Regret Bounds for Episodic Risk-Sensitive Linear Quadratic Regulator.

Wenhao Xu Xuefeng Gao Xuedong He

Published in: CoRR (2024)

Keyphrases

risk sensitive
linear quadratic
optimal control
regret bounds
online learning
lower bound
dynamic programming
linear regression
upper bound
reinforcement learning
control strategy
model free
optimal solution
feature space
linear programming
closed loop