Consistent Model Chasing Is Minimax Optimal: The Exact Value of Scalar Adversarial Adaptive Control under Large Parametric Uncertainty

Dimitar Ho

We solve exactly a fundamental problem of adaptive control against adversarial disturbances: regulate the scalar system $x_{t+1}=a{x}_t+u_t+w_t$, $x_0=0$, $\Vert w{\Vert }_{\infty }\le 1$,…