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Learning Linear-Quadratic Regulators Efficiently with only $\sqrt{T}$ Regret
Alon Cohen · Tomer Koren · Yishay Mansour
We present the first computationally-efficient algorithm with $\widetilde{O}(\sqrt{T})$ regret for learning in Linear Quadratic Control systems with unknown dynamics.
By that, we resolve an open question of Abbasi-Yadkori and Szepesvari (2011) and Dean,Mania, Matni, Recht, and Tu (2018).
Author Information
Alon Cohen (Technion and Google)
Tomer Koren (Google Brain)
Yishay Mansour (Google and Tel Aviv University)
Related Events (a corresponding poster, oral, or spotlight)
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2019 Poster: Learning Linear-Quadratic Regulators Efficiently with only $\sqrt{T}$ Regret »
Fri. Jun 14th 01:30 -- 04:00 AM Room Pacific Ballroom #159
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