Introduction to Online Control
Cambridge University Press
Introduction to Online ControlAuthor(s): Elad Hazan, Karan Singh\nFormat: Hardback\nPublisher: Cambridge University Press, United Kingdom\nImprint: Cambridge University Press\nISBN-13: 9781009499668, 978-1009499668\nSynopsis\nThis tutorial guide introduces online nonstochastic control, an emerging paradigm in control of dynamical systems and differentiable reinforcement learning that applies techniques from online convex optimization and convex relaxations to obtain new methods with provable guarantees for classical settings in optimal and robust control. In optimal control, robust control, and other control methodologies that assume stochastic noise, the goal is to perform comparably to an offline optimal strategy. In online control, both cost functions and perturbations from the assumed dynamical model are chosen by an adversary. Thus, the optimal policy is not defined a priori and the goal is to attain low regret against the best policy in hindsight from a benchmark class of polic.
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