论文标题
最佳竞争比控制
Optimal Competitive-Ratio Control
论文作者
论文摘要
受到在线学习的竞争政策设计方法的启发,最近已提出了新的控制范式,例如竞争比率和遗憾 - 最佳控制,作为经典$ \ Mathcal {H} _2 $和$ \ Mathcal {h} _ \ h} _ \ iffty $方法的替代方案。这些竞争性指标将设计控制器的控制成本与千里眼控制器的成本进行了比较,该控制器的成本分别可以访问过去,现在和将来的扰动,分别从比率和差异方面访问。虽然先前的工作为遗憾的控制问题提供了最佳解决方案,但在竞争性比率控制中,该解决方案仅针对亚最佳问题提供。在这项工作中,我们为竞争性比率控制问题提供了最佳解决方案。我们表明,最佳竞争比率公式可以计算为简单矩阵的最大特征值,并提供实现最佳竞争比率的状态空间控制器。我们进行了一项广泛的数值研究来验证该分析解决方案,并证明最佳竞争比控制器在几个大型实用系统上的其他控制器优于其他控制器。支撑我们明确解决方案的关键技术是将控制问题减少到Nehari问题,以及千里眼控制器成本的新颖性化。我们揭示了通过使用重量功能制定遗憾的控制框架,这两种竞争控制范式的显式解决方案之间存在一个有趣的关系,这些解决方案也可以用于实际目的。
Inspired by competitive policy designs approaches in online learning, new control paradigms such as competitive-ratio and regret-optimal control have been recently proposed as alternatives to the classical $\mathcal{H}_2$ and $\mathcal{H}_\infty$ approaches. These competitive metrics compare the control cost of the designed controller against the cost of a clairvoyant controller, which has access to past, present, and future disturbances in terms of ratio and difference, respectively. While prior work provided the optimal solution for the regret-optimal control problem, in competitive-ratio control, the solution is only provided for the sub-optimal problem. In this work, we derive the optimal solution to the competitive-ratio control problem. We show that the optimal competitive ratio formula can be computed as the maximal eigenvalue of a simple matrix, and provide a state-space controller that achieves the optimal competitive ratio. We conduct an extensive numerical study to verify this analytical solution, and demonstrate that the optimal competitive-ratio controller outperforms other controllers on several large scale practical systems. The key techniques that underpin our explicit solution is a reduction of the control problem to a Nehari problem, along with a novel factorization of the clairvoyant controller's cost. We reveal an interesting relation between the explicit solutions that now exist for both competitive control paradigms by formulating a regret-optimal control framework with weight functions that can also be utilized for practical purposes.