A Bounded Regret Strategy for Linear Dynamics with Unknown Control

Jacob Carruth

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arXiv · 2311.13365

A Bounded Regret Strategy for Linear Dynamics with Unknown Control

Jacob Carruth

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Abstract

We consider a simple linear control problem in which a single parameter $b$, describing the effect of the control variable, is unknown and must be learned. We work in the setting of agnostic control: we allow $b$ to be any real number and we do not assume that we have a prior belief about $b$. For any fixed time horizon, we produce a strategy whose expected cost is within a constant factor of the best possible.

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Jacob Carruth. 2023-11-22. A Bounded Regret Strategy for Linear Dynamics with Unknown Control. https://arxiv.org/abs/2311.13365

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