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We consider policy gradient algorithms for the indefinite least squares stationary optimal control, e.g., linear-quadratic-regulator (LQR) with indefinite state and input penalization matrices. Such a setup has important applications in…

Optimization and Control · Mathematics 2020-02-13 Jingjing Bu , Mehran Mesbahi

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

Policy gradient (PG) methods are the backbone of many reinforcement learning algorithms due to their good performance in policy optimization problems. As a gradient-based approach, PG methods typically rely on knowledge of the system…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Bowen Song , Andrea Iannelli

We study the convergence of deterministic policy gradient algorithms in continuous state and action space for the prototypical Linear Quadratic Regulator (LQR) problem when the search space is not limited to the family of linear policies.…

Optimization and Control · Mathematics 2021-12-15 Craig Xu Chen , Andrea Agazzi

We consider the task of learning to control a linear dynamical system under fixed quadratic costs, known as the Linear Quadratic Regulator (LQR) problem. While model-free approaches are often favorable in practice, thus far only model-based…

Machine Learning · Computer Science 2021-02-26 Asaf Cassel , Tomer Koren

Consider a linear quadratic regulator (LQR) problem being solved in a model-free manner using the policy gradient approach. If the gradient of the quadratic cost is being transmitted across a rate-limited channel, both the convergence and…

Optimization and Control · Mathematics 2024-09-20 Lintao Ye , Aritra Mitra , Vijay Gupta

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…

Optimization and Control · Mathematics 2024-06-04 Leonardo F. Toso , Donglin Zhan , James Anderson , Han Wang

In this work we study the convergence of gradient methods for nonconvex optimization problems -- specifically the effect of the problem formulation to the convergence behavior of the solution of a gradient flow. We show through a simple…

Optimization and Control · Mathematics 2025-10-03 Moh Kamalul Wafi , Arthur Castello B. de Oliveira , Eduardo D. Sontag

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

Owing to the growth of interest in Reinforcement Learning in the last few years, gradient based policy control methods have been gaining popularity for Control problems as well. And rightly so, since gradient policy methods have the…

Machine Learning · Computer Science 2021-12-01 Santanu Rathod , Manoj Bhadu , Abir De

Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Gabriel Diaz , Lucky Li , Wenhao Zhang

We revisit in this paper the discrete-time linear quadratic regulator (LQR) problem from the perspective of receding-horizon policy gradient (RHPG), a newly developed model-free learning framework for control applications. We provide a…

Optimization and Control · Mathematics 2024-02-02 Xiangyuan Zhang , Tamer Başar

This paper presents a pioneering approach to solving the linear quadratic regulation (LQR) and linear quadratic tracking (LQT) problems with constrained inputs using a novel off-policy continuous-time Q-learning framework. The proposed…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Duc Cuong Nguyen , Quang Huy Dao , Phuong Nam Dao

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

We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…

Systems and Control · Electrical Eng. & Systems 2020-06-17 Jingjing Bu , Afshin Mesbahi , Mehran Mesbahi

Motivated by the growing use of artificial intelligence (AI) tools in control design, this paper analyses the intersection between results from gradient methods for the model-free linear quadratic regulator (LQR), and linear feedforward…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Arthur Castello B. de Oliveira , Milad Siami , Eduardo D. Sontag

A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…

Optimization and Control · Mathematics 2025-07-08 Vincent Roulet , Siddhartha Srinivasa , Maryam Fazel , Zaid Harchaoui

This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…

Optimization and Control · Mathematics 2021-03-16 Bo Pang , Zhong-Ping Jiang

Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…

Optimization and Control · Mathematics 2025-06-17 Weijian Li , Panagiotis Kounatidis , Zhong-Ping Jiang , Andreas A. Malikopoulos
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