On the relation between dynamic regret and closed-loop stability

DOI10.1016/J.SYSCONLE.2023.105532MaRDI QIDQ6174052zbMATH OpenOpenAlexFDO

Authors Marko Nonhoff, Matthias A. Müller

Publication date 13 July 2023

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2209.05964

zbMATH Keywords

asymptotic stabilitydynamic regretonline convex optimizationtime-varying optimal control

Mathematics Subject Classification ID

Convex programming (90C25) Asymptotic stability in control theory (93D20)

Abstract: In this work, we study the relations between bounded dynamic regret and the classical notion of asymptotic stability for the case of a priori unknown and time-varying cost functions. In particular, we show that bounded dynamic regret implies asymptotic stability of the optimal steady state for a constant cost function. For the case of an asymptotically stable closed loop, we first derive a necessary condition for achieving bounded dynamic regret. Then, given some additional assumptions on the system and the cost functions, we also provide a sufficient condition ensuring bounded dynamic regret. Our results are illustrated by examples.

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Cites work

• Comments on integral variants of ISS
• Economic receding horizon control without terminal constraints
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• Nonlinear full information and moving horizon estimation: robust global asymptotic stability
• Online Optimization as a Feedback Controller: Stability and Tracking
• Switching in systems and control

Cited in

(1)

• Online convex optimization for constrained control of nonlinear systems

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