Scalable Regret for Learning to Control Network-Coupled Subsystems With Unknown Dynamics

نویسندگان

چکیده

In this article, we consider the problem of controlling an unknown linear quadratic Gaussian (LQG) system consisting multiple subsystems connected over a network. Our goal is to minimize and quantify regret (i.e., loss in performance) our learning control strategy with respect oracle who knows model. Upfront viewing interconnected globally directly using existing LQG algorithms for global results that increases super-linearly number subsystems. Instead, propose new Thompson sampling-based algorithm which exploits structure underlying We show expected proposed bounded by $\tilde{\mathcal {O}} (n \sqrt{T})$ , where notation="LaTeX">$n$ notation="LaTeX">$T$ time horizon. Thus, scales linearly present numerical experiments illustrate salient features algorithm.

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ژورنال

عنوان ژورنال: IEEE Transactions on Control of Network Systems

سال: 2023

ISSN: ['2325-5870', '2372-2533']

DOI: https://doi.org/10.1109/tcns.2022.3184107