Research map / Bandits and online learning / Online convex optimization and games
Online Control of Unknown Time-Varying Dynamical Systems
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Allow unknown time-varying dynamics with nonzero system variability | Online control against DRC or DAC policies · Unknown LTV systems | expected regret: C \cdot T \sigma | Hurt |
| Use adaptive exploration to estimate changing Markov operators, then apply DRC-OGD | Unknown LTV control against DRC policies · Any interval I | adaptive regret: |I| \sqrt{\mathbb{E}[\mathrm{Var}_{I}(\mathbf{G})]} + d_u T^{2/3} | Helped |
| Set system variability to zero | Ada-Ctrl on unknown LTI systems · Unknown LTI systems | adaptive regret: T^{2/3} | Helped |
| Compete with state-feedback policies using an inefficient discretized Exp3 bandit method | State-feedback control · Stabilizing state-feedback controllers | expected regret: T^{1-\frac{1}{2(d_{x} d_{u} +3)}} | Helped |
| Require strongly adaptive regret with a polynomial-in-interval-length guarantee | Online prediction with costly noisy-oracle feedback · Partial-information vector-sequence prediction | strongly adaptive regret: \tilde{O}(|I|^{1-\gamma}) | Hurt |
| Replace LTI dynamics with LTV dynamics | Equivalence among DRC, DAC, and linear feedback policy classes · LTV systems | relative control performance: \Omega(T) | Mixed |
| Optimize offline over state-feedback controllers on sequentially stable LTV systems | State-feedback planning · Max-3Sat reduction | computational complexity: T = \Theta(mn) | Hurt |
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