Controlling unknown linear dynamics with bounded multiplicative regret

DOI10.4171/RMI/1377MaRDI QIDQ2692507zbMATH OpenFDO

Authors Jacob Carruth, M. F. Eggl, Clarence W. Rowley, Melanie Weber, Charles Fefferman

Publication date 21 March 2023

Published in Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2109.06350

zbMATH Keywords

adaptive controlcompetitive ratioLQR controlbounded regret

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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Cites work

• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Adaptive subgradient methods for online learning and stochastic optimization
• Optimal control with learning on the fly: a toy problem
• Regret analysis of stochastic and nonstochastic multi-armed bandit problems
• Some aspects of the sequential design of experiments

Cited in

(13)

• Optimal control with learning on the fly: a toy problem
• On-the-Fly Control of Unknown Nonlinear Systems With Sublinear Regret
• Controlling unknown linear dynamics with almost optimal regret
• Optimal agnostic control of unknown linear dynamics in a bounded parameter range
• Regret bounds for online-learning-based linear quadratic control under database attacks
• On the relation between dynamic regret and closed-loop stability
• On the sample complexity of the linear quadratic regulator
• scientific article; zbMATH DE number 17342 (Why is no real title available?)
• Logarithmic regret in online linear quadratic control using Riccati updates
• scientific article; zbMATH DE number 3847250 (Why is no real title available?)
• Controlling Unknown Linear Dynamics with Bounded Multiplicative Regret
• Input perturbations for adaptive control and learning
• Optimal Control of an Unknown Linear Process with Learning

Describes a project that uses

Uses Software

• AdaGrad

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