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We propose a new risk-constrained reformulation of the standard Linear Quadratic Regulator (LQR) problem. Our framework is motivated by the fact that the classical (risk-neutral) LQR controller, although optimal in expectation, might be…

Systems and Control · Electrical Eng. & Systems 2020-10-30 Anastasios Tsiamis , Dionysios S. Kalogerias , Luiz F. O. Chamon , Alejandro Ribeiro , George J. Pappas

This paper delves into designing stabilizing feedback control gains for continuous linear systems with unknown state matrix, in which the control is subject to a general structural constraint. We bring forth the ideas from reinforcement…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Sayak Mukherjee , Thanh Long Vu

We study linear quadratic dynamic games where players are uncertain about each other's control policies or goals and consequently seek to be strategically robust. Building on recent work on strategically robust and risk-averse game theory,…

Optimization and Control · Mathematics 2026-04-27 Boris Velasevic , Nicolas Lanzetti , Eric Mazumdar

First-order methods for quadratic optimization such as OSQP are widely used for large-scale machine learning and embedded optimal control, where many related problems must be rapidly solved. These methods face two persistent challenges:…

We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…

Optimization and Control · Mathematics 2017-09-18 Bin Zhou

When applying imitation learning techniques to fit a policy from expert demonstrations, one can take advantage of prior stability/robustness assumptions on the expert's policy and incorporate such control-theoretic prior knowledge…

Optimization and Control · Mathematics 2021-03-25 Aaron Havens , Bin Hu

In performative Reinforcement Learning (RL), an agent faces a policy-dependent environment: the reward and transition functions depend on the agent's policy. Prior work on performative RL has studied the convergence of repeated retraining…

Machine Learning · Computer Science 2025-05-12 Vasilis Pollatos , Debmalya Mandal , Goran Radanovic

Offline reinforcement learning (RL) presents a promising approach for learning reinforced policies from offline datasets without the need for costly or unsafe interactions with the environment. However, datasets collected by humans in…

Machine Learning · Computer Science 2024-03-12 Rui Yang , Han Zhong , Jiawei Xu , Amy Zhang , Chongjie Zhang , Lei Han , Tong Zhang

The Linear Quadratic Regulator (LQR) framework considers the problem of regulating a linear dynamical system perturbed by environmental noise. We compute the policy regret between three distinct control policies: i) the optimal online…

Optimization and Control · Mathematics 2020-02-10 Gautam Goel , Babak Hassibi

In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…

Optimization and Control · Mathematics 2022-01-13 Andrea Pesare , Michele Palladino , Maurizio Falcone

Policy robustness in Reinforcement Learning may not be desirable at any cost: the alterations caused by robustness requirements from otherwise optimal policies should be explainable, quantifiable and formally verifiable. In this work we…

Machine Learning · Computer Science 2023-12-12 Daniel Jarne Ornia , Licio Romao , Lewis Hammond , Manuel Mazo , Alessandro Abate

Robust imitation learning using disturbance injections overcomes issues of limited variation in demonstrations. However, these methods assume demonstrations are optimal, and that policy stabilization can be learned via simple augmentations.…

Robotics · Computer Science 2022-05-10 Hirotaka Tahara , Hikaru Sasaki , Hanbit Oh , Brendan Michael , Takamitsu Matsubara

This paper investigates the problem of designing control policies that satisfy high-level specifications described by signal temporal logic (STL) in unknown, stochastic environments. While many existing works concentrate on optimizing the…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Siqi Wang , Shaoyuan Li , Li Yin , Xiang Yin

Recent developments in Reinforcement learning have significantly enhanced sequential decision-making in uncertain environments. Despite their strong performance guarantees, most existing work has focused primarily on improving the…

Statistics Theory · Mathematics 2025-08-13 Bo Pan , Jianya Lu , Yafei Wang , Hao Li , Bei Jiang , Linglong Kong

Deep reinforcement learning agents achieve state-of-the-art performance in a wide range of simulated control tasks. However, successful applications to real-world problems remain limited. One reason for this dichotomy is because the learnt…

Machine Learning · Computer Science 2024-11-27 Rory Young , Nicolas Pugeault

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

Machine Learning · Statistics 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Igor Ladnik

Quantum control is concerned with the realisation of desired dynamics in quantum systems, serving as a linchpin for advancing quantum technologies and fundamental research. Analytic approaches and standard optimisation algorithms do not…

Quantum Physics · Physics 2025-05-29 Jan Ole Ernst , Aniket Chatterjee , Tim Franzmeyer , Axel Kuhn

The $Q$-learning algorithm is a simple and widely-used stochastic approximation scheme for reinforcement learning, but the basic protocol can exhibit instability in conjunction with function approximation. Such instability can be observed…

Machine Learning · Computer Science 2022-06-03 Andrea Zanette , Martin J. Wainwright