A survey on distributed online optimization and online games

X Li, L Xie, N Li - Annual Reviews in Control, 2023 - Elsevier
Distributed online optimization and online games have been increasingly researched in the
last decade, mostly motivated by their wide applications in sensor networks, robotics (eg …

Introduction to online nonstochastic control

E Hazan, K Singh - arXiv preprint arXiv:2211.09619, 2022 - arxiv.org
This text presents an introduction to an emerging paradigm in control of dynamical systems
and differentiable reinforcement learning called online nonstochastic control. The new …

Non-stationary online learning with memory and non-stochastic control

P Zhao, YH Yan, YX Wang, ZH Zhou - The Journal of Machine Learning …, 2023 - dl.acm.org
We study the problem of Online Convex Optimization (OCO) with memory, which allows loss
functions to depend on past decisions and thus captures temporal effects of learning …

Perturbation-based regret analysis of predictive control in linear time varying systems

Y Lin, Y Hu, G Shi, H Sun, G Qu… - Advances in Neural …, 2021 - proceedings.neurips.cc
We study predictive control in a setting where the dynamics are time-varying and linear, and
the costs are time-varying and well-conditioned. At each time step, the controller receives …

Chasing convex bodies optimally

M Sellke - Geometric Aspects of Functional Analysis: Israel …, 2023 - Springer
In the chasing convex bodies problem, an online player receives a request sequence of N
convex sets K 1,…, KN contained in a normed space X of dimension d. The player starts at x …

Bounded-regret mpc via perturbation analysis: Prediction error, constraints, and nonlinearity

Y Lin, Y Hu, G Qu, T Li… - Advances in Neural …, 2022 - proceedings.neurips.cc
Abstract We study Model Predictive Control (MPC) and propose a general analysis pipeline
to bound its dynamic regret. The pipeline first requires deriving a perturbation bound for a …

Movement penalized Bayesian optimization with application to wind energy systems

SS Ramesh, PG Sessa, A Krause… - Advances in Neural …, 2022 - proceedings.neurips.cc
Contextual Bayesian optimization (CBO) is a powerful framework for sequential decision-
making given side information, with important applications, eg, in wind energy systems. In …

Regret-optimal estimation and control

G Goel, B Hassibi - IEEE Transactions on Automatic Control, 2023 - ieeexplore.ieee.org
In this article, we consider estimation and control in linear dynamical systems from the
perspective of regret minimization. Unlike most prior work in this area, we focus on the …

Online optimization with memory and competitive control

G Shi, Y Lin, SJ Chung, Y Yue… - Advances in Neural …, 2020 - proceedings.neurips.cc
This paper presents competitive algorithms for a novel class of online optimization problems
with memory. We consider a setting where the learner seeks to minimize the sum of a hitting …

Chasing convex bodies with linear competitive ratio

CJ Argue, A Gupta, Z Tang, G Guruganesh - Journal of the ACM (JACM), 2021 - dl.acm.org
We study the problem of chasing convex bodies online: given a sequence of convex bodies
the algorithm must respond with points in an online fashion (ie, is chosen before is …