Learning Linear-Quadratic Regulators Efficiently with only T Regret

Abstract

We present the first computationally-efficient algorithm with O(T) regret for learning in Linear Quadratic Control systems with unknown dynamics. By that, we resolve an open question of Abbasi-Yadkori and Szepesv\'ari (2011) and Dean, Mania, Matni, Recht, and Tu (2018).

Tasks

Reproductions