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This paper is concerned with the Coherent Quantum Linear Quadratic Gaussian (CQLQG) control problem of finding a stabilizing measurement-free quantum controller for a quantum plant so as to minimize an infinite-horizon mean square…

Quantum Physics · Physics 2015-02-03 Arash Kh. Sichani , Igor G. Vladimirov , Ian R. Petersen

The existence of multiple irregular obstacles in the environment introduces nonconvex constraints into the optimization for motion planning, which makes the optimal control problem hard to handle. One efficient approach to address this…

Systems and Control · Electrical Eng. & Systems 2022-11-10 Xuda Ding , Han Wang , Jianping He , Cailian Chen , Kostas Margellos , Antonis Papachristodoulou

We consider a class of $\ell_0$-regularized linear-quadratic (LQ) optimal control problems. This class of problems is obtained by augmenting a penalizing sparsity measure to the cost objective of the standard linear-quadratic regulator…

Optimization and Control · Mathematics 2015-07-31 MirSaleh Bahavarnia

The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Maryam Kamgarpour

This paper addresses the joint state estimation and control problems for unknown linear time-invariant systems subject to both process and measurement noise. The aim is to redesign the linear quadratic Gaussian (LQG) controller based solely…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Wenjie Liu , Jian Sun , Gang Wang , Francesco Bullo , Jie Chen

We investigate the optimal transport problem between probability measures when the underlying cost function is understood to satisfy a least action principle, also known as a Lagrangian cost. These generalizations are useful when connecting…

Machine Learning · Computer Science 2024-06-04 Aram-Alexandre Pooladian , Carles Domingo-Enrich , Ricky T. Q. Chen , Brandon Amos

This paper considers the discrete-time, stochastic LQR problem with $p$ steps of disturbance preview information where $p$ is finite. We first derive the solution for this problem on a finite horizon with linear, time-varying dynamics and…

Optimization and Control · Mathematics 2026-02-09 Jietian Liu , Laurent Lessard , Peter Seiler

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

It is well-known that linear dynamical systems with Gaussian noise and quadratic cost (LQG) satisfy a separation principle. Finding the optimal controller amounts to solving separate dual problems; one for control and one for estimation.…

Systems and Control · Computer Science 2013-09-10 Laurent Lessard , Ashutosh Nayyar

Uncertain dynamic obstacles, such as pedestrians or vehicles, pose a major challenge for optimal robot navigation with safety guarantees. Previous work on motion planning has followed two main strategies to provide a safe bound on an…

Due to the ease of modern data collection, applied statisticians often have access to a large set of covariates that they wish to relate to some observed outcome. Generalized linear models (GLMs) offer a particularly interpretable framework…

Computation · Statistics 2019-05-21 Brian L. Trippe , Jonathan H. Huggins , Raj Agrawal , Tamara Broderick

Computational constraints permeate the controller design process, and yet are rarely treated as explicit design constraints. Towards addressing this gap, we propose a quantitative framework that captures the effects of common design…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Chris Verhoek , Nikolai Matni

Given the limitations of current hardware, the theoretical gains promised by quantum computing remain unrealized across practical applications. But the gap between theory and hardware is closing, assisted by developments in quantum…

Quantum Physics · Physics 2023-10-30 Elena R. Henderson , Harsha Nagarajan , Carleton Coffrin

Deploying large, complex space structures is of great interest to the modern scientific world as it can provide new capabilities in obtaining scientific, communicative, and observational information. However, many theoretical mission…

Robotics · Computer Science 2020-08-10 Bryce Doerr , Richard Linares

We address the persistent monitoring problem in two-dimensional mission spaces where the objective is to control the trajectories of multiple cooperating agents to minimize an uncertainty metric. In a one-dimensional mission space, we have…

Optimization and Control · Mathematics 2014-04-21 Xuchao Lin , Christos G. Cassandras

We present an output feedback stochastic model predictive control (SMPC) approach for linear systems subject to Gaussian disturbances and measurement noise and probabilistic constraints on system states and inputs. The presented approach…

Systems and Control · Electrical Eng. & Systems 2023-11-20 Simon Muntwiler , Kim P. Wabersich , Robert Miklos , Melanie N. Zeilinger

Associative memory has long underpinned the design of sequential models. Beyond recall, humans reason by projecting future states and selecting goal-directed actions, a capability that modern language models increasingly require but do not…

Machine Learning · Computer Science 2026-03-11 Peihao Wang , Shan Yang , Xijun Wang , Tesi Xiao , Xin Liu , Changlong Yu , Yu Lou , Pan Li , Zhangyang Wang , Ming Lin , René Vidal

Partially-observable problems pose a trade-off between reducing costs and gathering information. They can be solved optimally by planning in belief space, but that is often prohibitively expensive. Model-predictive control (MPC) takes the…

Machine Learning · Computer Science 2023-04-21 Baris Kayalibay , Atanas Mirchev , Ahmed Agha , Patrick van der Smagt , Justin Bayer

We tackle the problem of minimum-time flight for a quadrotor through a sequence of waypoints in the presence of obstacles while exploiting the full quadrotor dynamics. Early works relied on simplified dynamics or polynomial trajectory…

Robotics · Computer Science 2022-06-22 Robert Penicka , Yunlong Song , Elia Kaufmann , Davide Scaramuzza

We introduce a generic solver for dynamic portfolio allocation problems when the market exhibits return predictability, price impact and partial observability. We assume that the price modeling can be encoded into a linear state-space and…

Portfolio Management · Quantitative Finance 2016-11-07 M. Abeille , E. Serie , A. Lazaric , X. Brokmann