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In this paper, we present a novel method to drive a nonlinear system to a desired state, with limited a priori knowledge of its dynamic model: local dynamics at a single point and the bounds on the rate of change of these dynamics. This…

Optimization and Control · Mathematics 2025-08-08 Yiming Meng , Taha Shafa , Jesse Wei , Melkior Ornik

Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its…

Systems and Control · Electrical Eng. & Systems 2023-04-10 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

The aim in this paper is to apply the iLQR, iterative Linear Quadratic Regulator, to control the movement of a mobile robot following an already defined trajectory. This control strategy has proven its utility for nonlinear systems. As…

Systems and Control · Electrical Eng. & Systems 2024-04-30 Ayoub Aaqaoui , Yousif Mohammed Elsheikh Mohammed

In this paper, we study a general online linear programming problem whose formulation encompasses many practical dynamic resource allocation problems, including internet advertising display applications, revenue management, various routing,…

Data Structures and Algorithms · Computer Science 2015-03-20 Patrick Jaillet , Xin Lu

We present an iterative approach for planning and controlling motions of underactuated robots with uncertain dynamics. At its core, there is a learning process which estimates the perturbations induced by the model uncertainty on the active…

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

In recent years, stabilizing unknown dynamical systems has became a critical problem in control systems engineering. Addressing this for linear time-invariant (LTI) systems is an essential fist step towards solving similar problems for more…

Optimization and Control · Mathematics 2025-08-08 Xinpei Zhang , Guangyan Jia

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…

Optimization and Control · Mathematics 2019-06-25 Horia Mania , Stephen Tu , Benjamin Recht

This work examines the optimal covariance steering problem for systems subject to unknown parameters that enter multiplicatively with the state and control, in addition to additive disturbances. In contrast to existing works, the unknown…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Jacob W. Knaup , Panagiotis Tsiotras

We propose a new framework to design controllers for high-dimensional nonlinear systems. The control is designed through the iterative linear quadratic regulator (ILQR), an algorithm that computes control by iteratively applying the linear…

Optimization and Control · Mathematics 2021-10-12 Yizhe Huang , Boris Kramer

This paper concerns a class of uncertain linear quantum systems subject to quadratic perturbations in the system Hamiltonian. A small gain approach is used to evaluate the performance of the given quantum system. In order to get improved…

Systems and Control · Computer Science 2015-08-12 Chengdi Xiang , Ian R. Petersen , Daoyi Dong

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

Two central problems in modern control theory are the controller design problem: which deals with designing a control law for the dynamical system, and the state estimation problem (observer design problem): which deals with computing an…

Optimization and Control · Mathematics 2023-08-31 Midhun T. Augustine

Linear-Quadratic-Gaussian (LQG) control is concerned with the design of an optimal controller and estimator for linear Gaussian systems with imperfect state information. Standard LQG assumes the set of sensor measurements, to be fed to the…

Optimization and Control · Mathematics 2020-05-18 Vasileios Tzoumas , Luca Carlone , George J. Pappas , Ali Jadbabaie

We investigate a Linear-Quadratic-Gaussian (LQG) control and sensing co-design problem, where one jointly designs sensing and control policies. We focus on the realistic case where the sensing design is selected among a finite set of…

Optimization and Control · Mathematics 2020-05-20 Vasileios Tzoumas , Luca Carlone , George J. Pappas , Ali Jadbabaie

This paper addresses the problem of distributed coordination control for multi-robot systems (MRSs) in the presence of localization uncertainty using a Linear Quadratic Gaussian (LQG) approach. We introduce a stochastic LQG control strategy…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Tohid Kargar Tasooji , Sakineh Khodadadi

We study the value of stochastic predictions in online optimal control with random disturbances. Prior work provides performance guarantees based on prediction error but ignores the stochastic dependence between predictions and…

Optimization and Control · Mathematics 2025-06-06 Yiheng Lin , Christopher Yeh , Zaiwei Chen , Adam Wierman

A novel method of an adaptive linear quadratic (LQ) regulation of uncertain continuous linear time-invariant systems is proposed. Such an approach is based on the direct self-tuning regulators design framework and the exponentially stable…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

In the present work, a simple algorithm for stabilizing an unknown linear time-invariant system is proposed, assuming only that this system is stabilizable. The suggested algorithm is based on first performing a partial identification of…

Optimization and Control · Mathematics 2022-11-14 Dennis Gramlich , Christian Ebenbauer

Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadratic Gaussian (LQG) is a widely-used setting, where the…

Systems and Control · Electrical Eng. & Systems 2022-10-26 Solomon Goldgraber Casspi , Oliver Husser , Guy Revach , Nir Shlezinger
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