  This paper considers online switching control with a finite candidate
controller pool, an unknown dynamical system, and unknown cost functions. The
candidate controllers can be unstabilizing policies. We only require at least
one candidate controller to satisfy certain stability properties, but we do not
know which one is stabilizing. We design an online algorithm that guarantees
finite-gain stability throughout the duration of its execution. We also provide
a sublinear policy regret guarantee compared with the optimal stabilizing
candidate controller. Lastly, we numerically test our algorithm on quadrotor
planar flights and compare it with a classical switching control algorithm,
falsification-based switching, and a classical multi-armed bandit algorithm,
Exp3 with batches.
