Logarithmic Regret for Adversarial Online Control

ICML, pp. 3211-3221, 2020.

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Abstract:

We introduce a new algorithm for online linear-quadratic control in a known system subject to adversarial disturbances. Existing regret bounds for this setting scale as $\sqrt{T}$ unless strong stochastic assumptions are imposed on the disturbance process. We give the first algorithm with logarithmic regret for arbitrary adversarial dis...More

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