Double Spectral Control achieves O~(sqrt(T)/gamma^11) regret against stable linear dynamical controllers with only polylog(T/gamma) per-step runtime, exponentially improving the stability-margin dependence of prior work.
Towards provable control for unknown linear dynamical systems, 2018
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Efficient Spectral Control of Partially Observed Linear Dynamical Systems
Double Spectral Control achieves O~(sqrt(T)/gamma^11) regret against stable linear dynamical controllers with only polylog(T/gamma) per-step runtime, exponentially improving the stability-margin dependence of prior work.