Skip to yearly menu bar Skip to main content


Oral

Learning Linear-Quadratic Regulators Efficiently with only $\sqrt{T}$ Regret

Alon Cohen · Tomer Koren · Yishay Mansour

[ ] [ Visit Online Learning ]
[ Slides [ 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).

Chat is not available.