SearcharxivSearch

arXiv subjects

Aren Karapetyan

Publications and source records attributed to Aren Karapetyan.

12 recordsLinked to original sources

Chess on Ice: Curling Tactical Decision-Making via Backward Induction and Deep Reinforcement Learning

Curling is often referred to as "Chess on Ice", owing to the tactical complexity of its decision-making process. Yet unlike chess, curling remains largely underexplored from a machine learning perspective, with prior work confined mainly to statistical approaches. We propose a reinforcement learning framework capable of quantitatively evaluating and comparing tactical options in curling. The game poses several modeling challenges: continuous state and action spaces, stochastic action outcomes reflecting player skill variability, and state transitions that are highly sensitive to small perturbations in the executed action. To address them, we employ the Deep Deterministic Policy Gradient actor-critic algorithm, adapted to exploit the finite-horizon structure of the game. Our experiments show that effective curling strategies can be acquired in a fully self-supervised manner, without any human-annotated data: on a reduced four-rock variant, the learned agent matches a hand-crafted expert heuristic in a regime where that heuristic is close to optimal, a parity we quantify against the intrinsic hammer advantage of the variant. Beyond the resulting policy, the learned critic provides a dense value estimate over the entire continuous action space, enabling the quantitative comparison of tactical alternatives for applications such as post-game performance analysis and decision support during athlete preparation.

cs.AI

Parallel Model Predictive Control for Deterministic Systems

In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel model predictive control (MPC) method that provides an approximate solution. Our method computes multiple lookahead minimization problems at each time, where each minimization may involve a different number of lookahead steps, and terminal cost and constraint. The policy computed via parallel MPC applies the first control of the lookahead minimization with the lowest cost. We show that the proposed method can harnesses the power of multiple computing units. Moreover, we prove that the policy computed via parallel MPC has better performance guarantee than that computed via the single lookahead minimization involved in parallel MPC.

math.OC

Closed-Loop Finite-Time Analysis of Suboptimal Online Control

Suboptimal methods in optimal control arise due to a limited computational budget, unknown system dynamics, or a short prediction window among other reasons. Although these methods are ubiquitous, their transient performance remains relatively unstudied. We consider the control of discrete-time, nonlinear time-varying dynamical systems and establish sufficient conditions to analyze the finite-time closed-loop performance of such methods in terms of the additional cost incurred due to suboptimality. Finite-time guarantees allow the control design to distribute a limited computational budget over a time horizon and estimate the on-the-go loss in performance due to suboptimality. We study exponential incremental input-to-state stabilizing policies and show that for nonlinear systems, under some mild conditions, this property is directly implied by exponential stability without further assumptions on global smoothness. The analysis is showcased on a suboptimal model predictive control use case.

eess.SY

On the Regret of Recursive Methods for Discrete-Time Adaptive Control with Matched Uncertainty

Continuous-time adaptive controllers for systems with a matched uncertainty often comprise an online parameter estimator and a corresponding parameterized controller to cancel the uncertainty. However, such methods are often impossible to implement directly, as they depend on an unobserved estimation error. We consider the equivalent discrete-time setting with a causal information structure, and propose a novel, online proximal point method-based adaptive controller, that under a sufficient excitation (SE) condition is asymptotically stable and achieves finite regret, scaling only with the time required to fulfill the SE. We show the same also for the widely-used recursive least squares with exponential forgetting controller under a stronger persistence of excitation condition.

eess.SY

Closed-loop Analysis of ADMM-based Suboptimal Linear Model Predictive Control

Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of iterations of the optimization algorithm used to compute control actions at each time step, resulting in so-called suboptimal MPC. This paper proposes a suboptimal MPC scheme based on the alternating direction method of multipliers (ADMM). With a focus on the linear quadratic regulator problem with state and input constraints, we show how ADMM can be used to split the MPC problem into iterative updates of an unconstrained optimal control problem (with an analytical solution), and a dynamics-free feasibility step. We show that using a warm-start approach combined with enough iterations per time-step, yields an ADMM-based suboptimal MPC scheme which asymptotically stabilizes the system and maintains recursive feasibility.

math.OC

Online Linear Quadratic Tracking with Regret Guarantees

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online optimization where the time-varying reference state is unknown a priori and is revealed after the applied control input. We show the equivalence of this problem to the control of linear systems subject to adversarial disturbances and propose a novel online gradient descent based algorithm to achieve efficient tracking in finite time. We provide a dynamic regret upper bound scaling linearly with the path length of the reference trajectory and a numerical example to corroborate the theoretical guarantees.

eess.SY

Online Residual Learning from Offline Experts for Pedestrian Tracking

In this paper, we consider the problem of predicting unknown targets from data. We propose Online Residual Learning (ORL), a method that combines online adaptation with offline-trained predictions. At a lower level, we employ multiple offline predictions generated before or at the beginning of the prediction horizon. We augment every offline prediction by learning their respective residual error concerning the true target state online, using the recursive least squares algorithm. At a higher level, we treat the augmented lower-level predictors as experts, adopting the Prediction with Expert Advice framework. We utilize an adaptive softmax weighting scheme to form an aggregate prediction and provide guarantees for ORL in terms of regret. We employ ORL to boost performance in the setting of online pedestrian trajectory prediction. Based on data from the Stanford Drone Dataset, we show that ORL can demonstrate best-of-both-worlds performance.

eess.SY

Predictive Linear Online Tracking for Unknown Targets

In this paper, we study the problem of online tracking in linear control systems, where the objective is to follow a moving target. Unlike classical tracking control, the target is unknown, non-stationary, and its state is revealed sequentially, thus, fitting the framework of online non-stochastic control. We consider the case of quadratic costs and propose a new algorithm, called predictive linear online tracking (PLOT). The algorithm uses recursive least squares with exponential forgetting to learn a time-varying dynamic model of the target. The learned model is used in the optimal policy under the framework of receding horizon control. We show the dynamic regret of PLOT scales with $\mathcal{O}(\sqrt{TV_T})$, where $V_T$ is the total variation of the target dynamics and $T$ is the time horizon. Unlike prior work, our theoretical results hold for non-stationary targets. We implement PLOT on a real quadrotor and provide open-source software, thus, showcasing one of the first successful applications of online control methods on real hardware.

eess.SY

On the Finite-Time Behavior of Suboptimal Linear Model Predictive Control

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of such algorithms is well studied, their finite-time performance has not received much attention. In this work, we quantify the performance of suboptimal linear model predictive control in terms of the additional closed-loop cost incurred due to performing only a finite number of optimization iterations. Leveraging this novel analysis framework, we propose a novel suboptimal MPC algorithm with a diminishing horizon length and finite-time closed-loop performance guarantees. This analysis allows the designer to plan a limited computational power budget distribution to achieve a desired performance level. We provide numerical examples to illustrate the algorithm's transient behavior and computational complexity.

eess.SY

Performance Bounds of Model Predictive Control for Unconstrained and Constrained Linear Quadratic Problems and Beyond

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed point equations, we derive performance bounds for the closed-loop system under MPC. Our analysis, as well as numerical examples, suggests new ways of choosing the terminal cost and terminal constraints, which are \emph{not} related to the solution of the Riccati equation of the original problem. The resulting method can have a larger feasible region, and cause hardly any loss of performance in terms of the closed-loop cost over an infinite horizon.

math.OC

Implications of Regret on Stability of Linear Dynamical Systems

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 of an agent's decision is often quantified by the concept of regret, comparing the performance of the chosen decisions to the best possible ones in hindsight. While regret is a useful performance measure, when dynamical systems are concerned, it is important to also assess the stability of the closed-loop system for a chosen policy. In this work, we show that for linear state feedback policies and linear systems subject to adversarial disturbances, linear regret implies asymptotic stability in both time-varying and time-invariant settings. Conversely, we also show that bounded input bounded state stability and summability of the state transition matrices imply linear regret.

eess.SY

On the Regret of $\mathcal{H}_{\infty}$ Control

The $\mathcal{H}_{\infty}$ synthesis approach is a cornerstone robust control design technique, but is known to be conservative in some cases. The objective of this paper is to quantify the additional cost the controller incurs planning for the worst-case scenario, by adopting an approach inspired by regret from online learning. We define the \textit{disturbance-reality gap} as the difference between the predicted worst-case disturbance signal and the actual realization. The regret is shown to scale with the norm of this \textit{gap}, which turns out to have a similar structure to that of the certainty equivalent controller with inaccurate predictions, obtained here in terms of the \textit{prediction error} norm.

math.OC