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Online Control of Unknown Time-Varying Dynamical Systems

NeurIPS 2021 · Bandits and online learning › Online convex optimization and games · approach: Online linear-quadratic control regret · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Allow unknown time-varying dynamics with nonzero system variabilityOnline control against DRC or DAC policies · Unknown LTV systemsexpected regret: C \cdot T \sigmaHurt
Use adaptive exploration to estimate changing Markov operators, then apply DRC-OGDUnknown LTV control against DRC policies · Any interval Iadaptive regret: |I| \sqrt{\mathbb{E}[\mathrm{Var}_{I}(\mathbf{G})]} + d_u T^{2/3}Helped
Set system variability to zeroAda-Ctrl on unknown LTI systems · Unknown LTI systemsadaptive regret: T^{2/3}Helped
Compete with state-feedback policies using an inefficient discretized Exp3 bandit methodState-feedback control · Stabilizing state-feedback controllersexpected regret: T^{1-\frac{1}{2(d_{x} d_{u} +3)}}Helped
Require strongly adaptive regret with a polynomial-in-interval-length guaranteeOnline prediction with costly noisy-oracle feedback · Partial-information vector-sequence predictionstrongly adaptive regret: \tilde{O}(|I|^{1-\gamma})Hurt
Replace LTI dynamics with LTV dynamicsEquivalence among DRC, DAC, and linear feedback policy classes · LTV systemsrelative control performance: \Omega(T)Mixed
Optimize offline over state-feedback controllers on sequentially stable LTV systemsState-feedback planning · Max-3Sat reductioncomputational complexity: T = \Theta(mn)Hurt

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