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Learning Linear-Quadratic Regulators Efficiently with only $\sqrt{T}$ Regret
Alon Cohen · Tomer Koren · Yishay Mansour

Thu Jun 13 11:00 AM -- 11:20 AM (PDT) @ Room 102
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)

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