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相关论文: On the Regret of $\mathcal{H}_{\infty}$ Control

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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…

系统与控制 · 电气工程与系统科学 2022-05-31 Alexandre Didier , Jerome Sieber , Melanie N. Zeilinger

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…

系统与控制 · 电气工程与系统科学 2023-07-25 Alexandre Didier , Melanie N. Zeilinger

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…

最优化与控制 · 数学 2022-09-15 Gautam Goel , Babak Hassibi

This paper studies the control of safety-critical dynamical systems in the presence of adversarial disturbances. We seek to synthesize state-feedback controllers to minimize a cost incurred due to the disturbance, while respecting a safety…

系统与控制 · 电气工程与系统科学 2020-09-22 Bhaskar Ramasubramanian , Baicen Xiao , Linda Bushnell , Radha Poovendran

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…

机器学习 · 计算机科学 2021-02-03 Gautam Goel , Babak Hassibi

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…

系统与控制 · 电气工程与系统科学 2023-09-12 Venkatraman Renganathan , Andrea Iannelli , Anders Rantzer

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…

最优化与控制 · 数学 2025-08-08 Jietian Liu , Peter Seiler

Online learning and model reference adaptive control have many interesting intersections. One area where they differ however is in how the algorithms are analyzed and what objective or metric is used to discriminate "good" algorithms from…

系统与控制 · 电气工程与系统科学 2025-01-24 Travis E. Gibson , Sawal Acharya

This paper studies preview control in both the $H_\infty$ and regret-optimal settings. The plant is modeled as a discrete-time, linear time-invariant system subject to external disturbances. The performance baseline is the optimal…

最优化与控制 · 数学 2026-02-09 Jietian Liu , Peter Seiler

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…

最优化与控制 · 数学 2021-10-15 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

This paper proposes a distributionally robust approach to regret optimal control of discrete-time linear dynamical systems with quadratic costs subject to a stochastic additive disturbance on the state process. The underlying probability…

最优化与控制 · 数学 2023-08-17 Feras Al Taha , Shuhao Yan , Eilyan Bitar

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…

最优化与控制 · 数学 2023-04-14 Oron Sabag , Gautam Goel , Sahin Lale , Babak Hassibi

This paper proposes a robust regret control framework in which the performance baseline adapts to the realization of system uncertainty. The plant is modeled as a discrete-time, uncertain linear time-invariant system with real-parametric…

最优化与控制 · 数学 2025-10-27 Jietian Liu , Peter Seiler

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…

系统与控制 · 电气工程与系统科学 2025-11-24 Daniele Martinelli , Andrea Martin , Giancarlo Ferrari-Trecate , Luca Furieri

This paper investigates the regret associated with the Distributionally Robust Control (DRC) strategies used to address multistage optimization problems where the involved probability distributions are not known exactly, but rather are…

最优化与控制 · 数学 2022-12-02 Venkatraman Renganathan , Dongjun Wu

We study the problem of adaptively controlling a known discrete-time nonlinear system subject to unmodeled disturbances. We prove the first finite-time regret bounds for adaptive nonlinear control with matched uncertainty in the stochastic…

机器学习 · 计算机科学 2020-11-30 Nicholas M. Boffi , Stephen Tu , Jean-Jacques E. Slotine

We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…

最优化与控制 · 数学 2022-11-02 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

In this paper, we study the dynamic regret of online linear quadratic regulator (LQR) control with time-varying cost functions and disturbances. We consider the case where a finite look-ahead window of cost functions and disturbances is…

最优化与控制 · 数学 2021-02-03 Runyu Zhang , Yingying Li , Na Li

In this paper, we present a novel method for synthesising an optimal distributed spatial regret controller using experimentally obtained frequency-response data. Spatial regret provides a measure of the performance gap between a structured…

系统与控制 · 电气工程与系统科学 2026-05-05 Vaibhav Gupta , Daniele Martinelli , Giancarlo Ferrari-Trecate , Luca Furieri , Alireza Karimi

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

机器学习 · 计算机科学 2020-10-06 Max Simchowitz
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