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Related papers: LQR with Tracking: A Zeroth-order Approach and Its…

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Direct data-driven optimal control provides an elegant end-to-end paradigm, yet its real-time applicability is often hindered by the growing dimensionality of online decision variables. Recent breakthroughs, notably Data-EnablEd Policy…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Shubo Kang , Keyou You

In this paper, we investigate a data-driven framework to solve Linear Quadratic Regulator (LQR) problems when the dynamics is unknown, with the additional challenge of providing stability certificates for the overall learning and control…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Lorenzo Sforni , Guido Carnevale , Ivano Notarnicola , Giuseppe Notarstefano

Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

Optimization and Control · Mathematics 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…

Systems and Control · Computer Science 2018-09-18 Forrest Laine , Claire Tomlin

We consider transport processes that are modeled by first order hyperbolic partial differential equations. Our goal is to find a full state feedback that makes a given reference profile locally asymptotically stable. To accomplish this we…

Optimization and Control · Mathematics 2025-08-22 Arthur J. Krener

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Aren Karapetyan , Diego Bolliger , Anastasios Tsiamis , Efe C. Balta , John Lygeros

Consider a discrete-time Linear Quadratic Regulator (LQR) problem solved using policy gradient descent when the system matrices are unknown. The gradient is transmitted across a noisy channel over a finite time horizon using analog…

Optimization and Control · Mathematics 2025-07-22 Ashwin Verma , Aritra Mitra , Lintao Ye , Vijay Gupta

Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…

General Mathematics · Mathematics 2007-05-23 Alexander Bolonkin , Robert Sierakowski

This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

Optimization and Control · Mathematics 2024-03-04 Deyue Li

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

Robotics · Computer Science 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

The linear quadratic regulator (LQR) problem is a cornerstone of automatic control, and it has been widely studied in the data-driven setting. The various data-driven approaches can be classified as indirect (i.e., based on an identified…

Optimization and Control · Mathematics 2021-09-15 Florian Dörfler , Pietro Tesi , Claudio De Persis

We study the distributed Linear Quadratic Gaussian (LQG) control problem in discrete-time and finite-horizon, where the controller depends linearly on the history of the outputs and it is required to lie in a given subspace, e.g. to possess…

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

Risk-aware control, though with promise to tackle unexpected events, requires a known exact dynamical model. In this work, we propose a model-free framework to learn a risk-aware controller with a focus on the linear system. We formulate it…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Feiran Zhao , Keyou You

We consider the Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. Such a setup facilitates examining the implications of a natural initial-state independent…

Systems and Control · Electrical Eng. & Systems 2019-07-31 Jingjing Bu , Afshin Mesbahi , Maryam Fazel , Mehran Mesbahi

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

In order to perform highly dynamic and agile maneuvers, legged robots typically spend time in underactuated domains (e.g. with feet off the ground) where the system has limited command of its acceleration and a constrained amount of time…

Robotics · Computer Science 2024-03-06 James Zhu , J. Joe Payne , Aaron M. Johnson

The main objective of this research paper is to investigate the local convergence characteristics of Model-agnostic Meta-learning (MAML) when applied to linear system quadratic optimal control (LQR). MAML and its variations have become…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Negin Musavi , Geir E. Dullerud

We introduce a new problem setting for continuous control called the LQR with Rich Observations, or RichLQR. In our setting, the environment is summarized by a low-dimensional continuous latent state with linear dynamics and quadratic…

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…

Optimization and Control · Mathematics 2024-04-16 Lechen Feng , Yuan-Hua Ni

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…

Optimization and Control · Mathematics 2023-03-21 Shokichi Takakura , Kazuhiro Sato