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Naive Exploration is Optimal for Online LQR

ICML 2020 · Bandits and online learning › Online convex optimization and games · approach: Online linear-quadratic control regret · 27 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use of continual epsilon-greedy certainty equivalence with doubling epochs (Algorithm 1)online LQR · stabilizable LQR instancesregret dimension dependenceHelped
Doubling-epoch re-estimation exploiting persistent noise, versus no re-estimationcertainty equivalent control · online LQRregret d_x^2 log T termNo clear effect
Self-bounding ODE perturbation bound removes controllability requirementcertainty equivalent controller analysis · stabilizable LQR instancesapplicability of regret boundHelped

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