Y Li, X Chen, N Li - Advances in Neural Information …, 2019 - proceedings.neurips.cc
This paper studies the online optimal control problem with time-varying convex stage costs for a time-invariant linear dynamical system, where a finite lookahead window of accurate …
We consider the problem of online control of systems with time-varying linear dynamics. To state meaningful guarantees over changing environments, we introduce the metric of {\it …
Y Li, G Qu, N Li - IEEE Transactions on Automatic Control, 2020 - ieeexplore.ieee.org
This article considers online optimization with a finite prediction window of cost functions and additional switching costs on the decisions. We study the fundamental limits of dynamic …
We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative …
X Cao, KJR Liu - IEEE Transactions on automatic control, 2018 - ieeexplore.ieee.org
In this paper, online convex optimization problem with time-varying constraints is studied from the perspective of an agent taking sequential actions. Both the objective function and …
T Yang, L Zhang, R Jin, J Yi - International Conference on …, 2016 - proceedings.mlr.press
This work focuses on dynamic regret of online convex optimization that compares the performance of online learning to a clairvoyant who knows the sequence of loss functions in …
We investigate online convex optimization in non-stationary environments and choose the dynamic regret as the performance measure, defined as the difference between cumulative …
L Zhang, S Lu, ZH Zhou - Advances in neural information …, 2018 - proceedings.neurips.cc
In this paper, we study online convex optimization in dynamic environments, and aim to bound the dynamic regret with respect to any sequence of comparators. Existing work have …
We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This …