2 papers
math.OC2021
Controlling Unknown Linear Dynamics with Bounded Multiplicative Regret
Jacob Carruth, Maximilian F. Eggl, Charles Fefferman +2
We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We exhibit a control strategy which is optimal to w…
math.OC2020
Optimal control with learning on the fly: a toy problem
Charles L. Fefferman, Bernat Guillen Pegueroles, Clarence W. Rowley +1
We exhibit optimal control strategies for a simple toy problem in which the underlying dynamics depend on a parameter that is initially unknown and must be learned. We consider a c…