Title
The Nonstochastic Control Problem
Abstract
We consider the problem of controlling an unknown linear dynamical system with non-stochastic adversarial perturbations and adversarial convex loss functions. The possibility of sub-linear regret was posed as an open question by [Tu 2019]. We answer this question in the affirmative by giving an efficient algorithm that guarantees a regret of T^(2/3). Crucial for our result is a system identification procedure that is provably effective under adversarial perturbations.
Year
Venue
DocType
2020
ALT
Conference
Citations 
PageRank 
References 
0
0.34
0
Authors
3
Name
Order
Citations
PageRank
Elad Hazan11619111.90
Sham Kakade24365282.77
Karan Singh332.83