论文标题
通过随机凸成本和未知动态的有效的在线线性控制
Efficient Online Linear Control with Stochastic Convex Costs and Unknown Dynamics
论文作者
论文摘要
我们考虑在随机凸成本和状态和成本函数的全部反馈下控制未知线性动力学系统的问题。我们提出了一种计算高效的算法，该算法与最佳的稳定线性控制器相比，该算法达到了最佳的$ \ sqrt {t} $遗憾。与以前的工作相反，我们的算法基于面对不确定性范式的乐观情绪。这导致了显着改善的计算复杂性和更简单的分析。
We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal $\sqrt{T}$ regret-rate compared to the best stabilizing linear controller in hindsight. In contrast to previous work, our algorithm is based on the Optimism in the Face of Uncertainty paradigm. This results in a substantially improved computational complexity and a simpler analysis.
