arXiv · 1902.08721
Online Control with Adversarial Disturbances
Abstract
We study the control of a linear dynamical system with adversarial disturbances (as opposed to statistical noise). The objective we consider is one of regret: we desire an online control procedure that can do nearly as well as that of a procedure that has full knowledge of the disturbances in hindsight. Our main result is an efficient algorithm that provides nearly tight regret bounds for this problem. From a technical standpoint, this work generalizes upon previous work in two main aspects: our model allows for adversarial noise in the dynamics, and allows for general convex costs.
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Naman Agarwal, Brian Bullins, Elad Hazan, Sham M. Kakade, Karan Singh. 2019-02-23. Online Control with Adversarial Disturbances. https://arxiv.org/abs/1902.08721
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