English
Related papers

Related papers: Stable Online Control of Linear Time-Varying Syste…

200 papers

This study presents the design, discretization and implementation of the continuous-time linear-quadratic model predictive control (CT-LMPC). The control model of the CT-LMPC is parameterized as transfer functions with time delays, and they…

Optimization and Control · Mathematics 2025-03-18 Zhanhao Zhang , Anders Hilmar Damm Christensen , Steen Hørsholt , John Bagterp Jørgensen

We study the problem of learning to stabilize (LTS) a linear time-invariant (LTI) system. Policy gradient (PG) methods for control assume access to an initial stabilizing policy. However, designing such a policy for an unknown system is one…

Machine Learning · Computer Science 2025-05-07 Leonardo F. Toso , Lintao Ye , James Anderson

In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Marko Nonhoff , Johannes Köhler , Matthias A. Müller

In this paper we address the problem of information-constrained optimal control for an interconnected system subject to one-step communication delays and power constraints. The goal is to minimize a finite-horizon quadratic cost by…

Systems and Control · Computer Science 2018-03-21 V. Causevic , P. Ugo Abara , S. Hirche

Time-distributed Optimization (TDO) is an approach for reducing the computational burden of Model Predictive Control (MPC). When using TDO, optimization iterations are distributed over time by maintaining a running solution estimate and…

Optimization and Control · Mathematics 2021-02-25 Dominic Liao-McPherson , Terrence Skibik , Jordan Leung , Ilya Kolmanovsky , Marco M. Nicotra

We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability properties are not enough in general to conclude stability…

Optimization and Control · Mathematics 2025-09-04 Jonathan de Brusse , Jamal Daafouz , Mathieu Granzotto , Romain Postoyan , Dragan Nesic

In this paper, we continue our study on a general time-inconsistent stochastic linear--quadratic (LQ) control problem originally formulated in [6]. We derive a necessary and sufficient condition for equilibrium controls via a flow of…

Portfolio Management · Quantitative Finance 2015-05-27 Ying Hu , Hanqing Jin , Xun Yu Zhou

System stabilization via policy gradient (PG) methods has drawn increasing attention in both control and machine learning communities. In this paper, we study their convergence and sample complexity for stabilizing linear time-invariant…

Optimization and Control · Mathematics 2023-09-15 Feiran Zhao , Xingyun Fu , Keyou You

This paper introduces a novel control framework to address the satisfaction of multiple time-varying output constraints in uncertain high-order MIMO nonlinear control systems. Unlike existing methods, which often assume that the constraints…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Farhad Mehdifar , Lars Lindemann , Charalampos P. Bechlioulis , Dimos V. Dimarogonas

This paper considers the online nonstochastic control problem of a linear time-invariant system under convex state and input constraints that need to be satisfied at all times. We propose an algorithm called Online Gradient Descent with…

Optimization and Control · Mathematics 2025-01-31 Nanfei Jiang , Spencer Hutchinson , Mahnoosh Alizadeh

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

In this paper, we study the problem of control of discrete-time linear time varying systems over uncertain channels. The uncertainty in the channels is modeled as a stochastic random variable. We use exponential mean square stability of the…

Optimization and Control · Mathematics 2014-09-01 Amit Diwadkar , Umesh Vaidya

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

Specific low-bitrate coding strategies are examined through their effect on LQ control performance. By limiting the subject to these methods, we are able to identify principles underlying coding for control; a subject of significant recent…

Optimization and Control · Mathematics 2020-04-09 Behrooz Amini , Robert R. Bitmead

This paper investigates the problem of regulating in real time a linear dynamical system to the solution trajectory of a time-varying constrained convex optimization problem. The proposed feedback controller is based on an adaptation of the…

Optimization and Control · Mathematics 2021-09-13 Gianluca Bianchin , Jorge Cortes , Jorge I. Poveda , Emiliano Dall'Anese

We consider the problem of designing a feedback controller that guides the input and output of a linear time-invariant system to a minimizer of a convex optimization problem. The system is subject to an unknown disturbance that determines…

Optimization and Control · Mathematics 2018-10-10 Liam S. P. Lawrence , Zachary E. Nelson , Enrique Mallada , John W. Simpson-Porco

This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…

Optimization and Control · Mathematics 2020-11-11 Kai Du , Qingxin Meng , Fu Zhang

This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with quadratic constraints, significantly increases the…

Optimization and Control · Mathematics 2024-11-19 Dawei Liu , Juanjuan Xu , huanshui Zhang

We consider online convex optimization with time-varying constraints and conduct performance analysis using two stringent metrics: dynamic regret with respect to the online solution benchmark, and hard constraint violation that does not…

Machine Learning · Computer Science 2025-01-15 Juncheng Wang , Bingjie Yan , Yituo Liu

This paper studies distributed Q-learning for Linear Quadratic Regulator (LQR) in a multi-agent network. The existing results often assume that agents can observe the global system state, which may be infeasible in large-scale systems due…

Multiagent Systems · Computer Science 2020-12-24 Hang Wang , Sen Lin , Hamid Jafarkhani , Junshan Zhang