Regret-Optimal Linear-Quadratic Control under Distributional Drift

arXiv:2610.09220 · math.OC, cs.SY, eess.SY · Submitted 2026-10-06 · Read on arXiv

math.OC, cs.SY, eess.SY

Submitted: 2026-10-06

Updated: 2026-10-06

Terminology

• Regret — 44× in this paper · explained in 3 episodes
• Wasserstein Distance — 3× in this paper · explained in 4 episodes
• Minimax Regret — 2× in this paper · explained in 2 episodes
• Robustness — 2× in this paper · explained in 5 episodes
• Distribution Shift — 1× in this paper · explained in 5 episodes
• Gradient Flow — 1× in this paper · explained in 2 episodes
• Reinforcement Learning — 1× in this paper · explained in 4 episodes
• Semidefinite Programming (SDP) — 1× in this paper · explained in 3 episodes
• Trace — 1× in this paper · explained in 2 episodes

Sources

• Non-Rectangular Average-Reward Robust MDPs: Optimal Policies and Their Transient Values
• Wasserstein Distributionally Robust Regret Optimization
• Distributionally Robust Regret Optimal LQR with Common Stage-Law Ambiguity
• Nonstationary Distribution Estimation via Wasserstein Probability Flows
• Mean-Covariance Robust Risk Measurement

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