Input Perturbations for Adaptive Control and Learning
Not on the map. Why?
Abstract (arXiv)
This paper studies adaptive algorithms for simultaneous regulation (i.e., control) and estimation (i.e., learning) of Multiple Input Multiple Output (MIMO) linear dynamical systems. It proposes practical, easy to implement control policies based on perturbations of input signals. Such policies are shown to achieve a worst-case regret that scales as the square-root of the time horizon, and holds uniformly over time. Further, it discusses specific settings where such greedy policies attain the information theoretic lower bound of logarithmic regret. To establish the results, recent advances on self-normalized martingales together with a novel method of policy decomposition are leveraged.
Key facts. Cited by 18 papers in the map (data through 7 Oct 2026). First posted on arXiv 10 Nov 2018.
Builds on
No reference list yet.
Built on by
Citing papers per year: 2021: 9; 2022: 7; 2023: 2.
18 papers.
Sort:
- 2022Statistical Learning Theory for Control: A Finite Sample Perspectivecited by 52
- 2021Joint Learning of Linear Time-Invariant Dynamical Systemscited by 16
- 2021Minimal Expected Regret in Linear Quadratic Controlcited by 13
- 2022Regret Lower Bounds for Learning Linear Quadratic Gaussian Systemscited by 11
- 2022Augmented RBMLE-UCB Approach for Adaptive Control of Linear Quadratic Systemscited by 5
- 2021Dynamic Regret Minimization for Control of Non-stationary Linear Dynamical Systemscited by 4
- 2021Strong Consistency and Rate of Convergence of Switched Least Squares System Identification for Autonomous Markov Jump Linear Systemscited by 4
- 2022Joint Learning-Based Stabilization of Multiple Unknown Linear Systemscited by 3
- 2022Efficient Algorithms for Learning to Control Bandits with Unobserved Contextscited by 3
- 2021Scalable regret for learning to control network-coupled subsystems with unknown dynamicscited by 2
- 2021Bayesian Algorithms Learn to Stabilize Unknown Continuous-Time Systemscited by 2
- 2022Worst-case Performance of Greedy Policies in Bandits with Imperfect Context Observationscited by 2
6 more
- 2021A relaxed technical assumption for posterior sampling-based reinforcement learning for control of unknown linear systemscited by 1
- 2021Safe Linear-Quadratic Dual Control with Almost Sure Performance Guaranteecited by 0
- 2021Reinforcement Learning Policies in Continuous-Time Linear Systemscited by 0
- 2022Regret Analysis of Certainty Equivalence Policies in Continuous-Time Linear-Quadratic Systemscited by 0
- 2023Almost Surely √T Regret for Adaptive LQRcited by 0
- 2023Finite Time Regret Bounds for Minimum Variance Control of Autoregressive Systems with Exogenous Inputscited by 0
- 2023Finite Time Regret Bounds for Minimum Variance Control of Autoregressive Systems with Exogenous Inputs26 May 2023
- 2023Almost Surely √T Regret for Adaptive LQR13 Jan 2023
- 2022Statistical Learning Theory for Control: A Finite Sample Perspective12 Sep 2022
- 2022Regret Analysis of Certainty Equivalence Policies in Continuous-Time Linear-Quadratic Systems9 Jun 2022
- 2022Worst-case Performance of Greedy Policies in Bandits with Imperfect Context Observations10 Apr 2022
- 2022Efficient Algorithms for Learning to Control Bandits with Unobserved Contexts2 Feb 2022
- 2022Augmented RBMLE-UCB Approach for Adaptive Control of Linear Quadratic Systems25 Jan 2022
- 2022Regret Lower Bounds for Learning Linear Quadratic Gaussian Systems5 Jan 2022
- 2022Joint Learning-Based Stabilization of Multiple Unknown Linear Systems1 Jan 2022
- 2021Bayesian Algorithms Learn to Stabilize Unknown Continuous-Time Systems30 Dec 2021
- 2021Joint Learning of Linear Time-Invariant Dynamical Systems21 Dec 2021
- 2021Strong Consistency and Rate of Convergence of Switched Least Squares System Identification for Autonomous Markov Jump Linear Systems20 Dec 2021
6 more
- 2021Dynamic Regret Minimization for Control of Non-stationary Linear Dynamical Systems6 Nov 2021
- 2021Minimal Expected Regret in Linear Quadratic Control29 Sep 2021
- 2021Reinforcement Learning Policies in Continuous-Time Linear Systems16 Sep 2021
- 2021A relaxed technical assumption for posterior sampling-based reinforcement learning for control of unknown linear systems19 Aug 2021
- 2021Scalable regret for learning to control network-coupled subsystems with unknown dynamics18 Aug 2021
- 2021Safe Linear-Quadratic Dual Control with Almost Sure Performance Guarantee24 Mar 2021
- 2022Statistical Learning Theory for Control: A Finite Sample Perspectivecited by 52
- 2021Joint Learning of Linear Time-Invariant Dynamical Systemscited by 16
- 2021Minimal Expected Regret in Linear Quadratic Controlcited by 13
- 2022Regret Lower Bounds for Learning Linear Quadratic Gaussian Systemscited by 11
- 2022Augmented RBMLE-UCB Approach for Adaptive Control of Linear Quadratic Systemscited by 5
- 2021Dynamic Regret Minimization for Control of Non-stationary Linear Dynamical Systemscited by 4
- 2021Strong Consistency and Rate of Convergence of Switched Least Squares System Identification for Autonomous Markov Jump Linear Systemscited by 4
- 2022Joint Learning-Based Stabilization of Multiple Unknown Linear Systemscited by 3
- 2022Efficient Algorithms for Learning to Control Bandits with Unobserved Contextscited by 3
- 2021Scalable regret for learning to control network-coupled subsystems with unknown dynamicscited by 2
- 2021Bayesian Algorithms Learn to Stabilize Unknown Continuous-Time Systemscited by 2
- 2022Worst-case Performance of Greedy Policies in Bandits with Imperfect Context Observationscited by 2
12 most cited of 18 All 18 (JSON)
- 2023Finite Time Regret Bounds for Minimum Variance Control of Autoregressive Systems with Exogenous Inputs26 May 2023
- 2023Almost Surely √T Regret for Adaptive LQR13 Jan 2023
- 2022Statistical Learning Theory for Control: A Finite Sample Perspective12 Sep 2022
- 2022Regret Analysis of Certainty Equivalence Policies in Continuous-Time Linear-Quadratic Systems9 Jun 2022
- 2022Worst-case Performance of Greedy Policies in Bandits with Imperfect Context Observations10 Apr 2022
- 2022Efficient Algorithms for Learning to Control Bandits with Unobserved Contexts2 Feb 2022
- 2022Augmented RBMLE-UCB Approach for Adaptive Control of Linear Quadratic Systems25 Jan 2022
- 2022Regret Lower Bounds for Learning Linear Quadratic Gaussian Systems5 Jan 2022
- 2022Joint Learning-Based Stabilization of Multiple Unknown Linear Systems1 Jan 2022
- 2021Bayesian Algorithms Learn to Stabilize Unknown Continuous-Time Systems30 Dec 2021
- 2021Joint Learning of Linear Time-Invariant Dynamical Systems21 Dec 2021
- 2021Strong Consistency and Rate of Convergence of Switched Least Squares System Identification for Autonomous Markov Jump Linear Systems20 Dec 2021
12 newest of 18 All 18 (JSON)