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In this paper we consider the distributed linear quadratic control problem for networks of agents with single integrator dynamics. We first establish a general formulation of the distributed LQ problem and show that the optimal control gain…

Optimization and Control · Mathematics 2019-05-14 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

Continuous state spaces and stochastic, switching dynamics characterize a number of rich, realworld domains, such as robot navigation across varying terrain. We describe a reinforcementlearning algorithm for learning in these domains and…

Machine Learning · Computer Science 2012-06-18 Emma Brunskill , Bethany Leffler , Lihong Li , Michael L. Littman , Nicholas Roy

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

Systems and Control · Computer Science 2021-08-05 Félix A. Miranda , Fernando Castaños , Alexander Poznyak

In modern machine learning, models can often fit training data in numerous ways, some of which perform well on unseen (test) data, while others do not. Remarkably, in such cases gradient descent frequently exhibits an implicit bias that…

Machine Learning · Computer Science 2024-06-04 Noam Razin , Yotam Alexander , Edo Cohen-Karlik , Raja Giryes , Amir Globerson , Nadav Cohen

In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…

Optimization and Control · Mathematics 2023-11-27 Stephan Dempe , Markus Friedemann , Felix Harder , Patrick Mehlitz , Gerd Wachsmuth

We present a method to generate a robot control strategy that maximizes the probability to accomplish a task. The task is given as a Linear Temporal Logic (LTL) formula over a set of properties that can be satisfied at the regions of a…

Optimization and Control · Mathematics 2015-03-19 Xu Chu Ding , Stephen L. Smith , Calin Belta , Daniela Rus

We study the sample efficiency of domain randomization and robust control for the benchmark problem of learning the linear quadratic regulator (LQR). Domain randomization, which synthesizes controllers by minimizing average performance over…

Systems and Control · Electrical Eng. & Systems 2025-02-19 Tesshu Fujinami , Bruce D. Lee , Nikolai Matni , George J. Pappas

The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all…

Machine Learning · Computer Science 2020-05-04 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

Reinforcement learning is a model-free optimal control method that optimizes a control policy through direct interaction with the environment. For reaching tasks that end in regulation, popular discrete-action methods are not well suited…

Robotics · Computer Science 2021-06-23 Wouter Caarls

In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…

Optimization and Control · Mathematics 2014-02-17 Ather Gattami

We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…

Optimization and Control · Mathematics 2017-09-18 Bin Zhou

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

This paper investigates the asymptotic behavior of the solution to a linear-quadratic stochastic optimal control problems. The so-called probability cell problem is introduced the first time. It serves as the probability interpretation of…

Optimization and Control · Mathematics 2026-02-25 Jiamin Jian , Sixian Jin , Qingshuo Song , Jiongmin Yong

Optimal control is often used in robotics for planning a trajectory to achieve some desired behavior, as expressed by the cost function. Most works in optimal control focus on finding a single optimal trajectory, which is then typically…

Robotics · Computer Science 2021-08-24 Teguh Santoso Lembono , Sylvain Calinon

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

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann

We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…

Machine Learning · Statistics 2025-02-05 Lucky Li

A promising method for constructing a data-driven output-feedback control law involves the construction of a model-free observer. The Linear Quadratic Regulator (LQR) optimal control policy can then be obtained by both policy-iteration (PI)…

Optimization and Control · Mathematics 2025-09-24 Liquan Lin , Haoyan Lin , Jie Huang

This paper delves into designing stabilizing feedback control gains for continuous linear systems with unknown state matrix, in which the control is subject to a general structural constraint. We bring forth the ideas from reinforcement…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Sayak Mukherjee , Thanh Long Vu

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

Optimization and Control · Mathematics 2019-06-05 Jack Umenberger , Mina Ferizbegovic , Thomas B. Schön , Håkan Hjalmarsson
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