Competitive Control

DOI10.1109/TAC.2022.3218769MaRDI QIDQ6047017zbMATH OpenFDO

Authors B. Hassibi

Publication date 9 October 2023

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2107.13657

zbMATH Keywords

filteringrobust control

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: We consider control from the perspective of competitive analysis. Unlike much prior work on learning-based control, which focuses on minimizing regret against the best controller selected in hindsight from some specific class, we focus on designing an online controller which competes against a clairvoyant offline optimal controller. A natural performance metric in this setting is competitive ratio, which is the ratio between the cost incurred by the online controller and the cost incurred by the offline optimal controller. Using operator-theoretic techniques from robust control, we derive a computationally efficient state-space description of the the controller with optimal competitive ratio in both finite-horizon and infinite-horizon settings. We extend competitive control to nonlinear systems using Model Predictive Control (MPC) and present numerical experiments which show that our competitive controller can significantly outperform standard $H_2$ and $H_{infty}$ controllers in the MPC setting.

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Cited in

(6)

• On Strategic Control
• Robust regret optimal control
• Regret optimal control for uncertain stochastic systems
• The theory of online control
• Controlling unknown linear dynamics with almost optimal regret
• Optimal agnostic control of unknown linear dynamics in a bounded parameter range

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