arXiv stat.ML
· Papers
Any-Time Regret-Guaranteed Algorithm for Control of Linear Quadratic Systems
arXiv:2406.07746v4 Announce Type: replace Abstract: We propose a computationally efficient algorithm that achieves anytime regret of order $mathcal{O}(sqrt{t})$, with explicit dependence on the system dimensions and on the solution of the Discrete Algebraic Riccati Equation (DARE). Our approach builds on the SDP-base