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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…

最优化与控制 · 数学 2026-04-28 Yishay Polatov , Oron Sabag

This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…

泛函分析 · 数学 2019-02-14 L. Paunonen , D. Seifert

To cope with changing environments, recent developments in online learning have introduced the concepts of adaptive regret and dynamic regret independently. In this paper, we illustrate an intrinsic connection between these two concepts by…

机器学习 · 计算机科学 2018-06-05 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

Economic Model Predictive Control has recently gained popularity due to its ability to directly optimize a given performance criterion, while enforcing constraint satisfaction for nonlinear systems. Recent research has developed both…

系统与控制 · 电气工程与系统科学 2022-01-25 Mario Zanon , Sébastien Gros

We study discrete dynamical systems through the topological concepts of limit set, which consists of all points that can be reached arbitrarily late, and asymptotic set, which consists of all adhering values of orbits. In particular, we…

动力系统 · 数学 2011-10-20 Guillon Pierre , Richard Gaétan

In this paper we explore the stabilization of closed invariant sets for passive systems, and present conditions under which a passivity-based feedback asymptotically stabilizes the goal set. Our results rely on novel reduction principles…

最优化与控制 · 数学 2019-04-16 Mohamed I. El-Hawwary , Manfredi Maggiore

We study predictive control in a setting where the dynamics are time-varying and linear, and the costs are time-varying and well-conditioned. At each time step, the controller receives the exact predictions of costs, dynamics, and…

最优化与控制 · 数学 2021-06-22 Yiheng Lin , Yang Hu , Haoyuan Sun , Guanya Shi , Guannan Qu , Adam Wierman

We consider minimisation of dynamic regret in non-stationary bandits with a slowly varying property. Namely, we assume that arms' rewards are stochastic and independent over time, but that the absolute difference between the expected…

机器学习 · 计算机科学 2021-10-26 Ramakrishnan Krishnamurthy , Aditya Gopalan

We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…

机器学习 · 计算机科学 2020-01-22 Elad Hazan , Sham M. Kakade , Karan Singh

We present an algorithm guaranteeing dynamic regret bounds for online omniprediction with long term constraints. The goal in this recently introduced problem is for a learner to generate a sequence of predictions which are broadcast to a…

机器学习 · 计算机科学 2025-10-09 Yahav Bechavod , Jiuyao Lu , Aaron Roth

In this paper, we study dynamic regret in unconstrained online convex optimization (OCO) with movement costs. Specifically, we generalize the standard setting by allowing the movement cost coefficients $\lambda_t$ to vary arbitrarily over…

机器学习 · 计算机科学 2026-02-09 Emmanuel Esposito , Andrew Jacobsen , Hao Qiu , Mengxiao Zhang

We consider the classic problem of online convex optimisation. Whereas the notion of static regret is relevant for stationary problems, the notion of switching regret is more appropriate for non-stationary problems. A switching regret is…

机器学习 · 计算机科学 2025-03-07 Stephen Pasteris , Chris Hicks , Vasilios Mavroudis , Mark Herbster

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

In the setting of online learning, Implicit algorithms turn out to be highly successful from a practical standpoint. However, the tightest regret analyses only show marginal improvements over Online Mirror Descent. In this work, we shed…

机器学习 · 计算机科学 2020-11-10 Nicolò Campolongo , Francesco Orabona

This paper deals with the stabilization of a class of linear infinite-dimensional systems with unbounded control operators and subject to a boundary disturbance. We assume that there exists a linear feedback law that makes the origin of the…

偏微分方程分析 · 数学 2022-10-26 Ismaïla Balogoun , Swann Marx , Franck Plestan

We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochastic formulation of cost-controllability and detectability…

最优化与控制 · 数学 2025-04-30 Robert H. Moldenhauer , Dragan Nešić , Mathieu Granzotto , Romain Postoyan , Andrew R. Teel

In this paper, an asymptotic stability proof for a class of methods for inexact nonlinear model predictive control is presented. General Q-linearly convergent online optimization methods are considered and an asymptotic stability result is…

最优化与控制 · 数学 2021-12-01 Andrea Zanelli , Quoc Tran Dinh , Moritz Diehl

We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…

系统与控制 · 电气工程与系统科学 2023-04-04 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

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…

机器学习 · 计算机科学 2020-02-07 Lijun Zhang , Shiyin Lu , Tianbao Yang

We study the problem of online learning with dynamics, where a learner interacts with a stateful environment over multiple rounds. In each round of the interaction, the learner selects a policy to deploy and incurs a cost that depends on…

机器学习 · 计算机科学 2020-12-04 Kush Bhatia , Karthik Sridharan