This paper considers online optimal control with affine constraints on the states and actions
under linear dynamics with bounded random disturbances. The system dynamics and …

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 …

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 …

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 …

We consider the fundamental problem of online control of a linear dynamical system from
two different viewpoints: regret minimization and competitive analysis. We prove that the …

In this paper, we address tracking of a time-varying parameter with unknown dynamics. We
formalize the problem as an instance of online optimization in a dynamic setting. Using …

In this article, we study constrained online convex optimization (OCO) in the presence of
feedback delays, where a decision maker chooses sequential actions without knowing the …

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 …

In this paper, online convex optimization is applied to the problem of controlling linear
dynamical systems. An algorithm similar to online gradient descent, which can handle time …

This paper studies an online optimization problem with switching costs and a finite
prediction window. We propose a computationally efficient algorithm, Receding Horizon …