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Related papers: Optimal Control for LQG Systems on Graphs---Part I…

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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

Networks of coupled dynamical systems provide a powerful way to model systems with enormously complex dynamics, such as the human brain. Control of synchronization in such networked systems has far reaching applications in many domains,…

Adaptation and Self-Organizing Systems · Physics 2018-03-21 Julien Gout , Markus Quade , Kamran Shafi , Robert K. Niven , Markus Abel

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 consider the distributed optimal control problem for discrete-time linear networked systems. In particular, we are interested in learning distributed optimal controllers using graph recurrent neural networks (GRNNs). Most…

Systems and Control · Electrical Eng. & Systems 2025-07-23 Zihao Song , Shirantha Welikala , Panos J. Antsaklis , Hai Lin

Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…

Optimization and Control · Mathematics 2025-02-06 Anthony Hastir , Birgit Jacob , Hans Zwart

We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…

Optimization and Control · Mathematics 2023-12-11 Alba Gurpegui , Emma Tegling , Anders Rantzer

This paper is concerned with the distributed linear quadratic optimal control problem. In particular, we consider a suboptimal version of the distributed optimal control problem for undirected multi-agent networks. Given a multi-agent…

Optimization and Control · Mathematics 2018-03-08 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

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

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

In a recent paper we have shown that data collected from linear systems excited by persistently exciting inputs during low-complexity experiments, can be used to design state- and output-feedback controllers, including optimal Linear…

Systems and Control · Electrical Eng. & Systems 2021-03-31 Claudio De Persis , Pietro Tesi

Often adaptive, distributed control can be viewed as an iterated game between independent players. The coupling between the players' mixed strategies, arising as the system evolves from one instant to the next, is determined by the system…

Multiagent Systems · Computer Science 2007-05-23 David H. Wolpert , Stefan Bieniawski

This article presents a method to automatically generate energy-optimal trajectories for systems with linear dynamics, linear constraints, and a quadratic cost functional (LQ systems). First, using recent advancements in optimal control, we…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Logan E. Beaver

Recently, a model of a decentralized control system with local and remote controllers connected over unreliable channels was presented in [1]. The model has a non-classical information structure that is not partially nested. Nonetheless, it…

Systems and Control · Electrical Eng. & Systems 2019-11-06 Mohammad Afshari , Aditya Mahajan

This paper investigates the optimal co-design of logical and continuous controls for switched linear systems governed by controlled logical switching dynamics. Unlike traditional switched systems with arbitrary or state-dependent switching,…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Xiao Zhang , Min Meng , Changxi Li , Ka-Fai Cedric Yiu

We propose a neural network approach to model general interaction dynamics and an adjoint based stochastic gradient descent algorithm to calibrate its parameters. The parameter calibration problem is considered as optimal control problem…

Optimization and Control · Mathematics 2021-02-01 Simone Göttlich , Claudia Totzeck

We consider a discrete-time Linear-Quadratic-Gaussian (LQG) control problem in which Massey's directed information from the observed output of the plant to the control input is minimized while required control performance is attainable.…

Optimization and Control · Mathematics 2017-06-13 Takashi Tanaka , Peyman Mohajerin Esfahani , Sanjoy K. Mitter

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

We introduce the family of limited model information control design methods, which construct controllers by accessing the plant's model in a constrained way, according to a given design graph. We investigate the closed-loop performance…

Optimization and Control · Mathematics 2013-01-08 Farhad Farokhi , Cedric Langbort , Karl H. Johansson

The linear-quadratic controller is one of the fundamental problems in control theory. The optimal solution is a linear controller that requires access to the state of the entire system at any given time. When considering a network system,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Fernando Gama , Somayeh Sojoudi

Based on a recently developed notion of physical realizability for quantum linear stochastic systems, we formulate a quantum LQG optimal control problem for quantum linear stochastic systems where the controller itself may also be a quantum…

Quantum Physics · Physics 2009-08-07 H. I. Nurdin , M. R. James , I. R. Petersen