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Competitive Control with Delayed Imperfect Information

Yu, Chenkai and Shi, Guanya and Chung, Soon-Jo and Yue, Yisong and Wierman, Adam (2020) Competitive Control with Delayed Imperfect Information. . (Unpublished) https://resolver.caltech.edu/CaltechAUTHORS:20201110-082106076

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Abstract

This paper studies the impact of imperfect information in online control with adversarial disturbances. In particular, we consider both delayed state feedback and inexact predictions of future disturbances. We introduce a greedy, myopic policy that yields a constant competitive ratio against the offline optimal policy with delayed feedback and inexact predictions. A special case of our result is a constant competitive policy for the case of exact predictions and no delay, a previously open problem. We also analyze the fundamental limits of online control with limited information by showing that our competitive ratio bounds for the greedy, myopic policy in the adversarial setting match (up to lower-order terms) lower bounds in the stochastic setting.


Item Type:Report or Paper (Discussion Paper)
Related URLs:
URLURL TypeDescription
http://arxiv.org/abs/2010.11637arXivDiscussion Paper
ORCID:
AuthorORCID
Chung, Soon-Jo0000-0002-6657-3907
Yue, Yisong0000-0001-9127-1989
Group:GALCIT
Record Number:CaltechAUTHORS:20201110-082106076
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20201110-082106076
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:106583
Collection:CaltechAUTHORS
Deposited By: Tony Diaz
Deposited On:10 Nov 2020 16:30
Last Modified:10 Nov 2020 16:30

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