6 citations · 18 across the 6 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
math.OC2021
Regret-Optimal LQR Control
Oron Sabag, Gautam Goel, Sahin Lale +1
We consider the infinite-horizon LQR control problem. Motivated by competitive analysis in online learning, as a criterion for controller design we introduce the dynamic regret, de…
math.OC2021★ 2 cited
Regret-Optimal Filtering for Prediction and Estimation
Oron Sabag, Babak Hassibi
The filtering problem of causally estimating a desired signal from a related observation signal is investigated through the lens of regret optimization. Classical filter designs, s…