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We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

Distributed optimal control is known to be challenging and can become intractable even for linear-quadratic regulator problems. In this work, we study a special class of such problems where distributed state feedback controllers can give…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Johan Olsson , Runyu Zhang , Emma Tegling , Na Li

Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Alexandros E. Tzikas , Lukas Fiechtner , Arec Jamgochian , Mykel J. Kochenderfer

A new paradigm is proposed for the robustification of the LQG controller against distributional uncertainties on the noise process. Our controller optimizes the closed-loop performances in the worst possible scenario under the constraint…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Lucia Falconi , Augusto Ferrante , Mattia Zorzi

We study the distributed Linear Quadratic Gaussian (LQG) control problem in discrete-time and finite-horizon, where the controller depends linearly on the history of the outputs and it is required to lie in a given subspace, e.g. to possess…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Maryam Kamgarpour

We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…

Optimization and Control · Mathematics 2024-07-15 Jean-Sébastien Brouillon , Andrea Martin , John Lygeros , Florian Dörfler , Giancarlo Ferrari Trecate

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

Distributionally robust optimal control (DROC) is gaining interest. This study presents a reformulation method for discrete DROC (DDROC) problems to design optimal control policies under a worst-case distributional uncertainty. The…

Optimization and Control · Mathematics 2025-10-22 Yuma Shida , Yuji Ito

We will present a new general framework for robust and adaptive control that allows for distributed and scalable learning and control of large systems of interconnected linear subsystems. The control method is demonstrated for a linear…

Systems and Control · Computer Science 2019-04-02 Dimitar Ho , John C. Doyle

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

We present a data-driven method for solving the linear quadratic regulator problem for systems with multiplicative disturbances, the distribution of which is only known through sample estimates. We adopt a distributionally robust approach…

Systems and Control · Electrical Eng. & Systems 2020-05-27 Peter Coppens , Mathijs Schuurmans , Panagiotis Patrinos

In this work, we focus on the design of optimal controllers that must comply with an information structure. State-of-the-art approaches do so based on the H2 or Hinfty norm to minimize the expected or worst-case cost in the presence of…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Daniele Martinelli , Andrea Martin , Giancarlo Ferrari-Trecate , Luca Furieri

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse…

Optimization and Control · Mathematics 2019-10-14 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

In this paper we consider the distributed linear quadratic control problem for networks of agents with single integrator dynamics. We first establish a general formulation of the distributed LQ problem and show that the optimal control gain…

Optimization and Control · Mathematics 2019-05-14 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

Trajectory optimization and model predictive control are essential techniques underpinning advanced robotic applications, ranging from autonomous driving to full-body humanoid control. State-of-the-art algorithms have focused on data-driven…

Systems and Control · Electrical Eng. & Systems 2021-11-15 Hany Abdulsamad , Tim Dorau , Boris Belousov , Jia-Jie Zhu , Jan Peters

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

In this paper we focus on the unconstrained binary quadratic optimization model, maximize x^t Qx, x binary, and consider the problem of identifying optimal solutions that are robust with respect to perturbations in the Q matrix.. We are…

Artificial Intelligence · Computer Science 2017-09-25 Mark Lewis , Gary Kochenberger , John Metcalfe

In this paper we design a novel class of online distributed optimization algorithms leveraging control theoretical techniques. We start by focusing on quadratic costs, and assuming to know an internal model of their variation. In this…

Optimization and Control · Mathematics 2026-01-21 Wouter J. A. van Weerelt , Nicola Bastianello

Time distributed optimization is an implementation strategy that can significantly reduce the computational burden of model predictive control by exploiting its robustness to incomplete optimization. When using this strategy, optimization…

Optimization and Control · Mathematics 2020-04-14 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky
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