Related papers: On Approximating Polynomial-Quadratic Regulator Pr…
This paper deals with the stabilization problem for nonlinear control-affine systems with the use of oscillating feedback controls. We assume that the local controllability around the origin is guaranteed by the rank condition with Lie…
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…
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…
Controllability and observability energy functions play a fundamental role in model order reduction and are inherently connected to optimal control problems. For linear dynamical systems the energy functions are known to be quadratic…
In [1], the distributed linear-quadratic problem with fixed communication topology (DFT-LQ) and the sparse feedback LQ problem (SF-LQ) are formulated into a nonsmooth and nonconvex optimization problem with affine constraints. Moreover, a…
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…
We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…
The Linear Quadratic Regulator (LQR), which is arguably the most classical problem in control theory, was recently related to kernel methods in (Aubin-Frankowski, SICON, 2021) for finite dimensional systems. We show that this result extends…
We investigate the problem of learning linear quadratic regulators (LQR) in a multi-task, heterogeneous, and model-free setting. We characterize the stability and personalization guarantees of a policy gradient-based (PG) model-agnostic…
We consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under the assumption that system parameters are unknown. To solve the problem in the model free setting, we propose the…
In this paper we study the quadratic regulator problem for a process governed by a Volterra integral equation in ${\mathbb R}^n$. Our main goal is the proof that it is possible to associate a Riccati differential equation to this quadratic…
One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to provide the desired feedback controls for linear quadratic…
This paper studies the inverse optimal control problem for continuous-time linear quadratic regulators over finite-time horizon, aiming to reconstruct the control, state, and terminal cost matrices in the objective function from observed…
In this paper, we introduce a reduced order model-based reinforcement learning (MBRL) approach, utilizing the Iterative Linear Quadratic Regulator (ILQR) algorithm for the optimal control of nonlinear partial differential equations (PDEs).…
This paper is concerned with optimal control of stochastic fully coupled forward-backward linear quadratic (FBLQ) problems with indefinite control weight costs. In order to obtain the state feedback representation of the optimal control, we…
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…
The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…
We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and…
Robust global stabilization of nonlinear systems by observer-based feedback controllers is a challenging task. This article investigates the problem of designing observer-based stabilizing controllers for incrementally quadratic nonlinear…
Linear time-invariant control systems can be considered as finitely generated modules over the commutative principal ideal ring $\mathbb{R}[\frac{d}{dt}]$ of linear differential operators with respect to the time derivative. The Kalman…