheli, B Hassibi… - Advances in Neural …, 2020 - proceedings.neurips.cc
We study the problem of system identification and adaptive control in partially observable
linear dynamical systems. Adaptive and closed-loop system identification is a challenging …

Black-box control for linear dynamical systems

X Chen, E Hazan - Conference on Learning Theory, 2021 - proceedings.mlr.press
We consider the problem of black-box control: the task of controlling an unknown linear time-
invariant dynamical system from a single trajectory without a stabilizing controller. Under the …

Revisiting ho–kalman-based system identification: Robustness and finite-sample analysis

S Oymak, N Ozay - IEEE Transactions on Automatic Control, 2021 - ieeexplore.ieee.org
Weconsider the problem of learning a realization for a linear time-invariant (LTI) dynamical
system from input/output data. Given a single input/output trajectory, we provide finite time …

Provably efficient reinforcement learning in partially observable dynamical systems

M Uehara, A Sekhari, JD Lee… - Advances in Neural …, 2022 - proceedings.neurips.cc
Abstract We study Reinforcement Learning for partially observable systems using function
approximation. We propose a new PO-bilinear framework, that is general enough to include …

Learning optimal controllers for linear systems with multiplicative noise via policy gradient

B Gravell, PM Esfahani… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
The linear quadratic regulator (LQR) problem has reemerged as an important theoretical
benchmark for reinforcement learning-based control of complex dynamical systems with …

Learning nonlinear dynamical systems from a single trajectory

D Foster, T Sarkar, A Rakhlin - Learning for Dynamics and …, 2020 - proceedings.mlr.press
We introduce algorithms for learning nonlinear dynamical systems of theform $ x_ {t+
1}=\sigma (\Theta {} x_t)+\varepsilon_t $, where $\Theta $ is a weightmatrix, $\sigma $ is a …