Related papers: Regret-optimal control in dynamic environments
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…
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…
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…
We consider estimation and 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 causal estimators and controllers which…
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…
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…
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…
We present an online learning analysis of minimax adaptive control for the case where the uncertainty includes a finite set of linear dynamical systems. Precisely, for each system inside the uncertainty set, we define the model-based regret…
Regret minimization is treated as the golden rule in the traditional study of online learning. However, regret minimization algorithms tend to converge to the static optimum, thus being suboptimal for changing environments. To address this…
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…
We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…
We study the control of finite-state systems driven by exogenous disturbances, and design causal policies that track the performance of a lookahead benchmark controller. This objective is formalized through dynamic regret, so that favorable…
This paper presents a synthesis method for robust, regret optimal control. The plant is modeled in discrete-time by an uncertain linear time-invariant (LTI) system. An optimal non-causal controller is constructed using the nominal plant…
A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…
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…
We consider control of uncertain linear time-varying stochastic systems from the perspective of regret minimization. Specifically, we focus on the problem of designing a feedback controller that minimizes the loss relative to a clairvoyant…
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…
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…
This paper considers a bi-level discrete-time control framework with real-time constraints, consisting of several local controllers and a central controller. The objective is to bridge the gap between the online convex optimization and…
We study the problem of multi-agent control of a dynamical system with known dynamics and adversarial disturbances. Our study focuses on optimal control without centralized precomputed policies, but rather with adaptive control policies for…