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Motivated by recent advances of reinforcement learning and direct data-driven control, we propose policy gradient adaptive control (PGAC) for the linear quadratic regulator (LQR), which uses online closed-loop data to improve the control…

Optimization and Control · Mathematics 2025-06-16 Feiran Zhao , Alessandro Chiuso , Florian Dörfler

We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes…

Probability · Mathematics 2017-03-09 Huyên Pham

This paper proposes a receding horizon active learning and control problem for dynamical systems in which Gaussian Processes (GPs) are utilized to model the system dynamics. The active learning objective in the optimization problem is…

Systems and Control · Electrical Eng. & Systems 2021-05-13 Viet-Anh Le , Truong X. Nghiem

We study the adaptive control of an unknown linear system with a quadratic cost function subject to safety constraints on both the states and actions. The challenges of this problem arise from the tension among safety, exploration,…

Systems and Control · Electrical Eng. & Systems 2021-11-02 Yingying Li , Subhro Das , Jeff Shamma , Na Li

In this paper, we propose a differential evolution (DE) algorithm specifically tailored for the design of Linear-Quadratic-Gaussian (LQG) controllers in quantum systems. Building upon the foundational DE framework, the algorithm…

Quantum Physics · Physics 2026-04-10 Chunxiang Song , Yanan Liu , Guofeng Zhang , Huadong Mo , Daoyi Dong

We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Gaussian distribution with prescribed mean and maximum…

Optimization and Control · Mathematics 2020-09-11 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

We propose a performance-based autotuning method for cascade control systems, where the parameters of a linear axis drive motion controller from two control loops are tuned jointly. Using Bayesian optimization as all parameters are tuned…

Systems and Control · Electrical Eng. & Systems 2021-01-22 Mohammad Khosravi , Varsha Behrunani , Piotr Myszkorowski , Roy S. Smith , Alisa Rupenyan , John Lygeros

An Adaptive Cruise Control (ACC) system automatically adjusts the host vehicle's speed to maintain a safe following distance from a lead vehicle. In typical implementations, a feedback controller (e.g., a Proportional-Integral-Derivative…

Cryptography and Security · Computer Science 2026-03-03 Lotfi Ben Othmane , Yasaswini Konapalli , Naga Prudhvi Mareedu

Gaussian mixtures are a common density representation in nonlinear, non-Gaussian Bayesian state estimation. Selecting an appropriate number of Gaussian components, however, is difficult as one has to trade of computational complexity…

Systems and Control · Computer Science 2012-04-02 Marco F. Huber

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

We address the issue of knots selection for Gaussian predictive process methodology. Predictive process approximation provides an effective solution to the cubic order computational complexity of Gaussian process models. This approximation…

Computation · Statistics 2011-08-03 Surya T Tokdar

This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…

Optimization and Control · Mathematics 2017-11-01 Shaolin Ji , Xiaole Xue

In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…

Systems and Control · Electrical Eng. & Systems 2021-01-01 Yunhan Huang , Quanyan Zhu

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

We propose controller synthesis for state regulation problems in which a human operator shares control with an autonomy system, running in parallel. The autonomy system continuously improves over human action, with minimal intervention, and…

Systems and Control · Computer Science 2019-09-23 Murad Abu-Khalaf , Sertac Karaman , Daniela Rus

Feedback control problems involving autonomous quadratic systems are prevalent, yet there are only a limited number of software tools available for approximating their solution due to the complexity of the problem. This paper represents a…

Optimization and Control · Mathematics 2019-10-09 Jeff Borggaard , Lizette Zietsman

This paper presents an adaptive high performance control method for autonomous miniature race cars. Racing dynamics are notoriously hard to model from first principles, which is addressed by means of a cautious nonlinear model predictive…

Systems and Control · Computer Science 2018-12-19 Lukas Hewing , Alexander Liniger , Melanie N. Zeilinger

We present a locally optimal tracking controller for Cable Driven Parallel Robot (CDPR) control based on a time-varying Linear Quadratic Gaussian (TV-LQG) controller. In contrast to many methods which use fixed feedback gains, our…

Robotics · Computer Science 2022-08-02 Gerry Chen , Seth Hutchinson , Frank Dellaert

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 choices of hyperparameters have critical effects on the performance of machine learning models. In this paper, we present a general framework that is able to construct an adaptive optimizer, which automatically adjust the appropriate…

Machine Learning · Computer Science 2022-01-31 Huayuan Sun
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