Resumen de Controlling unknown linear dynamics with bounded multiplicative regret

Jacob Carruth, Maximilian F. Eggl, Charles L. Fefferman , Clarence W. Rowley, Melanie Weber

• We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We exhibit a control strategy which is optimal to within a multiplicative constant. While most authors find strategies which are successful as the time horizon tends to infinity, our strategy achieves lowest expected cost up to a constant factor for a fixed time horizon