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Competitive Control with Delayed Imperfect Information (2010.11637v3)
Published 22 Oct 2020 in math.OC, cs.SY, eess.SY, and math.DS
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. 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.