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arXiv 2107.13657math.OCcs.LG
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竞争控制

Competitive Control

Caltech(加州理工学院)

Gautam Goel, Babak Hassibi

摘要:

我们从竞争分析的角度来考虑控制。不像以前的许多工作,基于学习的控制,重点是最大限度地减少遗憾,对最好的控制器在事后从一些特定的类中选择,我们专注于设计一个在线控制器竞争的千里眼离线最优控制器。在这种设置中,一个自然的性能指标是竞争比,这是在线控制器所产生的成本和离线最优控制器所产生的成本之间的比率。利用鲁棒控制中的算子理论方法,我们推导出了有限时域和无限时域下具有最优竞争比的控制器的计算有效的状态空间描述。我们使用模型预测控制(MPC)和目前的数值实验表明,我们的竞争控制器可以显着优于标准的$H_2$和$H_{\infty}$控制器在MPC设置的非线性系统的竞争控制。

英文摘要:

We consider control from the perspective of competitive analysis. Unlike much prior work on learning-based control, which focuses on minimizing regret against the best controller selected in hindsight from some specific class, we focus on designing an online controller which competes against a clairvoyant offline optimal controller. A natural performance metric in this setting is competitive ratio, which is the ratio between the cost incurred by the online controller and the cost incurred by the offline optimal controller. Using operator-theoretic techniques from robust control, we derive a computationally efficient state-space description of the the controller with optimal competitive ratio in both finite-horizon and infinite-horizon settings. We extend competitive control to nonlinear systems using Model Predictive Control (MPC) and present numerical experiments which show that our competitive controller can significantly outperform standard $H_2$ and $H_{\infty}$ controllers in the MPC setting.

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