Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon

no code implementations • 27 Jun 2020 • Matteo Basei, Xin Guo, Anran Hu, Yufei Zhang

We study finite-time horizon continuous-time linear-quadratic reinforcement learning problems in an episodic setting, where both the state and control coefficients are unknown to the controller.

Reinforcement Learning (RL)