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The linear quadratic regulator problem is central in optimal control and was investigated since the very beginning of control theory. Nevertheless, when it includes affine state constraints, it remains very challenging from the classical…

Optimization and Control · Mathematics 2021-03-30 Pierre-Cyril Aubin-Frankowski

A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…

Systems and Control · Computer Science 2018-09-18 Forrest Laine , Claire Tomlin

In this letter, we explore the communication-control co-design of discrete-time stochastic linear systems through reinforcement learning. Specifically, we examine a closed-loop system involving two sequential decision-makers: a scheduler…

Optimization and Control · Mathematics 2025-04-15 Shubham Aggarwal , Dipankar Maity , Tamer Başar

Reinforcement Learning (RL) is a powerful method for controlling dynamic systems, but its learning mechanism can lead to unpredictable actions that undermine the safety of critical systems. Here, we propose RL with Adaptive Regularization…

Machine Learning · Computer Science 2024-11-01 Haozhe Tian , Homayoun Hamedmoghadam , Robert Shorten , Pietro Ferraro

We propose an online learning algorithm that adaptively designs a decentralized linear quadratic regulator when the system model is unknown a priori and new data samples from a single system trajectory become progressively available. The…

Optimization and Control · Mathematics 2024-07-08 Lintao Ye , Ming Chi , Ruiquan Liao , Vijay Gupta

In this paper, we investigate a continuous-time linear quadratic control problem for systems with unknown matrices, where only input-output data are available. We propose an output-feedback learning framework based on a canonical nonminimal…

Optimization and Control · Mathematics 2026-05-19 Weijian Li , Bowen Yi , Panos J. Antsaklis , Hai Lin

In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…

Optimization and Control · Mathematics 2022-01-13 Andrea Pesare , Michele Palladino , Maurizio Falcone

We address the problem of model-free distributed stabilization of heterogeneous multi-agent systems using reinforcement learning (RL). Two algorithms are developed. The first algorithm solves a centralized linear quadratic regulator (LQR)…

Systems and Control · Electrical Eng. & Systems 2021-03-09 Gangshan Jing , He Bai , Jemin George , Aranya Chakrabortty , Piyush K. Sharma

Structural vibrations induced by external excitations pose significant risks, including safety hazards for occupants, structural damage, and increased maintenance costs. While conventional model-based control strategies, such as Linear…

Machine Learning · Computer Science 2025-10-03 Rohan Vitthal Thorat , Juhi Singh , Rajdip Nayek

This paper proposes efficient policy iteration and value iteration algorithms for the continuous-time linear quadratic regulator problem with unmeasurable states and unknown system dynamics, from the perspective of direct data-driven…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Jun Xie , Yuan-Hua Ni , Yiqin Yang , Bo Xu

Quantum control is concerned with the realisation of desired dynamics in quantum systems, serving as a linchpin for advancing quantum technologies and fundamental research. Analytic approaches and standard optimisation algorithms do not…

Quantum Physics · Physics 2025-05-29 Jan Ole Ernst , Aniket Chatterjee , Tim Franzmeyer , Axel Kuhn

This paper develops a controller synthesis algorithm 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…

Systems and Control · Computer Science 2016-11-15 Hamid Reza Feyzmahdavian , Assad Alam , Ather Gattami

This paper considers the Linear Quadratic Regulator problem for linear systems with unknown dynamics, a central problem in data-driven control and reinforcement learning. We propose a method that uses data to directly return a controller…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Claudio De Persis , Pietro Tesi

Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…

General Mathematics · Mathematics 2007-05-23 Alexander Bolonkin , Robert Sierakowski

This paper focuses on the linear quadratic control (LQC) design of systems corrupted by both stochastic noise and bounded noise simultaneously. When only of these noises are considered, the LQC strategy leads to stochastic or robust…

Optimization and Control · Mathematics 2025-12-15 Xuehui Ma , Shiliang Zhang , Xiaohui Zhang , Jing Xin , Hector Garcia de Marina

This paper studies a continuous-time stochastic linear-quadratic (SLQ) optimal control problem on infinite-horizon. A data-driven policy iteration algorithm is proposed to solve the SLQ problem. Without knowing three system coefficient…

Optimization and Control · Mathematics 2022-09-30 Heng Zhang , Na Li

We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and…

Optimization and Control · Mathematics 2024-08-06 João Sousa-Pinto , Dominique Orban

Reinforcement learning (RL) is a class of artificial intelligence algorithms being used to design adaptive optimal controllers through online learning. This paper presents a model-free, real-time, data-efficient Q-learning-based algorithm…

Systems and Control · Electrical Eng. & Systems 2023-10-11 Ali Aalipour , Alireza Khani

Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

Systems and Control · Electrical Eng. & Systems 2024-01-04 Bassam Bamieh

We develop a continuous-time reinforcement learning framework for a class of singular stochastic control problems without entropy regularization. The optimal singular control is characterized as the optimal singular control law, which is a…

Optimization and Control · Mathematics 2026-05-14 Zongxia Liang , Xiaodong Luo , Xiang Yu
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