An SDP-based algorithm estimates both control gains and minimum dwell times online for switched LQR systems with unknown dynamics, achieving O(|M|^{1/4} n_s^{3/4} + n_m) expected regret while keeping state norms bounded.
arXiv preprint arXiv:2105.14709 , year=
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Regret-Guaranteed Safe Switching: LQR Setting with Unknown Dynamics
An SDP-based algorithm estimates both control gains and minimum dwell times online for switched LQR systems with unknown dynamics, achieving O(|M|^{1/4} n_s^{3/4} + n_m) expected regret while keeping state norms bounded.