CDC 2019 Tutorial - From Self-Tuning Regulators to Reinforcement Learning and Back Again


Machine and reinforcement learning (RL) are increasingly being applied to plan and control the behavior of autonomous systems interacting with the physical world. Examples include self-driving vehicles, distributed sensor networks, and agile robots. However, when machine learning is to be applied in these new settings, the algorithms had better come with the same type of reliability, robustness, and safety bounds that are hallmarks of control theory, or failures could be catastrophic. Thus, as learning algorithms are increasingly and more aggressively deployed in safety critical settings, it is imperative that control theorists join the conversation. The goal of this tutorial paper is to provide a starting point for control theorists wishing to work on learning related problems, by covering recent advances bridging learning and control theory, and by placing these results within an appropriate historical context of system identification and adaptive control.



Tutorial Papers

Additional References

From Self-Tuning Regulators to Reinforcement Learning and Back Again:

Optimal Adaptive Control in Discrete Systems:

Dual Control: Optimization Based Exploration/Exploitation:

Concentration Inequalities for System Identification: