Related papers: Online Optimal Control with Affine Constraints
This paper addresses two fundamental challenges in distributed online convex optimization: communication efficiency and optimization under limited feedback. We propose Online Compressed Gradient Tracking with one-point Bandit Feedback…
Motivated by the stringent safety requirements that are often present in real-world applications, we study a safe online convex optimization setting where the player needs to simultaneously achieve sublinear regret and zero constraint…
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…
We consider non-differentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable,…
This paper studies online convex optimization with stochastic constraints. We propose a variant of the drift-plus-penalty algorithm that guarantees $O(\sqrt{T})$ expected regret and zero constraint violation, after a fixed number of…
We consider the online control problem with an unknown linear dynamical system in the presence of adversarial perturbations and adversarial convex loss functions. Although the problem is widely studied in model-based control, it remains…
This text presents an introduction to an emerging paradigm in control of dynamical systems and differentiable reinforcement learning called online nonstochastic control. The new approach applies techniques from online convex optimization…
In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they instead satisfy the Diminishing Returns (DR) property.…
We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal…
This article develops a control method for linear time-invariant systems subject to time-varying and a priori unknown cost functions, that satisfies state and input constraints, and is robust to exogenous disturbances. To this end, we…
This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…
This paper investigates the problem of regret minimization in linear time-varying (LTV) dynamical systems. Due to the simultaneous presence of uncertainty and non-stationarity, designing online control algorithms for unknown LTV systems…
We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…
We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…
We study the control of an \emph{unknown} linear dynamical system under general convex costs. The objective is minimizing regret vs. the class of disturbance-feedback-controllers, which encompasses all stabilizing…
We consider a generalization of the celebrated Online Convex Optimization (OCO) framework with adversarial online constraints. In this problem, an online learner interacts with an adversary sequentially over multiple rounds. At the…
We consider the problem of online control of systems with time-varying linear dynamics. This is a general formulation that is motivated by the use of local linearization in control of nonlinear dynamical systems. To state meaningful…
This paper considers online convex optimization with long term constraints, where constraints can be violated in intermediate rounds, but need to be satisfied in the long run. The cumulative constraint violation is used as the metric to…
We consider online convex optimization with time-varying constraints and conduct performance analysis using two stringent metrics: dynamic regret with respect to the online solution benchmark, and hard constraint violation that does not…
In repeated interaction problems with adaptive agents, our objective often requires anticipating and optimizing over the space of possible agent responses. We show that many problems of this form can be cast as instances of online…