Competitive Control with Delayed Imperfect Information


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. 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.

2022 American Control Conference (ACC)
Chenkai Yu
Chenkai Yu
PhD Student in Decision, Risk, and Operations

Incentive, Information, and Computation