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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

This article presents an error-state Linear Quadratic Regulator (LQR) formulation for robust trajectory tracking in quadrotor Unmanned Aerial Vehicles (UAVs). The proposed approach leverages error-state dynamics and employs exponential…

Robotics · Computer Science 2025-01-28 Micah Reich

This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Peter A. Fisher , Anuradha M. Annaswamy

Optimal control theory and machine learning techniques are combined to formulate and solve in closed form an optimal control formulation of online learning from supervised examples with regularization of the updates. The connections with…

Optimization and Control · Mathematics 2016-12-15 Giorgio Gnecco , Alberto Bemporad , Marco Gori , Marcello Sanguineti

This work presents an algorithmic scheme for solving the infinite-time constrained linear quadratic regulation problem. We employ an accelerated version of a popular proximal gradient scheme, commonly known as the Forward-Backward Splitting…

Optimization and Control · Mathematics 2015-01-20 Giorgos Stathopoulos , Milan Korda , Colin N. Jones

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

We present a model-based globally convergent policy gradient method (PGM) for linear quadratic Gaussian (LQG) control. Firstly, we establish equivalence between optimizing dynamic output feedback controllers and designing a static feedback…

Optimization and Control · Mathematics 2024-02-27 Tomonori Sadamoto , Fumiya Nakamata

Domain randomization (DR) enables sim-to-real transfer by training controllers on a distribution of simulated environments, with the goal of achieving robust performance in the real world. Although DR is widely used in practice and is often…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Tesshu Fujinami , Bruce D. Lee , Nikolai Matni , George J. Pappas

We study the global convergence of generative adversarial imitation learning for linear quadratic regulators, which is posed as minimax optimization. To address the challenges arising from non-convex-concave geometry, we analyze the…

Machine Learning · Computer Science 2019-01-15 Qi Cai , Mingyi Hong , Yongxin Chen , Zhaoran Wang

We consider an LQR optimal control problem with partially unknown dynamics. We propose a new model-based online algorithm to obtain an approximation of the dynamics $and$ the control at the same time during a single simulation.

Numerical Analysis · Mathematics 2021-05-31 Agnese Pacifico , Andrea Pesare , Maurizio Falcone

This paper presents a data-driven solution to the discrete-time infinite horizon LQR problem. The state feedback gain is computed directly from a batch of input and state data collected from the plant. Simulation examples illustrate the…

Optimization and Control · Mathematics 2021-04-12 Gustavo R. Gonçalves da Silva , Alexandre S. Bazanella , Lucíola Campstrini

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

We study the global linear convergence of policy gradient (PG) methods for finite-horizon continuous-time exploratory linear-quadratic control (LQC) problems. The setting includes stochastic LQC problems with indefinite costs and allows…

Optimization and Control · Mathematics 2024-03-05 Michael Giegrich , Christoph Reisinger , Yufei Zhang

This paper studies data-driven approaches to the continuous-time linear quadratic regulator (LQR) problem based on two existing parameterizations, namely a closed-loop (CL) parameterization from behavioral system theory and an integral…

Optimization and Control · Mathematics 2026-05-01 Armin Gießler , Felix Thömmes , Sören Hohmann

This paper studies a continuous-time stochastic linear-quadratic (SLQ) optimal control problem on infinite-horizon. A data-driven policy iteration algorithm is proposed to solve the SLQ problem. Without knowing three system coefficient…

Optimization and Control · Mathematics 2022-09-30 Heng Zhang , Na Li

Given a finite-dimensional time continuous control system and $\varepsilon>0$, we address the question of the existence of controls that maintain the corresponding state trajectories in the $\varepsilon$-neighborhood of any prescribed path…

Optimization and Control · Mathematics 2025-11-18 Manuel Rissel , Marius Tucsnak

It is known that reinforcement learning (RL) is data-hungry. To improve sample-efficiency of RL, it has been proposed that the learning algorithm utilize data from 'approximately similar' processes. However, since the process models are…

Machine Learning · Computer Science 2025-11-24 Vinay Kanakeri , Shivam Bajaj , Ashwin Verma , Vijay Gupta , Aritra Mitra

This paper studies the finite-horizon linear quadratic regulation problem where the dynamics of the system are assumed to be unknown and the state is accessible. Information on the system is given by a finite set of input-state data, where…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Monica Rotulo , Claudio De Persis , Pietro Tesi

In this paper, we address Linear Quadratic Regulator (LQR) problems through a novel iterative algorithm named EXtremum-seeking Policy iteration LQR (EXP-LQR). The peculiarity of EXP-LQR is that it only needs access to a truncated…

Optimization and Control · Mathematics 2025-06-13 Guido Carnevale , Nicola Mimmo , Giuseppe Notarstefano

This technical report is concerned with the convergence properties of what we call the split optimal policy iteration for coupled LQR problems; see section 3.1 in the manuscript. Interestingly, the iteration shows different convergence…

Optimization and Control · Mathematics 2014-04-22 Péter Koltai
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