Online Control with Adversarial Disturbances


Naman Agarwal, Brian Bullins, Elad Hazan, Sham Kakade, Karan Singh ;
Proceedings of the 36th International Conference on Machine Learning, PMLR 97:111-119, 2019.


We study the control of linear dynamical systems with adversarial disturbances, as opposed to statistical noise. We present an efficient algorithm that achieves nearly-tight regret bounds in this setting. Our result generalizes upon previous work in two main aspects: the algorithm can accommodate adversarial noise in the dynamics, and can handle general convex costs.

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