Online switching control with stability and regret guarantees

Abstract: This paper considers online switching control with a finite candidate controller pool, an unknown dynamical system, and unknown cost functions. The candidate controllers can be unstabilizing policies. We only require at least one candidate controller to satisfy certain stability properties, but we do not know which one is stabilizing. We design an online algorithm that guarantees finite-gain stability throughout the duration of its execution. We also provide a sublinear policy regret guarantee compared with the optimal stabilizing candidate controller. Lastly, we numerically test our algorithm on quadrotor planar flights and compare it with a classical switching control algorithm, falsification-based switching, and a classical multi-armed bandit algorithm, Exp3 with batches.