Perturbation-based Regret Analysis of Predictive Control in Linear Time Varying Systems Yang Hu California Institute of Technology Tsinghua University Pasadena, CA, USA

We study predictive control in a setting where the dynamics are time-varying and linear, and the costs are time-varying and well-conditioned. At each time step, the controller receives the exact predictions of costs, dynamics, and disturbances for the future: time steps.