174 citations · 612 across the 29 of their papers we have counts for
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Towards a Dimension-Free Understanding of Adaptive Linear Control
Juan C. Perdomo, Max Simchowitz, Alekh Agarwal +1
We study the problem of adaptive control of the linear quadratic regulator for systems in very high, or even infinite dimension. We demonstrate that while sublinear regret requires…
Large-Scale Markov Decision Problems via the Linear Programming Dual
Yasin Abbasi-Yadkori, Peter L. Bartlett, Xi Chen +1
We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the o…
Acceleration and Averaging in Stochastic Mirror Descent Dynamics
Walid Krichene, Peter L. Bartlett
We formulate and study a general family of (continuous-time) stochastic dynamics for accelerated first-order minimization of smooth convex functions. Building on an averaging formu…