{"paper":{"title":"Any-Time Regret-Guaranteed Algorithm for Control of Linear Quadratic Systems","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.LG","cs.SY","eess.SY"],"primary_cat":"stat.ML","authors_text":"Cedric Langbort, Jafar Abbaszadeh Chekan","submitted_at":"2024-06-11T22:04:59Z","abstract_excerpt":"We propose a computationally efficient algorithm that achieves anytime regret of order $\\mathcal{O}(\\sqrt{t})$, with explicit dependence on the system dimensions and on the solution of the Discrete Algebraic Riccati Equation (DARE). Our approach builds on the SDP-based framework of \\cite{cohen2019learning}, using an appropriately tuned regularization and a sufficiently accurate initial estimate to construct confidence ellipsoids for control design. A carefully designed input-perturbation mechanism is incorporated to ensure anytime performance. We develop two variants of the algorithm. The firs"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2406.07746","kind":"arxiv","version":4},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2406.07746/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}