Controlling unknown linear dynamics with almost optimal regret

  • Jacob Carruth

    Princeton University, Princeton, USA
  • Maximilian F. Eggl

    University of Bonn, Bonn, Germany
  • Charles Fefferman

    Princeton University, Princeton, USA
  • Clarence W. Rowley

    Princeton University, Princeton, USA
Controlling unknown linear dynamics with almost optimal regret cover
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Abstract

Here and in a companion paper, we consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. In this paper, we assume that can be any real number and we do not assume that we have a prior belief about . We seek a control strategy that minimizes a quantity called the regret. Given any , we produce a strategy that minimizes the regret to within a multiplicative factor of .

Cite this article

Jacob Carruth, Maximilian F. Eggl, Charles Fefferman, Clarence W. Rowley, Controlling unknown linear dynamics with almost optimal regret. Rev. Mat. Iberoam. 41 (2025), no. 2, pp. 745–806

DOI 10.4171/RMI/1511