2022-06-28-cassel22a.md

title	abstract	layout	series	publisher	issn	id	month	tex_title	firstpage	lastpage	page	order	cycles	bibtex_author	author	date	address	container-title	volume	genre	issued	pdf	extras
Efficient Online Linear Control with Stochastic Convex Costs and Unknown Dynamics	We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal $\sqrt{T}$ regret-rate against the best stabilizing linear controller. In contrast to previous work, our algorithm is based on the Optimism in the Face of Uncertainty paradigm. This results in a substantially improved computational complexity and a simpler analysis.	inproceedings	Proceedings of Machine Learning Research	PMLR	2640-3498	cassel22a	0	Efficient Online Linear Control with Stochastic Convex Costs and Unknown Dynamics	3589	3604	3589-3604	3589	false	Cassel, Asaf B and Cohen, Alon and Koren, Tomer	given family Asaf B Cassel given family Alon Cohen given family Tomer Koren	2022-06-28		Proceedings of Thirty Fifth Conference on Learning Theory	178	inproceedings	date-parts 2022 6 28	https://proceedings.mlr.press/v178/cassel22a/cassel22a.pdf