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 …

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

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

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 …

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 …

We consider online convex optimization with time-varying stage costs and additional
switching costs. Since the switching costs introduce coupling across all stages, multi-step …

We investigate online nonconvex optimization from a local regret minimization perspective.
Previous studies along this line implicitly required the access to sufficient gradient oracles at …

Making use of predictions is a crucial, but under-explored, area of online algorithms. This
paper studies a class of online optimization problems where we have external noisy …

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 …