Learning Linear-Quadratic Regulators Efficiently with only $\sqrt{T}$ Regret
Alon Cohen · Tomer Koren · Yishay Mansour
2019 Oral
Abstract
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).
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