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This paper considers linear quadratic (LQ) mean field games with a major player and analyzes an asymptotic solvability problem. It starts with a large-scale system of coupled dynamic programming equations and applies a re-scaling technique…

Optimization and Control · Mathematics 2019-09-04 Yan Ma , Minyi Huang

In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…

Optimization and Control · Mathematics 2012-04-18 Ather Gattami , Omid Khorsand

This paper introduces a novel model-based adaptive shared control to allow for the identification and design challenge for shared-control systems, in which humans and automation share control tasks. The main challenge is the adaptive…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Balint Varga

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

In this paper, we consider a learning problem among non-cooperative agents interacting in a time-varying system. Specifically, we focus on repeated linear quadratic network games, in which the network of interactions changes with time and…

Computer Science and Game Theory · Computer Science 2023-10-23 Feras Al Taha , Kiran Rokade , Francesca Parise

The goal of this work is to enable a team of quadrotors to learn how to accurately track a desired trajectory while holding a given formation. We solve this problem in a distributed manner, where each vehicle has only access to the…

Robotics · Computer Science 2016-09-27 Andreas Hock , Angela P. Schoellig

Dynamic game theory is a powerful tool in modeling multi-agent interactions and human-robot systems. In practice, since the objective functions of both agents may not be explicitly known to each other, these interactions can be modeled as…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Seyed Yousef Soltanian , Wenlong Zhang

A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR problems. This class of problem arises frequently in robotic…

Optimization and Control · Mathematics 2018-09-18 Forrest Laine , Claire Tomlin

We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Juraj Lieskovský , Jaroslav Bušek , Tomáš Vyhlídal

We present new learning dynamics combining (independent) log-linear learning and value iteration for stochastic games within the auxiliary stage game framework. The dynamics presented provably attain the efficient equilibrium (also known as…

Computer Science and Game Theory · Computer Science 2023-09-08 Onur Unlu , Muhammed O. Sayin

We present new learning dynamics combining (independent) log-linear learning and value iteration for stochastic games within the auxiliary stage game framework. The dynamics presented provably attain the efficient equilibrium (also known as…

Computer Science and Game Theory · Computer Science 2023-09-11 Onur Unlu , Muhammed O. Sayin

Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

Optimization and Control · Mathematics 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

Zero-sum Linear Quadratic (LQ) games are fundamental in optimal control and can be used (i)~as a dynamic game formulation for risk-sensitive or robust control and (ii)~as a benchmark setting for multi-agent reinforcement learning with two…

Systems and Control · Electrical Eng. & Systems 2025-08-19 Jiduan Wu , Anas Barakat , Ilyas Fatkhullin , Niao He

We address safe multi-robot interaction under uncertainty. In particular, we formulate a chance-constrained linear quadratic Gaussian game with coupling constraints and system uncertainties. We find a tractable reformulation of the game and…

Robotics · Computer Science 2025-08-15 Kai Ren , Giulio Salizzoni , Mustafa Emre Gürsoy , Maryam Kamgarpour

In this work we evaluate Iterative Linear Quadratic Regulator(ILQR) for trajectory tracking of two different kinds of wheeled mobile robots namely Warthog (Fig. 1), an off-road holonomic robot with skid-steering and Polaris GEM e6 [1], a…

Robotics · Computer Science 2025-05-14 Akhil Nagariya , Srikanth Saripalli

This paper proposes a novel iterative algorithm to compute the stabilizing solution of regime-switching stochastic game-theoretic Riccati differential equations with periodic coefficients. The method decomposes the original complex…

Numerical Analysis · Mathematics 2025-11-11 Yiyuan Wang

A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…

Optimization and Control · Mathematics 2012-08-28 Jianhui Huang , Xun Li , Jiongmin Yong

Constrained Iterative Linear Quadratic Regulator (CILQR), a variant of ILQR, has been recently proposed for motion planning problems of autonomous vehicles to deal with constraints such as obstacle avoidance and reference tracking. However,…

Robotics · Computer Science 2020-03-06 Yanjun Pan , Qin Lin , Het Shah , John M. Dolan

This paper proposes a unifying design framework for dynamic feedback controllers that track solution trajectories of time-varying generalized equations, such as local minimizers of nonlinear programs or competitive equilibria (e.g., Nash)…

Cooperatively planning for multiple agents has been proposed as a promising method for strategic and motion planning for automated vehicles. By taking into account the intent of every agent, the ego agent can incorporate future interactions…

Robotics · Computer Science 2021-10-01 Tobias Kessler , Klemens Esterle , Alois Knoll