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.
@article{arxiv.2311.13365,
title = {A Bounded Regret Strategy for Linear Dynamics with Unknown Control},
author = {Jacob Carruth},
journal= {arXiv preprint arXiv:2311.13365},
year = {2023}
}