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Distributed control problems under some specific information constraints can be formulated as (possibly infinite dimensional) convex optimization problems. The underlying motivation of this work is to develop an understanding of the optimal…

Optimization and Control · Mathematics 2014-03-19 Takashi Tanaka , Pablo A. Parrilo

We study the sample efficiency of domain randomization and robust control for the benchmark problem of learning the linear quadratic regulator (LQR). Domain randomization, which synthesizes controllers by minimizing average performance over…

Systems and Control · Electrical Eng. & Systems 2025-02-19 Tesshu Fujinami , Bruce D. Lee , Nikolai Matni , George J. Pappas

In this paper, the finite horizon asymmetric information linear quadratic (LQ) control problem is investigated for a discrete-time mean field system. Different from previous works, multiple controllers with different information sets are…

Optimization and Control · Mathematics 2023-09-06 Qingyuan Qi , Zhiqiang Liu , Qianqian Zhang , Xinbei Lv

In this technical note we analyse the performance improvement and optimality properties of the Learning Model Predictive Control (LMPC) strategy for linear deterministic systems. The LMPC framework is a policy iteration scheme where…

Optimization and Control · Mathematics 2022-02-02 Ugo Rosolia , Yingzhao Lian , Emilio T. Maddalena , Giancarlo Ferrari-Trecate , Colin N. Jones

The analysis of an optimal control problem of nonlocal type is analyzed. The results obtained are applied to the study the corresponding local optimal control problems. The state equations are governed by p-laplacian elliptic operators, of…

Analysis of PDEs · Mathematics 2020-04-07 Julio Muñoz

This paper is concerned with the problems of optimal control and stabilization for networked control systems (NCSs), where the remote controller and the local controller operate the linear plant simultaneously. The main contributions are…

Optimization and Control · Mathematics 2019-02-20 Xiao Liang , Juanjuan Xu

The solution of a constrained linear-quadratic regulator problem is determined by the set of its optimal active sets. We propose an algorithm that constructs this set of active sets for a desired horizon N from that for horizon N-1. While…

Optimization and Control · Mathematics 2020-09-21 Ruth Mitze , Martin Mönnigmann

There has been substantial recent progress on the theoretical understanding of model-free approaches to Linear Quadratic Regulator (LQR) problems. Much attention has been devoted to the special case when the goal is to drive the state close…

Optimization and Control · Mathematics 2021-04-13 Zhaolin Ren , Aoxiao Zhong , Na Li

In this paper, a cooperative Linear Quadratic Regulator (LQR) problem is investigated for multi-input systems, where each input is generated by an agent in a network. The input matrices are different and locally possessed by the…

Multiagent Systems · Computer Science 2021-11-10 Peihu Duan , Lidong He , Zhisheng Duan , Ling Shi

This work analyzes how the trade-off between the modeling error, the terminal value function error, and the prediction horizon affects the performance of a nominal receding-horizon linear quadratic (LQ) controller. By developing a novel…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Shengling Shi , Anastasios Tsiamis , Bart De Schutter

We study the evolution of locally optimal decentralized controllers with the damping of the control system. Empirically it is shown that even for instances with an exponential number of connected components, damping merges all local…

Optimization and Control · Mathematics 2019-05-27 Han Feng , Javad Lavaei

In this paper we address the problem of designing receding horizon control algorithms for linear discrete-time systems with parametric uncertainty. We do not consider presence of stochastic forcing or process noise in the system. It is…

Optimization and Control · Mathematics 2014-02-20 Raktim Bhattacharya , James Fisher

In this paper it is established that any jointly controllable, jointly observable, multi-channel, discrete or continuous time linear system with a strongly connected neighbor (communication) graph can be exponentially stabilized with any…

Systems and Control · Electrical Eng. & Systems 2022-12-02 Fengjiao Liu , Lili Wang , Daniel Fullmer , A. Stephen Morse

Continuing the first part of the paper, we consider scalar decentralized average-cost infinite-horizon LQG problems with two controllers. This paper focuses on the slow dynamics case when the eigenvalue of the system is small and prove that…

Optimization and Control · Mathematics 2013-08-26 Se Yong Park , Anant Sahai

Recently it has been found that for a stochastic linear-quadratic optimal control problem (LQ problem, for short) in a finite horizon, open-loop solvability is strictly weaker than closed-loop solvability which is equivalent to the regular…

Optimization and Control · Mathematics 2018-06-15 Jingrui Sun , Hanxiao Wang , Jiongmin Yong

This paper examines stochastic optimal control problems in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing L\'evy process. We provide dynamic programming…

Optimization and Control · Mathematics 2014-01-03 Andrew Lamperski , Noah J. Cowan

Designing controllers to generate various trajectories has been studied for years, while recently, recovering an optimal controller from trajectories receives increasing attention. In this paper, we reveal that the inherent linear quadratic…

Systems and Control · Electrical Eng. & Systems 2023-12-29 Chendi Qu , Jianping He , Xiaoming Duan

Optimal stabilization of safety-critical nonlinear systems requires balancing long-term performance and strict safety constraints. Existing quadratic-programming-based control barrier function (CBF) safety filters are point-wise and may…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Zhanglin Shangguan , Wei Xiao , Qi Li , Bo Yang , Xinping Guan

This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…

Optimization and Control · Mathematics 2016-07-25 Robert. J Elliott , Xun Li , Yuan-Hua Ni

This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…

Optimization and Control · Mathematics 2022-01-17 Zhaorong Zhang , Juanjuan Xu , Xun Li
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