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This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with quadratic constraints, significantly increases the…

Optimization and Control · Mathematics 2024-11-19 Dawei Liu , Juanjuan Xu , huanshui Zhang

In this paper, an off-policy reinforcement learning algorithm is designed to solve the continuous-time LQR problem using only input-state data measured from the system. Different from other algorithms in the literature, we propose the use…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Matthias A. Müller

We consider reinforcement learning (RL) methods for finding optimal policies in linear quadratic (LQ) mean field control (MFC) problems over an infinite horizon in continuous time, with common noise and entropy regularization. We study…

Optimization and Control · Mathematics 2024-08-06 Noufel Frikha , Huyên Pham , Xuanye Song

In this paper, we propose an adaptive event-triggered reinforcement learning control for continuous-time nonlinear systems, subject to bounded uncertainties, characterized by complex interactions. Specifically, the proposed method is…

Machine Learning · Computer Science 2024-10-01 Umer Siddique , Abhinav Sinha , Yongcan Cao

Many robotic path planning problems are continuous, stochastic, and high-dimensional. The ability of a mobile manipulator to coordinate its base and manipulator in order to control its whole-body online is particularly challenging when self…

Robotics · Computer Science 2021-10-06 Denis Hadjivelichkov , Kostas Vlachos , Dimitrios Kanoulas

This paper studies the inverse optimal control problem for continuous-time linear quadratic regulators over finite-time horizon, aiming to reconstruct the control, state, and terminal cost matrices in the objective function from observed…

Optimization and Control · Mathematics 2025-10-07 Yuexin Cao , Yibei Li , Zhuo Zou , Xiaoming Hu

We consider transport processes that are modeled by first order hyperbolic partial differential equations. Our goal is to find a full state feedback that makes a given reference profile locally asymptotically stable. To accomplish this we…

Optimization and Control · Mathematics 2025-08-22 Arthur J. Krener

This paper employs a policy iteration reinforcement learning (RL) method to study continuous-time linear-quadratic mean-field control problems in infinite horizon. The drift and diffusion terms in the dynamics involve the states, the…

Optimization and Control · Mathematics 2024-11-05 Na Li , Xun Li , Zuo Quan Xu

By parametrizing input and state trajectories with basis functions different approximations to the constrained linear quadratic regulator problem are obtained. These notes present and discuss technical results that are intended to…

Systems and Control · Computer Science 2018-03-16 Michael Muehlebach , Raffaello D'Andrea

There have been attempts in reinforcement learning to exploit a priori knowledge about the structure of the system. This paper proposes a hybrid reinforcement learning controller which dynamically interpolates a model-based linear…

Machine Learning · Computer Science 2020-12-10 Nicholas Capel , Naifu Zhang

We study the problem of designing a state feedback linear quadratic Gaussian (LQG) controller for a system in which the system matrices as well as the process noise covariance are unknown. We do a rigorous comparison between two approaches.…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Mingxiang Liu , Damián Marelli , Minyue Fu , Qianqian Cai

Practitioners often rely on compute-intensive domain randomization to ensure reinforcement learning policies trained in simulation can robustly transfer to the real world. Due to unmodeled nonlinearities in the real system, however, even…

Machine Learning · Computer Science 2020-02-27 Gabriel I. Fernandez , Colin Togashi , Dennis W. Hong , Lin F. Yang

This paper addresses a risk-constrained decentralized stochastic linear-quadratic optimal control problem with one remote controller and one local controller, where the risk constraint is posed on the cumulative state weighted variance in…

Optimization and Control · Mathematics 2023-07-19 Jia Hui , Yuan-Hua Ni

Standard model-based control design deteriorates when the system dynamics change during operation. To overcome this challenge, online and adaptive methods have been proposed in the literature. In this work, we consider the class of…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Marcell Bartos , Johannes Köhler , Florian Dörfler , Melanie N. Zeilinger

We develop a model-free learning algorithm for the infinite-horizon linear quadratic regulator (LQR) problem. Specifically, (risk) constraints and structured feedback are considered, in order to reduce the state deviation while allowing for…

Optimization and Control · Mathematics 2022-04-06 Kyung-bin Kwon , Lintao Ye , Vijay Gupta , Hao Zhu

In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…

Optimization and Control · Mathematics 2024-09-17 Nian Liu , Cheng Zhao , Shaolin Tan , Jinhu Lü

This paper develops a controller synthesis method for distributed LQG control problems under output-feedback. We consider a system consisting of three interconnected linear subsystems with a delayed information sharing structure. While the…

Systems and Control · Computer Science 2013-09-18 Hamid Reza Feyzmahdavian , Ather Gattami , Mikael Johansson

``Sim2real gap", in which the system learned in simulations is not the exact representation of the real system, can lead to loss of stability and performance when controllers learned using data from the simulated system are used on the real…

Systems and Control · Electrical Eng. & Systems 2025-05-15 Shivam Bajaj , Prateek Jaiswal , Vijay Gupta

Iterative linear quadratic regulator (iLQR) has gained wide popularity in addressing trajectory optimization problems with nonlinear system models. However, as a model-based shooting method, it relies heavily on an accurate system model to…

Machine Learning · Computer Science 2022-09-16 Zilong Cheng , Yulin Li , Kai Chen , Jun Ma , Tong Heng Lee

Recent advances in learning for control allow to synthesize vehicle controllers from learned system dynamics and maintain robust stability guarantees. However, no approach is well-suited for training linear time-invariant (LTI) controllers…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Marc-Antoine Beaudoin , Benoit Boulet
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