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In this paper, we revisit the sequential source coding framework to analyze fundamental performance limitations of discrete-time stochastic control systems subject to feedback data-rate constraints in finite-time horizon. The basis of our…

Systems and Control · Electrical Eng. & Systems 2020-05-19 Photios A. Stavrou , Mikael Skoglund , Takashi Tanaka

We consider the problem of controlling a set of dynamically decoupled plants where the plants' subcontrollers communicate with each other according to a fixed and known network topology. We assume the communication to be instantaneous but…

Systems and Control · Electrical Eng. & Systems 2020-09-04 Mruganka Kashyap , Laurent Lessard

In decentralized stochastic control, standard approaches for sequential decision-making, e.g. dynamic programming, quickly become intractable due to the need to maintain a complex information state. Computational challenges are further…

Machine Learning · Computer Science 2019-08-08 Kaiqing Zhang , Erik Miehling , Tamer Başar

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and…

Optimization and Control · Mathematics 2023-11-02 Bahar Taşkesen , Dan A. Iancu , Çağıl Koçyiğit , Daniel Kuhn

Linear-Quadratic-Gaussian (LQG) control is concerned with the design of an optimal controller and estimator for linear Gaussian systems with imperfect state information. Standard LQG assumes the set of sensor measurements, to be fed to the…

Optimization and Control · Mathematics 2020-05-18 Vasileios Tzoumas , Luca Carlone , George J. Pappas , Ali Jadbabaie

Control of large-scale networked systems often necessitates the availability of complex models for the interactions amongst the agents. However in many applications, building accurate models of agents or interactions amongst them might be…

Optimization and Control · Mathematics 2019-03-21 Siavash Alemzadeh , Mehran Mesbahi

We consider team optimal control of decentralized systems with linear dynamics, quadratic costs, and arbitrary disturbance that consist of multiple sub-populations with exchangeable agents (i.e., exchanging two agents within the same…

Systems and Control · Computer Science 2018-09-19 Jalal Arabneydi , Aditya Mahajan

We consider the decentralized control of a discrete-time, linear system subject to exogenous disturbances and polyhedral constraints on the state and input trajectories. The underlying system is composed of a finite collection of…

Optimization and Control · Mathematics 2020-04-08 Weixuan Lin , Eilyan Bitar

This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Igor Ladnik

It is well-known that linear quadratic regulators (LQR) enjoy guaranteed stability margins, whereas linear quadratic Gaussian regulators (LQG) do not. In this letter, we consider systems and compensators defined over directed acyclic…

Systems and Control · Electrical Eng. & Systems 2023-05-29 Mruganka Kashyap , Laurent Lessard

The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…

Optimization and Control · Mathematics 2025-07-31 Marta Fochesato , Lucia Falconi , Mattia Zorzi , Augusto Ferrante , John Lygeros

A methodology is developed to realized optimal channel input conditional distributions, which maximize the finite-time horizon directed information, for channels with memory and feedback, by information lossless randomized strategies. The…

Information Theory · Computer Science 2016-04-06 Charalambos D. Charalambous , Christos K. Kourtellaris , Sergey Loyka

This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…

Optimization and Control · Mathematics 2025-10-21 Wenjing Yang , Zhaorong Zhang , Juanjuan Xu

In this paper we address the problem of information-constrained optimal control for an interconnected system subject to one-step communication delays and power constraints. The goal is to minimize a finite-horizon quadratic cost by…

Systems and Control · Computer Science 2018-03-21 V. Causevic , P. Ugo Abara , S. Hirche

The problem of remotely stabilizing a noisy linear time invariant plant over a Gaussian relay network is addressed. The network is comprised of a sensor node, a group of relay nodes and a remote controller. The sensor and the relay nodes…

Optimization and Control · Mathematics 2013-07-30 Ali A. Zaidi , Tobias J. Oechtering , Serdar Yuksel , Mikael Skoglund

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Mohammad Alsalti , Matthias A. Müller

Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadratic Gaussian (LQG) is a widely-used setting, where the…

Systems and Control · Electrical Eng. & Systems 2022-10-26 Solomon Goldgraber Casspi , Oliver Husser , Guy Revach , Nir Shlezinger

In this paper, we extend the results from Jiao et al. (2019) on distributed linear quadratic control for leaderless multi-agent systems to the case of distributed linear quadratic tracking control for leader-follower multi-agent systems.…

Optimization and Control · Mathematics 2019-11-27 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

In this paper, we investigate a decentralized control problem with nested subsystems, which is a general model for one-directional communication amongst many subsystems. The noises in our dynamics are modelled as uncertain variables which…

Optimization and Control · Mathematics 2022-06-14 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…

Optimization and Control · Mathematics 2026-03-17 Haoran Li , Xun Li , Yuan-Hua Ni , Xuebo Zhang