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We study the impact of predictions in online Linear Quadratic Regulator control with both stochastic and adversarial disturbances in the dynamics. In both settings, we characterize the optimal policy and derive tight bounds on the minimum…

Optimization and Control · Mathematics 2021-01-11 Chenkai Yu , Guanya Shi , Soon-Jo Chung , Yisong Yue , Adam Wierman

We consider control from the perspective of competitive analysis. Unlike much prior work on learning-based control, which focuses on minimizing regret against the best controller selected in hindsight from some specific class, we focus on…

Optimization and Control · Mathematics 2021-08-02 Gautam Goel , Babak Hassibi

Though competitive analysis is often a very good tool for the analysis of online algorithms, sometimes it does not give any insight and sometimes it gives counter-intuitive results. Much work has gone into exploring other performance…

Data Structures and Algorithms · Computer Science 2017-06-14 Joan Boyar , Leah Epstein , Lene M. Favrholdt , Kim S. Larsen , Asaf Levin

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

This paper presents competitive algorithms for a novel class of online optimization problems with memory. We consider a setting where the learner seeks to minimize the sum of a hitting cost and a switching cost that depends on the previous…

Machine Learning · Computer Science 2021-01-11 Guanya Shi , Yiheng Lin , Soon-Jo Chung , Yisong Yue , Adam Wierman

Our work introduces the effect of supply/demand imbalances into the literature on online matching with stochastic rewards in bipartite graphs. We provide a parameterized definition that characterizes instances as over- or undersupplied (or…

Data Structures and Algorithms · Computer Science 2025-02-12 Benjamin Barrientos , Daniel Freund , Daniela Saban

This paper examines strategic trading under incomplete information, where firms lack full knowledge of key aspects of their competitors' trading strategies such as target sizes and market impact models. We extend previous work on…

Trading and Market Microstructure · Quantitative Finance 2025-03-25 Neil A. Chriss

How does system-level information impact the ability of an adversary to degrade performance in a networked control system? How does the complexity of an adversary's strategy affect its ability to degrade performance? This paper focuses on…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Keith Paarporn , Brian Canty , Philip N. Brown , Mahnoosh Alizadeh , Jason R. Marden

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 design efficient online scheduling policies to maximize the freshness of information delivered to the users in a cellular network under both adversarial and stochastic channel and mobility assumptions. The information freshness achieved…

Information Theory · Computer Science 2022-06-14 Abhishek Sinha , Rajarshi Bhattacharjee

We investigate online scheduling with commitment for parallel identical machines. Our objective is to maximize the total processing time of accepted jobs. As soon as a job has been submitted, the commitment constraint forces us to decide…

Data Structures and Algorithms · Computer Science 2019-04-15 Chris Schwiegelshohn , Uwe Schwiegelshohn

We study the problem of learning-augmented predictive linear quadratic control. Our goal is to design a controller that balances \textit{"consistency"}, which measures the competitive ratio when predictions are accurate, and…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Tongxin Li , Ruixiao Yang , Guannan Qu , Guanya Shi , Chenkai Yu , Adam Wierman , Steven H. Low

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

In this paper we explore the problem of achieving efficient packet transmission over unreliable links with worst case occurrence of errors. In such a setup, even an omniscient offline scheduling strategy cannot achieve stability of the…

Networking and Internet Architecture · Computer Science 2013-06-10 Antonio Fernández Anta , Chryssis Georgiou , Dariusz R. Kowalski , Joerg Widmer , Elli Zavou

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

Several well-studied online resource allocation problems can be formulated in terms of infinite, increasing sequences of positive values, in which each element is associated with a corresponding allocation value. Examples include problems…

Data Structures and Algorithms · Computer Science 2021-11-10 Spyros Angelopoulos , Diogo Arsénio , Shahin Kamali

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

The dueling bandit problem, an essential variation of the traditional multi-armed bandit problem, has become significantly prominent recently due to its broad applications in online advertising, recommendation systems, information…

Machine Learning · Computer Science 2025-04-08 Bongsoo Yi , Yue Kang , Yao Li

In this chapter, we study the consistency of the value of information$\unicode{x2014}$a semantic metric that claims to determine the right piece of information in networked control systems tasks$\unicode{x2014}$in a lossy and delayed…

Information Theory · Computer Science 2024-03-19 Touraj Soleymani , John S. Baras , Siyi Wang , Sandra Hirche , Karl H. Johansson

This paper proposes a novel approach to resilient distributed optimization with quadratic costs in a networked control system (e.g., wireless sensor network, power grid, robotic team) prone to external attacks (e.g., hacking, power outage)…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Luca Ballotta , Giacomo Como , Jeff S. Shamma , Luca Schenato
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