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Logarithmic regret in online linear quadratic control using Riccati updates.

Mohammad AkbariBahman GharesifardTamás Linder
Published in: Math. Control. Signals Syst. (2022)
Keyphrases
  • linear quadratic
  • online learning
  • optimal control
  • closed loop
  • dynamical systems
  • real time
  • lower bound
  • control system
  • worst case
  • learning algorithm
  • dynamic programming
  • control method
  • fractional order