Distributionally Robust Regret Optimal LQR with Common Stage-Law Ambiguity
The episode discusses a paper on Distributionally Robust Regret Optimal LQR with Common Stage-Law Ambiguity. Hosts discuss how this formulation redefines regret to force consideration of pre-committing actions under shared law uncertainty. Key findings include a controller incorporating an empirical mean correction term that allows the system to actively learn from past disturbances, potentially leading to better worst-case regret bounds.