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We study the control of a linear dynamical system with adversarial disturbances (as opposed to statistical noise). The objective we consider is one of regret: we desire an online control procedure that can do nearly as well as that of a…

Machine Learning · Computer Science 2019-02-26 Naman Agarwal , Brian Bullins , Elad Hazan , Sham M. Kakade , Karan Singh

In this work we consider the online control of a known linear dynamic system with adversarial disturbance and adversarial controller cost. The goal in online control is to minimize the regret, defined as the difference between cumulative…

Optimization and Control · Mathematics 2021-10-15 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

We present an optimisation-based method for synthesising a dynamic regret optimal controller for linear systems with potentially adversarial disturbances and known or adversarial initial conditions. The dynamic regret is defined as the…

Systems and Control · Electrical Eng. & Systems 2022-05-31 Alexandre Didier , Jerome Sieber , Melanie N. Zeilinger

This paper addresses the distributed online control problem over a network of linear time-invariant (LTI) systems (with possibly unknown dynamics) in the presence of adversarial perturbations. There exists a global network cost that is…

Optimization and Control · Mathematics 2023-10-06 Ting-Jui Chang , Shahin Shahrampour

We consider control in linear time-varying dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing an online controller which minimizes regret against the best…

Machine Learning · Computer Science 2021-02-03 Gautam Goel , Babak Hassibi

We introduce a new algorithm for online linear-quadratic control in a known system subject to adversarial disturbances. Existing regret bounds for this setting scale as $\sqrt{T}$ unless strong stochastic assumptions are imposed on the…

Machine Learning · Computer Science 2020-06-24 Dylan J. Foster , Max Simchowitz

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…

Optimization and Control · Mathematics 2022-08-10 Aren Karapetyan , Andrea Iannelli , John Lygeros

We study the online robust control problem for linear dynamical systems with disturbances and uncertainties in the cost functions, with limited preview of the future disturbances and the cost functions, $N$. Our goal is to find an online…

Optimization and Control · Mathematics 2022-11-01 Deepan Muthirayan , Dileep Kalathil , Pramod P. Khargonekar

In this work we address the problem of the online robust control of nonlinear dynamical systems perturbed by disturbance. We study the problem of attenuation of the total cost over a duration $T$ in response to the disturbances. We consider…

Systems and Control · Electrical Eng. & Systems 2022-09-14 Deepan Muthirayan , Pramod P. Khargonekar

In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…

Optimization and Control · Mathematics 2025-04-24 Vijeth Hebbar , Cédric Langbort

This paper studies online nonstochastic control problems with adversarial and static constraints. We propose online nonstochastic control algorithms that achieve both sublinear regret and sublinear adversarial constraint violation while…

Machine Learning · Computer Science 2023-02-07 Xin Liu , Zixian Yang , Lei Ying

Inspired by online learning, data-dependent regret has recently been proposed as a criterion for controller design. In the regret-optimal control paradigm, causal controllers are designed to minimize regret against a hypothetical optimal…

Optimization and Control · Mathematics 2022-09-15 Gautam Goel , Babak Hassibi

We study the problem of online non-stochastic control (ONC), which is the control of a linear system under adversarial disturbances and adversarial cost functions, with the aim of minimizing the total cost incurred. A recent line of…

Optimization and Control · Mathematics 2026-04-21 Vijeth Hebbar , Spencer Hutchinson , Mahnoosh Alizadeh , Cédric Langbort

We consider measurement-feedback control in linear dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing an online controller which competes with the optimal…

Systems and Control · Electrical Eng. & Systems 2021-06-24 Gautam Goel , Babak Hassibi

We consider the infinite-horizon LQR control problem. Motivated by competitive analysis in online learning, as a criterion for controller design we introduce the dynamic regret, defined as the difference between the LQR cost of a causal…

Optimization and Control · Mathematics 2023-04-14 Oron Sabag , Gautam Goel , Sahin Lale , Babak Hassibi

This paper presents a synthesis method for the generalised dynamic regret problem, comparing the performance of a strictly causal controller to the optimal non-causal controller under a weighted disturbance. This framework encompasses both…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Alexandre Didier , Melanie N. Zeilinger

In this work we provide provable regret guarantees for an online meta-learning control algorithm in an iterative control setting, where in each iteration the system to be controlled is a linear deterministic system that is different and…

Machine Learning · Computer Science 2022-02-07 Deepan Muthirayan , Pramod Khargonekar

Online multi-agent control problems, where many agents pursue competing and time-varying objectives, are widespread in domains such as autonomous robotics, economics, and energy systems. In these settings, robustness to adversarial…

Machine Learning · Computer Science 2025-09-29 Anas Barakat , John Lazarsfeld , Georgios Piliouras , Antonios Varvitsiotis

We consider the problem of controlling an unknown linear dynamical system under adversarially changing convex costs and full feedback of both the state and cost function. We present the first computationally-efficient algorithm that attains…

Machine Learning · Computer Science 2022-06-06 Asaf Cassel , Alon Cohen , Tomer Koren

We consider the fundamental problem of online control of a linear dynamical system from two different viewpoints: regret minimization and competitive analysis. We prove that the optimal competitive policy is well-approximated by a convex…

Machine Learning · Computer Science 2022-11-22 Gautam Goel , Naman Agarwal , Karan Singh , Elad Hazan
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