# Implications of Regret on Stability of Linear Dynamical Systems

arXiv: https://arxiv.org/abs/2211.07411 · HTML: https://mlsanity.com/paper/2211.07411/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 14 of its 29 references that are in the map.
- First posted on arXiv 14 Nov 2022.

## Builds on (most cited first, 14 of 14)

- [On the Sample Complexity of the Linear Quadratic Regulator](https://mlsanity.com/paper/1710.01688/) (2017)
- [Naive Exploration is Optimal for Online LQR](https://mlsanity.com/paper/2001.09576/) (2020)
- [Regret Bounds for Robust Adaptive Control of the Linear Quadratic Regulator](https://mlsanity.com/paper/1805.09388/) (2018)
- [Online Linear Quadratic Control](https://mlsanity.com/paper/1806.07104/) (2018)
- [Logarithmic Regret for Online Control](https://mlsanity.com/paper/1909.05062/) (2019)
- [Adaptive Regret for Control of Time-Varying Dynamics](https://mlsanity.com/paper/2007.04393/) (2020)
- [The Power of Predictions in Online Control](https://mlsanity.com/paper/2006.07569/) (2020)
- [On the Regret Analysis of Online LQR Control with Predictions](https://mlsanity.com/paper/2102.01309/) (2021)
- [Minimal Expected Regret in Linear Quadratic Control](https://mlsanity.com/paper/2109.14429/) (2021)
- [The Power of Linear Controllers in LQR Control](https://mlsanity.com/paper/2002.02574/) (2020)
- [Safe Control with Minimal Regret](https://mlsanity.com/paper/2203.00358/) (2022)
- [On the Regret of H∞ Control](https://mlsanity.com/paper/2203.16237/) (2022)
- [A System Level Approach to Regret Optimal Control](https://mlsanity.com/paper/2202.13763/) (2022)
- [On the relation between dynamic regret and closed-loop stability](https://mlsanity.com/paper/2209.05964/) (2022)

## Built on by (most cited first, 3 of 3)

- [Regret Analysis of Distributed Online Control for LTI Systems with Adversarial Disturbances](https://mlsanity.com/paper/2310.03206/) (2023)
- [Regret Analysis of Policy Optimization over Submanifolds for Linearly Constrained Online LQG](https://mlsanity.com/paper/2403.08553/) (2024)
- [A Spectral Filtering Approach to Regret Analysis of Distributed Online Control for Linear Dynamical Systems](https://mlsanity.com/paper/2608.02375/) (2026)

## Abstract (arXiv)

The setting of an agent making decisions under uncertainty and under dynamic constraints is common for the fields of optimal control, reinforcement learning, and recently also for online learning. In the online learning setting, the quality of an agent's decision is often quantified by the concept of regret, comparing the performance of the chosen decisions to the best possible ones in hindsight. While regret is a useful performance measure, when dynamical systems are concerned, it is important to also assess the stability of the closed-loop system for a chosen policy. In this work, we show that for linear state feedback policies and linear systems subject to adversarial disturbances, linear regret implies asymptotic stability in both time-varying and time-invariant settings. Conversely, we also show that bounded input bounded state stability and summability of the state transition matrices imply linear regret.
