Abstract
I consider online control in linear dynamical systems and present a new control algorithm which attains an optimal competitive ratio relative to a clairvoyant offline optimal controller, which picks control actions with perfect knowledge of the disturbance sequence. The key technical idea used to derive this algorithm is to reduce competitive control in the original system to Hinf control in a specially constructed synthetic system. I also present numerical simulations which show that competitive controllers can significantly outperform standard H2 and Hinf controllers.