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On Uninformative Optimal Policies in Adaptive LQR with Unknown B-Matrix
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0002-4140-1279
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0003-1835-2963
2021 (English)In: Proceedings of the 3rd Conference on Learning for Dynamics and Control, L4DC 2021, ML Research Press , 2021, p. 213-226Conference paper, Published paper (Refereed)
Abstract [en]

This paper presents local asymptotic minimax regret lower bounds for adaptive Linear Quadratic Regulators (LQR). We consider affinely parametrized B-matrices and known Amatrices and aim to understand when logarithmic regret is impossible even in the presence of structural side information. After defining the intrinsic notion of an uninformative optimal policy in terms of a singularity condition for Fisher information we obtain local minimax regret lower bounds for such uninformative instances of LQR by appealing to van Trees’ inequality (Bayesian Cramér-Rao) and a representation of regret in terms of a quadratic form (Bellman error). It is shown that if the parametrization induces an uninformative optimal policy, logarithmic regret is impossible and the rate is at least order square root in the time horizon. We explicitly characterize the notion of an uninformative optimal policy in terms of the nullspaces of system-theoretic quantities and the particular instance parametrization.

Place, publisher, year, edition, pages
ML Research Press , 2021. p. 213-226
Keywords [en]
Adaptive Control, Fisher Information, Fundamental Limitations, Linear Quadratic Regulator, Regret
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-350424Scopus ID: 2-s2.0-85115826282OAI: oai:DiVA.org:kth-350424DiVA, id: diva2:1883980
Conference
3rd Annual Conference on Learning for Dynamics and Control, L4DC 2021, Virtual, Online, Switzerland, Jun 7 2021 - Jun 8 2021
Note

QC 20240712

Available from: 2024-07-12 Created: 2024-07-12 Last updated: 2025-03-19Bibliographically approved

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Ziemann, IngvarSandberg, Henrik

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CiteExportLink to record
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Citation style
  • apa
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Language
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Output format
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