Online Constrained Control of Storage Systems via Simplex Disturbance-Action Policies

RESUMO

We study online control of a scalar storage system with nonnegative adversarial resource arrivals and state-dependent action constraints. The adversarial, time-varying cost depends on both state and action. At each time, the controller selects a feasible action before the current resource arrival and cost are revealed. To handle the coupling between feasibility and online learning, we introduce Simplex Disturbance-Action Control (SDAC), whose policies have $H$ nonnegative parameters summing to at most one. Every fixed SDAC policy is feasible by construction. Our online SDAC controller updates these parameters using entropic online mirror descent while preserving feasibility along the time-varying trajectory. We prove a regret bound of $O\!\left(\sqrt{T\log(H+1)}\right)$ relative to the best fixed SDAC policy and a minimax lower bound showing that the dependence on $T$ is tight. We also introduce infinite-memory SDAC policies, which include every feasible fixed-fraction policy. SDAC policies approximate this class with an error that decreases geometrically with $H$. For a suitable choice $H=\Theta(\log T)$, the resulting regret against infinite-memory SDAC policies is $O\!\left(\sqrt{T\log\log T}\right)$. The framework applies to energy-harvesting batteries and other storage-constrained resource systems.