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Regret Bounds for the Adaptive Control of Linear Quadratic Systems
7 references·11 citing·31 second hop
Regret Bounds for the Adaptive Control of Linear Quadratic Systems (2011)Regret Bounds for the Adaptive Control of…Near-optimal Regret Bounds for Reinforcement Learning (2010)Near-optimal Regret Bounds fo…Linearly Parameterized Bandits (2010)Linearly Parameterized BanditsStochastic Linear Optimization Under Bandit Feedback (2008)Stochastic Linear Optimizatio…Multi-armed bandits in metric spaces (2008)Multi-armed bandits in metric…Nearly Tight Bounds for the Continuum-Armed Bandit Problem (2004)Nearly Tight Bounds for the C…Using confidence bounds for exploitation-exploration trade-offs (2003)Using confidence bounds for e…Finite-time Analysis of the Multiarmed Bandit Problem (2002)Finite-time Analysis of the M…Optimism-Based Adaptive Regulation of Linear-Quadratic Systems (2020)Optimism-Based Adaptive Regul…Naive Exploration is Optimal for Online LQR (2020)Naive Exploration is Optimal …Improper Learning for Non-Stochastic Control (2020)Improper Learning for Non-Sto…The Nonstochastic Control Problem (2019)The Nonstochastic Control Pro…Learning Linear-Quadratic Regulators Efficiently with only $\sqrt{T}$ Regret (2019)Learning Linear-Quadratic Reg…Improved Regret Bounds for Thompson Sampling in Linear Quadratic Control Problems (2018)Improved Regret Bounds for Th…Dynamic Pricing with Multiple Products and Partially Specified Demand Distribution (2014)Dynamic Pricing with Multiple…Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions (2013)Online Learning in Markov Dec…Efficient Reinforcement Learning for High Dimensional Linear Quadratic Systems (2013)Efficient Reinforcement Learn…The adversarial stochastic shortest path problem with unknown transition probabilities (2012)The adversarial stochastic sh…Partial Monitoring with Side Information (2012)Partial Monitoring with Side …Parametric Bandits: The Generalized Linear Case (2010)Improved Algorithms for Linear Stochastic Bandits (2011)On multilabel classification and ranking with bandit feedback (2014)DCM Bandits: Learning to Rank with Multiple Clicks (2016)The Nonstochastic Multiarmed Bandit Problem (2002)Confronting Deep Uncertainties in Risk Analysis (2012)Learning in a Changing World: Restless Multiarmed Bandit With Unknown Dynamics (2012)A Tutorial on Thompson Sampling (2018)A Stochastic Approximation Method (1951)Some aspects of the sequential design of experiments (1952)Combinatorial Network Optimization With Unknown Variables: Multi-Armed Bandits With Linear Rewards and Individual Observations (2012)Online Decision Making with High-Dimensional Covariates (2019)Stochastic Estimation of the Maximum of a Regression Function (1952)Online convex programming and generalized infinitesimal gradient ascent (2003)Contextual Bandits with Similarity Information (2009)Interactively optimizing information retrieval systems as a dueling bandits problem (2009)UCB revisited: Improved regret bounds for the stochastic multi-armed bandit problem (2010)Prediction, Learning, and Games (2006)Indexability of Restless Bandit Problems and Optimality of Whittle Index for Dynamic Multichannel Access (2010)Parallelizing Exploration-Exploitation Tradeoffs with Gaussian Process Bandit Optimization (2012)Safe Exploration for Optimization with Gaussian Processes (2015)On the Complexity of Best Arm Identification in Multi-Armed Bandit Models (2014)Regret Bounds for Robust Adaptive Control of the Linear Quadratic Regulator (2018)Logarithmic regret algorithms for online convex optimization (2007)Introduction to Multi-Armed Bandits (2019)Bandit Algorithms (2020)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Contextual Bandits with Linear Payoff Functions (2011)Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)Learning to Optimize via Posterior Sampling (2014)
this work references cited by second hop

References

  • 2002Finite-time Analysis of the Multiarmed Bandit Problem5,980 cited
  • 2003Using confidence bounds for exploitation-exploration trade-offs1,189 cited
  • 2010Near-optimal Regret Bounds for Reinforcement Learning718 cited
  • 2008Stochastic Linear Optimization Under Bandit Feedback581 cited
  • 2010Linearly Parameterized Bandits428 cited
  • 2008Multi-armed bandits in metric spaces353 cited
  • 2004Nearly Tight Bounds for the Continuum-Armed Bandit Problem285 cited

Cited by

  • 2020Improper Learning for Non-Stochastic Control76 cited
  • 2020Naive Exploration is Optimal for Online LQR70 cited
  • 2012Partial Monitoring with Side Information65 cited
  • 2018Improved Regret Bounds for Thompson Sampling in Linear Quadratic Control Problems62 cited
  • 2014Dynamic Pricing with Multiple Products and Partially Specified Demand Distribution50 cited
  • 2012The adversarial stochastic shortest path problem with unknown transition probabilities49 cited
  • 2019Learning Linear-Quadratic Regulators Efficiently with only $\sqrt{T}$ Regret48 cited
  • 2019The Nonstochastic Control Problem47 cited

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2020
Optimism-Based Adaptive Regulation of Linear-Quadratic Systems
45 cited
  • 2013Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions44 cited
  • 2013Efficient Reinforcement Learning for High Dimensional Linear Quadratic Systems42 cited