Bi-Level Online Control without Regret

TL;DR

This paper introduces a bi-level online control algorithm designed for real-time systems, achieving low regret in nonstationary environments and demonstrated through power setpoint control in electrical grids.

Contribution

It proposes a novel online control algorithm with small dynamic regret for bi-level control systems, bridging online convex optimization and real-time control.

Findings

Algorithm achieves low dynamic regret in nonstationary environments

Effective application demonstrated in electrical grid power setpoint control

Bridges gap between online convex optimization and real-time control

Abstract

This paper considers a bi-level discrete-time control framework with real-time constraints, consisting of several local controllers and a central controller. The objective is to bridge the gap between the online convex optimization and real-time control literature by proposing an online control algorithm with small dynamic regret, which is a natural performance criterion in nonstationary environments related to real-time control problems. We illustrate how the proposed algorithm can be applied to real-time control of power setpoints in an electrical grid.