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Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

Optimization and Control · Mathematics 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

Broadly speaking, this thesis is about nonlinear optics, quantum mechanics, and computing. More specifically, it covers four main topics: Coherent LQG Control, Free-Carrier Oscillations, Optical Ising Machines and Pulsed OPO Dynamics. Tying…

Quantum Physics · Physics 2016-08-29 Ryan Hamerly

Adaptive optics is a technique mostly used on large telescopes. It turns out to be challenging for smaller telescopes (0.5~2m) due to the small isoplanatic angle, small subapertures and high correction speeds needed at visible wavelengths,…

Instrumentation and Methods for Astrophysics · Physics 2023-10-12 Olivier Lai , Mark Chun , Stefan Kuiper , Niek Doelman , Marcel Carbillet , Mamadou N'Diaye , Frantz Martinache , Lyu Abe , Jean-Pierre Rivet , Dirk Schmidt

Since the year 2000, adaptive optics (AO) has seen the emergence of a variety of new concepts addressing particular science needs; multiconjugate adaptive optics (MCAO) is one of them. By correcting the atmospheric turbulence in 3D using…

Instrumentation and Methods for Astrophysics · Physics 2020-03-09 Francois Rigaut , Benoit Neichel

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…

Optimization and Control · Mathematics 2016-07-01 J. J. Trujillo , V. M. Ungureanu

In this paper, we analyze the regret incurred by a computationally efficient exploration strategy, known as naive exploration, for controlling unknown partially observable systems within the Linear Quadratic Gaussian (LQG) framework. We…

Systems and Control · Electrical Eng. & Systems 2023-11-27 Archith Athrey , Othmane Mazhar , Meichen Guo , Bart De Schutter , Shengling Shi

Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…

General Mathematics · Mathematics 2007-05-23 Alexander Bolonkin , Robert Sierakowski

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 study an imitation and transfer learning setting for Linear Quadratic Gaussian (LQG) control, where (i) the system dynamics, noise statistics and cost function are unknown and expert data is provided (that is, sequences of…

Systems and Control · Electrical Eng. & Systems 2023-06-23 Taosha Guo , Abed AlRahman Al Makdah , Vishaal Krishnan , Fabio Pasqualetti

We study multitask learning for stochastic and partially observed control systems, focusing on the linear quadratic Gaussian (LQG) problem. Our goal is to learn a common stabilizing controller that generalizes across a distribution of…

Optimization and Control · Mathematics 2026-04-21 Leonardo F. Toso , Kasra Fallah , Charis Stamouli , George J. Pappas , James Anderson

Adaptive optical correction is an efficient technique to obtain high-resolution images of the retinal surface. A main limitation of adaptive optical correction, however, is the small size of the corrected image. For medical purposes it is…

Optics · Physics 2015-03-27 Aglae Kellerer

This paper proposes a new Linear Matrix Inequality (LMI) for static output feedback control assuming that a Linear Quadratic Regulator (LQR) has been previously designed for the system. The main idea is to use a quadratic candidate Lyapunov…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Luis Rodrigues

In this paper, a robust nonlinear control scheme is proposed for a nonlinear multi-input multi-output (MIMO) system subject to bounded time varying uncertainty which satisfies a certain integral quadratic constraint condition. The scheme…

Systems and Control · Computer Science 2016-08-14 Obaid Ur Rehman , Ian R. Petersen , Barış Fidan

This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown systems. First, an off-line algorithm is estabilished to obtain…

Optimization and Control · Mathematics 2022-03-15 Guangchen Wang , Heng Zhang

This paper introduces a family of iterative algorithms for unconstrained nonlinear optimal control. We generalize the well-known iLQR algorithm to different multiple-shooting variants, combining advantages like straight-forward…

Systems and Control · Computer Science 2017-12-12 Markus Giftthaler , Michael Neunert , Markus Stäuble , Jonas Buchli , Moritz Diehl

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

We consider the linear quadratic regulator (LQR) for one-dimensional linear evolution partial differential equations (PDEs) on a finite interval in space. The control is applied as an additive forcing term to PDEs. Existing methods for…

Systems and Control · Electrical Eng. & Systems 2025-05-26 Zhexian Li , Athanassios S. Fokas , Ketan Savla

We analyze a sequential quadratic programming algorithm for solving a class of abstract optimization problems. Assuming that the initial point is in an $L^2$ neighborhood of a local solution that satisfies no-gap second-order sufficient…

Optimization and Control · Mathematics 2026-05-19 Eduardo Casas , Mariano Mateos

The orbital angular momentum (OAM) of photons is a promising degree of freedom for high-dimensional quantum key distribution (QKD). However, effectively mitigating the adverse effects of atmospheric turbulence is a persistent challenge in…

Signal Processing · Electrical Eng. & Systems 2020-06-24 Jiapeng Zhao , Yiyu Zhou , Boris Braverman , Cong Liu , Kai Pang , Nicholas K. Steinhoff , Glenn A. Tyler , Alan E. Willner , Robert W. Boyd