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It is well known that highly volatile control laws, while theoretically optimal for certain systems, are undesirable from an engineering perspective, being generally deleterious to the controlled system. In this article we are concerned…

Systems and Control · Electrical Eng. & Systems 2020-09-22 Avinash Mohan , Shie Mannor , Arman Kizilkale

Iterative linear quadratic regulator (iLQR) has gained wide popularity in addressing trajectory optimization problems with nonlinear system models. However, as a model-based shooting method, it relies heavily on an accurate system model to…

Machine Learning · Computer Science 2022-09-16 Zilong Cheng , Yulin Li , Kai Chen , Jun Ma , Tong Heng Lee

The principal task to control dynamical systems is to ensure their stability. When the system is unknown, robust approaches are promising since they aim to stabilize a large set of plausible systems simultaneously. We study linear…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Lenart Treven , Sebastian Curi , Mojmir Mutny , Andreas Krause

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 studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

We propose controller synthesis for state regulation problems in which a human operator shares control with an autonomy system, running in parallel. The autonomy system continuously improves over human action, with minimal intervention, and…

Systems and Control · Computer Science 2019-09-23 Murad Abu-Khalaf , Sertac Karaman , Daniela Rus

Reinforcement learning (RL) has been successfully used to solve many continuous control tasks. Despite its impressive results however, fundamental questions regarding the sample complexity of RL on continuous problems remain open. We study…

Machine Learning · Computer Science 2017-12-27 Stephen Tu , Benjamin Recht

A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…

Optimization and Control · Mathematics 2012-08-28 Jianhui Huang , Xun Li , Jiongmin Yong

In this paper, we study the linear quadratic (LQ) optimal control problem of linear systems with private input and measurement information. The main challenging lies in the unavailability of other regulators' historical input information.…

Optimization and Control · Mathematics 2023-05-29 Juanjuan Xu , Huanshui Zhang

This paper introduces an analytical framework for the derivation of hybrid equations of motion of a flexible quadrotor. This approach helps obtain rigid and elastic equations of motion simultaneously, in a decoupled form, which facilitates…

Systems and Control · Electrical Eng. & Systems 2020-12-11 Emre Eraslan , Yildiray Yildiz

We study linear-quadratic optimal control problems for Voterra systems, and problems that are linear-quadratic in the control but generally nonlinear in the state. In the case of linear-quadratic Volterra control, we obtain sharp necessary…

Optimization and Control · Mathematics 2021-01-14 S. A. Belbas

This paper discusses discretization methods for implementing nonlinear model predictive controllers using Iterative Linear Quadratic Regulator (ILQR). Finite-difference approximations are mostly used to derive a discrete-time state equation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Katsuya Shigematsu , Hikaru Hoshino , Eiko Furutani

Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…

Optimization and Control · Mathematics 2025-02-06 Anthony Hastir , Birgit Jacob , Hans Zwart

A Linear-quadratic optimal control problem is considered for mean-field stochastic differential equations with deterministic coefficients. By a variational method, the optimality system is derived, which turns out to be a linear mean-field…

Optimization and Control · Mathematics 2011-10-10 Jiongmin Yong

This work introduces a novel control strategy called Iterative Linear Quadratic Regulator for Iterative Tasks (i2LQR), which aims to improve closed-loop performance with local trajectory optimization for iterative tasks in a dynamic…

Systems and Control · Electrical Eng. & Systems 2023-09-08 Yifan Zeng , Suiyi He , Han Hoang Nguyen , Yihan Li , Zhongyu Li , Koushil Sreenath , Jun Zeng

In this paper, we present a method to control a quadrotor with a neural network trained using reinforcement learning techniques. With reinforcement learning, a common network can be trained to directly map state to actuator command making…

Robotics · Computer Science 2017-07-18 Jemin Hwangbo , Inkyu Sa , Roland Siegwart , Marco Hutter

In this paper, modification of the classical PID controller and development of open-loop control mechanisms to improve stability and robustness of a differential wheeled robot are discussed. To deploy the algorithm, a test platform has been…

Robotics · Computer Science 2021-11-09 Samet Oguten , Bilal Kabas

A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…

Optimization and Control · Mathematics 2016-07-01 J. J. Trujillo , V. M. Ungureanu

We study the problem of designing a state feedback linear quadratic Gaussian (LQG) controller for a system in which the system matrices as well as the process noise covariance are unknown. We do a rigorous comparison between two approaches.…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Mingxiang Liu , Damián Marelli , Minyue Fu , Qianqian Cai

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu
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