Related papers: Extending iLQR method with control delay
We introduce a new problem setting for continuous control called the LQR with Rich Observations, or RichLQR. In our setting, the environment is summarized by a low-dimensional continuous latent state with linear dynamics and quadratic…
In this paper, we formulate a general time-inconsistent stochastic linear--quadratic (LQ) control problem. The time-inconsistency arises from the presence of a quadratic term of the expected state as well as a state-dependent term in the…
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…
In this paper, we investigate delayed linear difference systems and establish several fundamental results. We first provide a Kalman-type rank condition tailored for delayed linear difference systems. Furthermore, we construct the discrete…
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…
This paper investigates the stochastic linear-quadratic (LQ, for short) optimal control problems with non-Markovian regime switching in a finite time horizon where the state equation is multi-dimensional. Similar to the classical stochastic…
In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…
Explicit solutions to optimal control problems are rarely obtainable. Of particular interest are the explicit solutions derived for minimax problems, providing a framework to address adversarial conditions and uncertainty. This work…
In this paper, we propose and analyze a new method for online linear quadratic regulator (LQR) control with a priori unknown time-varying cost matrices. The cost matrices are revealed sequentially with the potential for future values to be…
The continuous and discrete time Linear Quadratic Regulator (LQR) theory has been used in this paper for the design of optimal analog and discrete PID controllers respectively. The PID controller gains are formulated as the optimal…
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…
Iterative learning control (ILC) improves the performance of a repetitive system by learning from previous trials. ILC can be combined with Model Predictive Control (MPC) to mitigate non-repetitive disturbances, thus improving overall…
A general and new stochastic linear quadratic optimal control problem is studied, where the coefficients are allowed to be time-varying, and both state delay and control delay can appear simultaneously in the state equation and the cost…
A study of the linear quadratic (LQ) control problem on a finite time interval for a model equation in Hilbert spaces which comprehends the memory of the inputs was performed recently by the authors. The outcome included a closed-loop…
This manuscript surveys reinforcement learning from the perspective of optimization and control with a focus on continuous control applications. It surveys the general formulation, terminology, and typical experimental implementations of…
This paper proposes a novel lifting method which converts the standard discrete-time linear periodic system to an augmented linear time-invariant system. The linear quadratic optimal control is then based on the solution of the…
We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the deterministic framework, we characterize the feasibility of…
We consider a class of stochastic control problems with a delayed control, both in drift and diffusion, of the type dX t = $\alpha$ t--d (bdt + $\sigma$dW t). We provide a new characterization of the solution in terms of a set of Riccati…
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…
Stochastic optimal control usually requires an explicit dynamical model with probability distributions, which are difficult to obtain in practice. In this work, we consider the linear quadratic regulator (LQR) problem of unknown linear…