Some reflections on the learning-to-control renaissance.https://www.argmin.net/2020/06/29/tour-revisited/ …
Great post. There is also adaptive control of partially observable LQR, i.e. LQG, in @beenwrekt’s work sqrt T regret is proven. Our recent work shows logarithmic regret via new closed-loop system id method and online learning https://bit.ly/2ZKTnGX @SahinLale @kazizzad @Caltech
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Continuous exploration is achieved by noise in output observations, not present in LQR + continuous model refinement achieved by closed-loop system-id allows faster rates in LQG. In regret sense, adaptive control of LQG easier than LQR. https://arxiv.org/abs/2003.11227
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