The Confusing Instance Principle for Online Linear Quadratic Control
On the map: Deep reinforcement learning methods → RL for games and combinatorial optimization
Abstract (arXiv)
We revisit the problem of controlling linear systems with quadratic cost under unknown dynamics with model-based reinforcement learning. Traditional methods like Optimism in the Face of Uncertainty and Thompson Sampling, rooted in multi-armed bandits (MABs), face practical limitations. In contrast, we propose an alternative based on the Confusing Instance (CI) principle, which underpins regret lower bounds in MABs and discrete Markov Decision Processes (MDPs) and is central to the Minimum Empirical Divergence (MED) family of algorithms, known for their asymptotic optimality in various settings. By leveraging the structure of LQR policies along with sensitivity and stability analysis, we develop MED-LQ. This novel control strategy extends the principles of CI and MED beyond small-scale settings. Our benchmarks on a comprehensive control suite demonstrate that MED-LQ achieves competitive performance in various scenarios while highlighting its potential for broader applications in large-scale MDPs.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Placed in RL for games and combinatorial optimization, one of 15 directions in Deep reinforcement learning methods. Builds on 27 of its 57 references that are in the map. First posted on arXiv 22 Oct 2025.
Builds on
27 of 57 references.
References · 27
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15 more
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Built on by
Citing papers per year: 2025: 1.
1 paper.
- 2025How Hard is it to Confuse a World Model?cited by 1
- 2025How Hard is it to Confuse a World Model?24 Oct 2025
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- 2024Scalable Reinforcement Learning for Linear-Quadratic Control of Networks
- 2026Model-Free Q-Learning for Infinite-Horizon Stochastic Linear Quadratic Problems with Regime Switching
- 2025Foundations of Safe Online Reinforcement Learning in the Linear Quadratic Regulator: √T-Regret