Joint Stabilization and Regret Minimization through Switching in Over-Actuated Systems (extended version) (2105.14709v2)

Abstract: Adaptively controlling and minimizing regret in unknown dynamical systems while controlling the growth of the system state is crucial in real-world applications. In this work, we study the problem of stabilization and regret minimization of linear over-actuated dynamical systems. We propose an optimism-based algorithm that leverages possibility of switching between actuating modes in order to alleviate state explosion during initial time steps. We theoretically study the rate at which our algorithm learns a stabilizing controller and prove that it achieves a regret upper bound of $\mathcal{O}(\sqrt{T})$.