Research map / Bandits and online learning / Online convex optimization and games
Naive Exploration is Optimal for Online LQR
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use of continual epsilon-greedy certainty equivalence with doubling epochs (Algorithm 1) | online LQR · stabilizable LQR instances | regret dimension dependence | Helped |
| Doubling-epoch re-estimation exploiting persistent noise, versus no re-estimation | certainty equivalent control · online LQR | regret d_x^2 log T term | No clear effect |
| Self-bounding ODE perturbation bound removes controllability requirement | certainty equivalent controller analysis · stabilizable LQR instances | applicability of regret bound | Helped |
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