2022/07/22 by Jafar Abbaszadeh Chekan, Chekan, Jafar Abbaszadeh, Cédric Langbort +1
Decision Sciences · Engineering · #Advanced Bandit Algorithms Research #Control Systems and Identification #FOS: Electrical engineering #Reservoir Engineering and Simulation Methods #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · pdf · doi:10.48550/arxiv.2207.10827
openalex publication_date 2022/07/22 · openalex created_date 2022/07/27 · openalex updated_date 2026/07/28
Over-actuated systems often make it possible to achieve specific performances by switching between different subsets of actuators. However, when the system parameters are unknown, transferring authority to different subsets of actuators is challenging due to stability and performance efficiency concerns. This paper presents an efficient algorithm to tackle the so-called "learn and control while switching between different actuating modes" problem in the Linear Quadratic (LQ) setting. Our proposed strategy is constructed upon Optimism in the Face of Uncertainty (OFU) based algorithm equipped with a projection toolbox to keep the algorithm efficient, regret-wise. Along the way, we derive an optimum duration for the warm-up phase, thanks to the existence of a stabilizing neighborhood. The stability of the switched system is also guaranteed by designing a minimum average dwell time. The proposed strategy is proved to have a regret bound of \mathcalO(√(T))+O(ns√(T)) in horizon T with (ns) number of switches, provably outperforming naively applying the basic OFU algorithm.