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math.OC2024
Almost Optimal Agnostic Control of Unknown Linear Dynamics
Jacob Carruth, Maximilian F. Eggl, Charles Fefferman +1
We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We study three variants of the control problem:…
math.OC2023
Controlling Unknown Linear Dynamics with Almost Optimal Regret
Jacob Carruth, Maximilian F. Eggl, Charles Fefferman +1
Here and in a companion paper, we consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. In this paper, w…
math.OC2023
Optimal Agnostic Control of Unknown Linear Dynamics in a Bounded Parameter Range
Jacob Carruth, Maximilian F. Eggl, Charles Fefferman +1
Here and in a follow-on paper, we consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. In this paper, w…