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We consider the optimal control of large-scale systems using distributed controllers with a network topology that mirrors the coupling graph between subsystems. In this work, we introduce spatial regret, a graph-informed metric that…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Daniele Martinelli , Andrea Martin , Giancarlo Ferrari-Trecate , Luca Furieri

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

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

In this work, we focus on the design of optimal controllers that must comply with an information structure. State-of-the-art approaches do so based on the H2 or Hinfty norm to minimize the expected or worst-case cost in the presence of…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Daniele Martinelli , Andrea Martin , Giancarlo Ferrari-Trecate , Luca Furieri

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 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 considers the distributed online convex-concave optimization with constraint sets over a multiagent network, in which each agent autonomously generates a series of decision pairs through a designable mechanism to cooperatively…

Optimization and Control · Mathematics 2025-08-14 Wentao Zhang , Baoyong Zhang , Deming Yuan , Shengyuan Xu , Vincent K. N. Lau

Modern control designs in robotics, aerospace, and cyber-physical systems rely heavily on real-world data obtained through system outputs. However, these outputs can be compromised by system faults and malicious attacks, distorting critical…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Hiroyasu Tsukamoto , Joudi Hajar , Soon-Jo Chung , Fred Y. Hadaegh

This paper studies distributionally robust regret-optimal (DRRO) control with purified output feedback for linear systems subject to additive disturbances and measurement noise. These uncertainties (including the initial system state) are…

Optimization and Control · Mathematics 2025-11-21 Shuhao Yan , Carsten W. Scherer

This paper studies a class of distributed online convex optimization problems for heterogeneous linear multi-agent systems. Agents in a network, knowing only their own outputs, need to minimize the time-varying costs through neighboring…

Optimization and Control · Mathematics 2023-07-04 Yang Yu , Xiuxian Li , Li Li , Lihua Xie

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…

Optimization and Control · Mathematics 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…

Optimization and Control · Mathematics 2022-12-29 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

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…

Optimization and Control · Mathematics 2025-08-08 Jietian Liu , Peter Seiler

We study dynamic regret in online convex optimization, where the objective is to achieve low cumulative loss relative to an arbitrary benchmark sequence. By observing that competing with an arbitrary sequence of comparators…

Machine Learning · Computer Science 2025-12-12 Andrew Jacobsen , Alessandro Rudi , Francesco Orabona , Nicolo Cesa-Bianchi

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 distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…

Machine Learning · Computer Science 2019-12-23 Deming Yuan , Alexandre Proutiere , Guodong Shi

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…

Machine Learning · Computer Science 2021-06-24 Gautam Goel , Babak Hassibi

As we move towards safety-critical cyber-physical systems that operate in non-stationary and uncertain environments, it becomes crucial to close the gap between classical optimal control algorithms and adaptive learning-based methods. In…

Systems and Control · Electrical Eng. & Systems 2022-11-15 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate

We investigate the Distributionally Robust Regret-Optimal (DR-RO) control of discrete-time linear dynamical systems with quadratic cost over an infinite horizon. Regret is the difference in cost obtained by a causal controller and a…

Systems and Control · Electrical Eng. & Systems 2024-01-01 Taylan Kargin , Joudi Hajar , Vikrant Malik , Babak Hassibi

We consider the online distributed non-stochastic experts problem, where the distributed system consists of one coordinator node that is connected to $k$ sites, and the sites are required to communicate with each other via the coordinator.…

Machine Learning · Computer Science 2012-11-15 Varun Kanade , Zhenming Liu , Bozidar Radunovic
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