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Jun, 2024
线性二次系统控制的全自适应保证后悔算法
Fully Adaptive Regret-Guaranteed Algorithm for Control of Linear Quadratic Systems
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Jafar Abbaszadeh Chekan, Cedric Langbort
TL;DR
提出了一种解决具有未知系统模型的线性二次(LQ)控制问题的算法,其遗憾为O(√T),并在此基础上提出了首个完全自适应的算法,同时控制策略更新次数和自适应地优化遗憾上限,避免了计算复杂性问题。
Abstract
The first algorithm for the Linear Quadratic (LQ) control problem with an unknown system model, featuring a
regret
of $\mathcal{O}(\sqrt{T})$, was introduced by Abbasi-Yadkori and Szepesv\'ari (2011). Recognizing the
co
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