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This paper considers online switching control with a finite candidatecontroller pool, an unknown dynamical system, and unknown cost functions. Thecandidate controllers can be unstabilizing policies. We only require at leastone candidate controller to satisfy certain stability properties, but we do notknow which one is stabilizing. We design an online algorithm that guaranteesfinite-gain stability throughout the duration of its execution. We also providea sublinear policy regret guarantee compared with the optimal stabilizingcandidate controller. Lastly, we numerically test our algorithm on quadrotorplanar flights and compare it with a classical switching control algorithm,falsification-based switching, and a classical multi-armed bandit algorithm,Exp3 with batches.

Online switching control with stability and regret guarantees