%0 Journal Article %1 agarwal2019online %A Agarwal, Naman %A Bullins, Brian %A Hazan, Elad %A Kakade, Sham M. %A Singh, Karan %D 2019 %K adversarial optimization robustness %T Online Control with Adversarial Disturbances %U http://arxiv.org/abs/1902.08721 %X We study the control of a linear dynamical system with adversarial disturbances (as opposed to statistical noise). The objective we consider is one of regret: we desire an online control procedure that can do nearly as well as that of a procedure that has full knowledge of the disturbances in hindsight. Our main result is an efficient algorithm that provides nearly tight regret bounds for this problem. From a technical standpoint, this work generalizes upon previous work in two main aspects: our model allows for adversarial noise in the dynamics, and allows for general convex costs.

@article{agarwal2019online, abstract = {We study the control of a linear dynamical system with adversarial disturbances (as opposed to statistical noise). The objective we consider is one of regret: we desire an online control procedure that can do nearly as well as that of a procedure that has full knowledge of the disturbances in hindsight. Our main result is an efficient algorithm that provides nearly tight regret bounds for this problem. From a technical standpoint, this work generalizes upon previous work in two main aspects: our model allows for adversarial noise in the dynamics, and allows for general convex costs.}, added-at = {2019-11-04T11:37:08.000+0100}, author = {Agarwal, Naman and Bullins, Brian and Hazan, Elad and Kakade, Sham M. and Singh, Karan}, biburl = {https://www.bibsonomy.org/bibtex/27cde84c259a97359a1eb9c093c9ace6a/kirk86}, description = {[1902.08721] Online Control with Adversarial Disturbances}, interhash = {892697280f893ad966effa69301c29c5}, intrahash = {7cde84c259a97359a1eb9c093c9ace6a}, keywords = {adversarial optimization robustness}, note = {cite arxiv:1902.08721}, timestamp = {2019-11-04T11:37:08.000+0100}, title = {Online Control with Adversarial Disturbances}, url = {http://arxiv.org/abs/1902.08721}, year = 2019 }