Learning Linear-Quadratic Regulators Efficiently with only $\sqrt{T}$ Regret.

We present the first computationally-efficient algorithm with $widetilde O(sqrt{T})$ regret for learning in Linear Quadratic Control systems with unknown dynamics. By that, we resolve an open question of Abbasi-Yadkori and Szepesvu0027ari (2011) and Dean, Mania, Matni, Recht, and Tu (2018).