Title
On adaptive Linear-Quadratic regulators.
Abstract
Performance of adaptive control policies is assessed through the regret with respect to the optimal regulator, which reflects the increase in the operating cost due to uncertainty about the dynamics parameters. However, available results in the literature do not provide a quantitative characterization of the effect of the unknown parameters on the regret. Further, there are problems regarding the efficient implementation of some of the existing adaptive policies. Finally, results regarding the accuracy with which the system’s parameters are identified are scarce and rather incomplete.
Year
DOI
Venue
2020
10.1016/j.automatica.2020.108982
Automatica
Keywords
DocType
Volume
Regret analysis,Certainty Equivalence,Randomized algorithms,Thompson sampling,System identification,Adaptive policies
Journal
117
Issue
ISSN
Citations 
117
0005-1098
2
PageRank 
References 
Authors
0.43
0
3
Name
Order
Citations
PageRank
Mohamad Kazem Shirani Faradonbeh1245.96
Ambuj Tewari2137199.22
George Michailidis330335.19