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This paper proposes a differentiable robust LQR layer for reinforcement learning and imitation learning under model uncertainty and stochastic dynamics. The robust LQR layer can exploit the advantages of robust optimal control and…

Robotics · Computer Science 2021-06-11 Ngo Anh Vien , Gerhard Neumann

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…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Jintao Sun , Michael Cantoni

This paper introduces an innovative approach based on policy iteration (PI), a reinforcement learning (RL) algorithm, to obtain an optimal observer with a quadratic cost function. This observer is designed for systems with a given…

Systems and Control · Electrical Eng. & Systems 2023-11-29 Soroush Asri , Luis Rodrigues

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and…

Optimization and Control · Mathematics 2023-11-02 Bahar Taşkesen , Dan A. Iancu , Çağıl Koçyiğit , Daniel Kuhn

This paper addresses the joint state estimation and control problems for unknown linear time-invariant systems subject to both process and measurement noise. The aim is to redesign the linear quadratic Gaussian (LQG) controller based solely…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Wenjie Liu , Jian Sun , Gang Wang , Francesco Bullo , Jie Chen

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Machine Learning · Computer Science 2018-05-25 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

This paper discusses learning a structured feedback control to obtain sufficient robustness to exogenous inputs for linear dynamic systems with unknown state matrix. The structural constraint on the controller is necessary for many…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Sayak Mukherjee , Thanh Long Vu

Recent strides in nonlinear model predictive control (NMPC) underscore a dependence on numerical advancements to efficiently and accurately solve large-scale problems. Given the substantial number of variables characterizing typical…

Robotics · Computer Science 2024-06-04 Wilson Jallet , Ewen Dantec , Etienne Arlaud , Justin Carpentier , Nicolas Mansard

We study the convergence of model-based policy gradient for the deterministic, scalar, discounted linear-quadratic regulator when the controller is an overparameterized one-hidden-layer ReLU network without biases. Although the optimal LQR…

Optimization and Control · Mathematics 2026-04-27 Jhojan A. Rodriguez-Gil , César A. Uribe

Feedback control problems involving autonomous quadratic systems are prevalent, yet there are only a limited number of software tools available for approximating their solution due to the complexity of the problem. This paper represents a…

Optimization and Control · Mathematics 2019-10-09 Jeff Borggaard , Lizette Zietsman

The purpose of this paper is to close the remaining gaps in the understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of…

Optimization and Control · Mathematics 2014-04-08 Augusto Ferrante , Lorenzo Ntogramatzidis

The quadratic optimal state feedback (LQR) is one of the most popular designs for linear systems and succeeds via the solution of the algebraic Riccati equation. The situation is different in the case of non-linear systems: the Riccati…

Optimization and Control · Mathematics 2024-01-30 Boris Lohmann , Joscha Bongard

In this paper, an extension of a linear control design for hyperbolic linear partial differential equations is presented for a first-order traffic flow model. Starting from the Lighthill-Whitham-Richards (LWR) model, variable speed limit…

Systems and Control · Electrical Eng. & Systems 2024-03-06 Brian Block , Stephanie Stockar

In this paper, we propose a structured linear parameterization of a feedback policy to solve the model-free stochastic optimal control problem. This parametrization is corroborated by a decoupling principle that is shown to be near-optimal…

Optimization and Control · Mathematics 2020-02-19 Karthikeya S Parunandi , Aayushman Sharma , Suman Chakravorty , Dileep Kalathil

This paper studies the problem of steering a linear time-invariant system subject to state and input constraints towards a goal location that may be inferred only through partial observations. We assume mixed-observable settings, where the…

Optimization and Control · Mathematics 2022-11-22 Ugo Rosolia , Yuxiao Chen , Shreyansh Daftry , Masahiro Ono , Yisong Yue , Aaron D. Ames

The accurate prediction of smooth steering inputs is crucial for automotive applications because control actions with jitter might cause the vehicle system to become unstable. To address this problem in automobile lane-keeping control…

Computer Vision and Pattern Recognition · Computer Science 2024-12-18 Der-Hau 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

We consider the problem of controlling a Linear Quadratic Regulator (LQR) system over a finite horizon $T$ with fixed and known cost matrices $Q,R$, but unknown and non-stationary dynamics $\{A_t, B_t\}$. The sequence of dynamics matrices…

Machine Learning · Computer Science 2022-03-21 Yuwei Luo , Varun Gupta , Mladen Kolar

This paper presents a simulation-based comparison between the two controllers, Proportional Integral Derivative (PID), a classical controller and Linear Quadratic Regulator (LQR), an optimal controller, for a linearized quadrotor model. To…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Prathamesh Saraf , Manan Gupta , Alivelu Manga Parimi

We introduce the lookahead-bounded Q-learning (LBQL) algorithm, a new, provably convergent variant of Q-learning that seeks to improve the performance of standard Q-learning in stochastic environments through the use of ``lookahead'' upper…

Machine Learning · Computer Science 2020-06-30 Ibrahim El Shar , Daniel R. Jiang