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This paper investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noises. We formulate the stochastic LQR problem as a nonconvex…

Optimization and Control · Mathematics 2025-12-25 Jing Guo , Xiushan Jiang , Weihai Zhang

An optimal control law for networked control systems with a discrete-time linear time-invariant (LTI) system as plant and networks between sensor and controller as well as between controller and actuator is proposed. This controller is…

Systems and Control · Electrical Eng. & Systems 2021-07-09 Marijan Palmisano , Martin Steinberger , Martin Horn

Model-based reinforcement learning (RL) has proven to be a data efficient approach for learning control tasks but is difficult to utilize in domains with complex observations such as images. In this paper, we present a method for learning…

Machine Learning · Computer Science 2019-06-25 Marvin Zhang , Sharad Vikram , Laura Smith , Pieter Abbeel , Matthew J. Johnson , Sergey Levine

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

Optimization and Control · Mathematics 2023-11-02 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

With the outstanding performance of policy gradient (PG) method in the reinforcement learning field, the convergence theory of it has aroused more and more interest recently. Meanwhile, the significant importance and abundant theoretical…

Optimization and Control · Mathematics 2024-04-19 Xinpei Zhang , Guangyan Jia

Despite its nonconvexity, policy optimization for the Linear Quadratic Regulator (LQR) admits a favorable structural property known as gradient dominance, which facilitates linear convergence of policy gradient methods to the globally…

Optimization and Control · Mathematics 2026-02-27 Yuto Watanabe , Yang Zheng

This technical report is concerned with the convergence properties of what we call the split optimal policy iteration for coupled LQR problems; see section 3.1 in the manuscript. Interestingly, the iteration shows different convergence…

Optimization and Control · Mathematics 2014-04-22 Péter Koltai

A weighted summation of Integral of Time Multiplied Absolute Error (ITAE) and Integral of Squared Controller Output (ISCO) minimization based time domain optimal tuning of fractional-order (FO) PID or PI{\lambda}D{\mu} controller is…

Optimization and Control · Mathematics 2013-06-18 Saptarshi Das , Indranil Pan , Kaushik Halder , Shantanu Das , Amitava Gupta

We study whether optimal state-feedback laws for a family of heterogeneous Multiple-Input, Multiple-Output (MIMO) Linear Time-Invariant (LTI) systems can be captured by a single learned controller. We train one transformer policy on…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Turki Bin Mohaya , Maitham F. AL-Sunni , John M. Dolan , Peter Seiler

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 article introduces a novel framework for data-driven linear quadratic regulator (LQR) design. First, we introduce a reinforcement learning paradigm for on-policy data-driven LQR, where exploration and exploitation are simultaneously…

Systems and Control · Electrical Eng. & Systems 2024-02-23 Marco Borghesi , Alessandro Bosso , Giuseppe Notarstefano

Risk-sensitive control balances performance with resilience to unlikely events in uncertain systems. This paper introduces ergodic-risk criteria, which capture long-term cumulative risks through probabilistic limit theorems. By ensuring the…

Optimization and Control · Mathematics 2025-03-11 Shahriar Talebi , Na Li

We propose a method for efficient training of Q-functions for continuous-state Markov Decision Processes (MDPs) such that the traces of the resulting policies satisfy a given Linear Temporal Logic (LTL) property. LTL, a modal logic, can…

Machine Learning · Computer Science 2019-03-15 Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

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…

Optimization and Control · Mathematics 2013-01-18 Saptarshi Das , Indranil Pan , Kaushik Halder , Shantanu Das , Amitava Gupta

Model predictive control (MPC) has played a more crucial role in various robotic control tasks, but its high computational requirements are concerning, especially for nonlinear dynamical models. This paper presents a $\textbf{la}$tent…

Robotics · Computer Science 2026-04-22 Yuan Zhang , Shaohui Yang , Toshiyuki Ohtsuka , Colin Jones , Joschka Boedecker

This paper introduces an extension of the LQR-tree algorithm, which is a feedback-motion-planning algorithm for stabilizing a system of ordinary differential equations from a bounded set of initial conditions to a goal. The constructed…

Systems and Control · Electrical Eng. & Systems 2023-03-02 Jiří Fejlek , Stefan Ratschan

Safety is the priority concern when applying reinforcement learning (RL) algorithms to real-world control problems. While policy iteration provides a fundamental algorithm for standard RL, an analogous theoretical algorithm for safe RL…

Machine Learning · Computer Science 2025-03-14 Yujie Yang , Zhilong Zheng , Shengbo Eben Li , Wei Xu , Jingjing Liu , Xianyuan Zhan , Ya-Qin Zhang

We are motivated by the real challenges presented in a human-robot system to develop new designs that are efficient at data level and with performance guarantees such as stability and optimality at systems level. Existing…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Xiang Gao , Jennie Si , Yue Wen , Minhan Li , He , Huang

The framework of decision-making, modeled as a Markov Decision Process (MDP), typically assumes a single objective. However, practical scenarios often involve tradeoffs between multiple objectives. We address this in the Linear Quadratic…

Optimization and Control · Mathematics 2025-01-16 Ali Jadbabaie , Devavrat Shah , Sean R. Sinclair

This paper investigates an infinite-horizon linear quadratic stochastic (LQS) optimal control problem for a class of continuous-time stochastic systems. By employing the technique of adaptive dynamic programming (ADP), we propose a novel…

Optimization and Control · Mathematics 2022-10-11 Heng Zhang