# Optimistic robust linear quadratic dual control

arXiv: https://arxiv.org/abs/1912.13143 · HTML: https://mlsanity.com/paper/1912.13143/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 31 Dec 2019.

## Built on by (most cited first, 1 of 1)

- [Safe Linear-Quadratic Dual Control with Almost Sure Performance Guarantee](https://mlsanity.com/paper/2103.13278/) (2021)

## Abstract (arXiv)

Recent work by Mania et al. has proved that certainty equivalent control achieves nearly optimal regret for linear systems with quadratic costs. However, when parameter uncertainty is large, certainty equivalence cannot be relied upon to stabilize the true, unknown system. In this paper, we present a dual control strategy that attempts to combine the performance of certainty equivalence, with the practical utility of robustness. The formulation preserves structure in the representation of parametric uncertainty, which allows the controller to target reduction of uncertainty in the parameters that `matter most' for the control task, while robustly stabilizing the uncertain system. Control synthesis proceeds via convex optimization, and the method is illustrated on a numerical example.