Work

A Bounded Regret Strategy for Linear Dynamics with Unknown Control

Year: 2023

Type: preprint

Abstract: We consider a simple linear control problem in which a single parameter $b$, describing the effect of the control variable, is unknown and must be learned. We work in the setting of agnostic control: we allow $b$ to be any real number and we do not assume that we have a prior belief about $b$. For any fixed time horizon, we produce a strategy whose expected cost is within a constant factor of the best possible.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2311.13365

Author: Carruth, Jacob

Language: English

Topic: Advanced Bandit Algorithms Research

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4388963662

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