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Policy optimization (PO) is a key ingredient for reinforcement learning (RL). For control design, certain constraints are usually enforced on the policies to optimize, accounting for either the stability, robustness, or safety concerns on…

Optimization and Control · Mathematics 2021-02-16 Kaiqing Zhang , Bin Hu , Tamer Başar

We present an approach to identify a quasi Linear Parameter Varying (qLPV) model of a plant, with the qLPV model guaranteed to admit a robust control invariant (RCI) set. It builds upon the concurrent synthesis framework presented in [1],…

Optimization and Control · Mathematics 2025-05-13 Sampath Kumar Mulagaleti , Alberto Bemporad

In this paper, we study a transfer learning framework for Linear Quadratic Regulator (LQR) control, where (i) the dynamics of the system of interest (target system) are unknown and only a short trajectory of impulse responses from the…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Taosha Guo , Fabio Pasqualetti

We formulate and solve a discrete-time linear-quadratic regulation (LQR) problem in a finite horizon that penalizes temporal variability and stochastic variability of the state trajectory. Our approach enables the user to strike a balance…

Optimization and Control · Mathematics 2026-03-26 Chuanning Wei , Kin Fung Li , Dionysis Kalogerias , Margaret P. Chapman

The aim in this paper is to apply the iLQR, iterative Linear Quadratic Regulator, to control the movement of a mobile robot following an already defined trajectory. This control strategy has proven its utility for nonlinear systems. As…

Systems and Control · Electrical Eng. & Systems 2024-04-30 Ayoub Aaqaoui , Yousif Mohammed Elsheikh Mohammed

Understanding the optimization landscape of linear quadratic regulation (LQR) problems is fundamental to the design of efficient reinforcement learning solutions. Recent work has made significant progress in characterizing the landscape of…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Jingliang Duan , Jie Li , Yinsong Ma , Liye Tang , Guofa Li , Liping Zhang , Shengbo Eben Li , Lin Zhao

In this paper, two Q-learning (QL) methods are proposed and their convergence theories are established for addressing the model-free optimal control problem of general nonlinear continuous-time systems. By introducing the Q-function for…

Systems and Control · Computer Science 2014-10-14 Biao Luo , Derong Liu , Tingwen Huang

The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and $H_\infty$ optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as…

Quantum Physics · Physics 2016-11-15 Lei Cui , Zhiyuan Dong , Guofeng Zhang , Heung Wing Joseph Lee

Policy evaluation or value function or Q-function approximation is a key procedure in reinforcement learning (RL). It is a necessary component of policy iteration and can be used for variance reduction in policy gradient methods. Therefore…

Machine Learning · Computer Science 2017-10-17 Xinyan Yan , Krzysztof Choromanski , Byron Boots , Vikas Sindhwani

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…

Optimization and Control · Mathematics 2018-11-13 Benjamin Recht

Linear-quadratic regulator (LQR) is a landmark problem in the field of optimal control, which is the concern of this paper. Generally, LQR is classified into state-feedback LQR (SLQR) and output-feedback LQR (OLQR) based on whether the full…

Optimization and Control · Mathematics 2024-04-16 Lechen Feng , Yuan-Hua Ni

We adapt reinforcement learning (RL) methods for continuous control to bridge the gap between complete ignorance and perfect knowledge of the environment. Our method, Partial Knowledge Least Squares Policy Iteration (PLSPI), takes…

Systems and Control · Electrical Eng. & Systems 2024-03-27 Shuyuan Wang , Philip D. Loewen , Nathan P. Lawrence , Michael G. Forbes , R. Bhushan Gopaluni

Control of networked systems, comprised of interacting agents, is often achieved through modeling the underlying interactions. Constructing accurate models of such interactions--in the meantime--can become prohibitive in applications.…

Systems and Control · Electrical Eng. & Systems 2023-11-17 Siavash Alemzadeh , Shahriar Talebi , Mehran Mesbahi

This paper investigates recursive feasibility, recursive robust stability and near-optimality properties of policy iteration (PI). For this purpose, we consider deterministic nonlinear discrete-time systems whose inputs are generated by PI…

Optimization and Control · Mathematics 2022-10-27 Mathieu Granzotto , Olivier Lindamulage De Silva , Romain Postoyan , Dragan Nesic , Zhong-Ping Jiang

The standard version of the policy iteration (PI) algorithm fails for semicontinuous models, that is, for models with lower semicontinuous one-step costs and weakly continuous transition law. This is due to the lack of continuity properties…

Optimization and Control · Mathematics 2023-07-17 Óscar Vega-Amaya , Fernando Luque-Vásquez

Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Samuel Balula , Efe C. Balta , Dominic Liao-McPherson , Alisa Rupenyan , John Lygeros

In reinforcement learning (RL), Q-learning is a fundamental algorithm whose convergence is guaranteed in the tabular setting. However, this convergence guarantee does not hold under linear function approximation. To overcome this…

Machine Learning · Computer Science 2026-02-04 Hyukjun Yang , Han-Dong Lim , Donghwan Lee

Distributed optimal control is known to be challenging and can become intractable even for linear-quadratic regulator problems. In this work, we study a special class of such problems where distributed state feedback controllers can give…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Johan Olsson , Runyu Zhang , Emma Tegling , Na Li

The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…

Optimization and Control · Mathematics 2026-03-17 Haoran Li , Xun Li , Yuan-Hua Ni , Xuebo Zhang

We present an algorithm for local, regularized, policy improvement in reinforcement learning (RL) that allows us to formulate model-based and model-free variants in a single framework. Our algorithm can be interpreted as a natural extension…