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While differentiable control has emerged as a powerful paradigm combining model-free flexibility with model-based efficiency, the iterative Linear Quadratic Regulator (iLQR) remains underexplored as a differentiable component. The…

Robotics · Computer Science 2025-06-24 Shuyuan Wang , Philip D. Loewen , Michael Forbes , Bhushan Gopaluni , Wei Pan

Reinforcement learning (RL) is an effective approach for solving optimal control problems without knowing the exact information of the system model. However, the classical Q-learning method, a model-free RL algorithm, has its limitations,…

Optimization and Control · Mathematics 2025-06-04 Xiushan Jiang , Weihai Zhang

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

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

This paper presents a one-shot learning approach with performance and robustness guarantees for the linear quadratic regulator (LQR) control of stochastic linear systems. Even though data-based LQR control has been widely considered,…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Ramin Esmzad , Hamidreza Modares

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

We present a novel approach to control design for nonlinear systems which leverages model-free policy optimization techniques to learn a linearizing controller for a physical plant with unknown dynamics. Feedback linearization is a…

Unlike traditional model-based reinforcement learning approaches that estimate system parameters from data, non-model-based data-driven control learns the optimal policy directly from input-state data without any intermediate model…

Optimization and Control · Mathematics 2026-05-05 Leilei Cui , Zhong-Ping Jiang , Petter N. Kolm , Grégoire G. Macqueron

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

Direct data-driven optimal control provides an elegant end-to-end paradigm, yet its real-time applicability is often hindered by the growing dimensionality of online decision variables. Recent breakthroughs, notably Data-EnablEd Policy…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Shubo Kang , Keyou You

This paper develops a data-based approach to the closed-loop output feedback control of nonlinear dynamical systems with a partial nonlinear observation model. We propose an information state based approach to rigorously transform the…

Robotics · Computer Science 2023-10-06 Raman Goyal , Ran Wang , Mohamed Naveed Gul Mohamed , Aayushman Sharma , Suman Chakravorty

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

In this contribution, we derive ILEG, an iterative algorithm to find risk sensitive solutions to nonlinear, stochastic optimal control problems. The algorithm is based on a linear quadratic approximation of an exponential risk sensitive…

Systems and Control · Computer Science 2015-12-23 Farbod Farshidian , Jonas Buchli

This paper discusses discretization methods for implementing nonlinear model predictive controllers using Iterative Linear Quadratic Regulator (ILQR). Finite-difference approximations are mostly used to derive a discrete-time state equation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Katsuya Shigematsu , Hikaru Hoshino , Eiko Furutani

This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…

Robotics · Computer Science 2018-05-25 Markus Giftthaler , Jonas Buchli

Direct data-driven design methods for the linear quadratic regulator (LQR) mainly use offline or episodic data batches, and their online adaptation has been acknowledged as an open problem. In this paper, we propose a direct adaptive method…

Optimization and Control · Mathematics 2024-10-07 Feiran Zhao , Florian Dörfler , Alessandro Chiuso , Keyou You

In modern robotics, effectively computing optimal control policies under dynamically varying environments poses substantial challenges to the off-the-shelf parametric policy gradient methods, such as the Deep Deterministic Policy Gradient…

Robotics · Computer Science 2022-03-29 Apan Dastider , Mingjie Lin

Reinforcement learning (RL) algorithms for real-world robotic applications need a data-efficient learning process and the ability to handle complex, unknown dynamical systems. These requirements are handled well by model-based and…

Robotics · Computer Science 2017-06-20 Yevgen Chebotar , Karol Hausman , Marvin Zhang , Gaurav Sukhatme , Stefan Schaal , Sergey Levine

This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…

Optimization and Control · Mathematics 2026-04-14 Hu Ligui , Meng Qingxin , Tang Maoning

We introduce data to predictive control, D2PC, a framework to facilitate the design of robust and predictive controllers from data. The proposed framework is designed for discrete-time stochastic linear systems with output measurements and…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler