Learning Linear-Quadratic Regulators Efficiently with only √(T) Regret

02/17/2019
by   Alon Cohen, et al.
0

We present the first computationally-efficient algorithm with O(√(T)) regret for learning in Linear Quadratic Control systems with unknown dynamics. By that, we resolve an open question of Abbasi-Yadkori and Szepesvári (2011) and Dean, Mania, Matni, Recht, and Tu (2018).

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset