Rate-Matching the Regret Lower-Bound in the Linear Quadratic Regulator with Unknown Dynamics.

Feicheng Wang Lucas Janson

Published in: CDC (2023)

Keyphrases

linear quadratic
lower bound
dynamical systems
optimal control
closed loop
upper bound
vector valued
worst case
gaussian model
matching algorithm
optimal solution
online learning
probabilistic model
control system
objective function
dynamic programming
feature vectors
online algorithms