Competitive Control with Delayed Imperfect Information
Optimization and Control
2022-03-29 v3 Systems and Control
Systems and Control
Dynamical Systems
Abstract
This paper studies the impact of imperfect information in online control with adversarial disturbances. In particular, we consider both delayed state feedback and inexact predictions of future disturbances. We introduce a greedy, myopic policy that yields a constant competitive ratio against the offline optimal policy. We also analyze the fundamental limits of online control with limited information by showing that our competitive ratio bounds for the greedy, myopic policy in the adversarial setting match (up to lower-order terms) lower bounds in the stochastic setting.
Cite
@article{arxiv.2010.11637,
title = {Competitive Control with Delayed Imperfect Information},
author = {Chenkai Yu and Guanya Shi and Soon-Jo Chung and Yisong Yue and Adam Wierman},
journal= {arXiv preprint arXiv:2010.11637},
year = {2022}
}