On the Regret of H∞ control

—The H ∞ synthesis approach is a cornerstone robust control design technique, but is known to be conservative in some cases. The objective of this work is to quantify the additional cost the controller incurs planning for the worst-case scenario, by adopting an approach inspired by regret from online learning. We define the disturbance-reality gap as the difference between the predicted worst-case disturbance signal and the observed one. The regret is then shown to scale with the norm of this error, thus achieving an upper bound that is similar in terms of structure to that of the certainty equivalent controller with inaccurate predictions.