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Iterative linear quadratic regulator (iLQR) has gained wide popularity in addressing trajectory optimization problems with nonlinear system models. However, as a model-based shooting method, it relies heavily on an accurate system model to…

Machine Learning · Computer Science 2022-09-16 Zilong Cheng , Yulin Li , Kai Chen , Jun Ma , Tong Heng Lee

This paper offers a unified perspective on different approaches to the solution of optimal control problems through the lens of constrained sequential quadratic programming. In particular, it allows us to find the relationships between…

Optimization and Control · Mathematics 2025-10-07 Abhijeet , Suman Chakravorty

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

This work addresses the problem of risk-sensitive control for nonlinear systems with imperfect state observations, extending results for the linear case. In particular, we derive an algorithm that can compute local solutions with…

Optimization and Control · Mathematics 2021-10-22 Bilal Hammoud , Armand Jordana , Ludovic Righetti

We study a linear-quadratic, optimal control problem on a discrete, finite time horizon with distributional ambiguity, in which the cost is assessed via Conditional Value-at-Risk (CVaR). We take steps toward deriving a scalable dynamic…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Margaret P. Chapman , Laurent Lessard

In this paper we design a novel class of online distributed optimization algorithms leveraging control theoretical techniques. We start by focusing on quadratic costs, and assuming to know an internal model of their variation. In this…

Optimization and Control · Mathematics 2026-01-21 Wouter J. A. van Weerelt , Nicola Bastianello

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

This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…

Systems and Control · Computer Science 2018-09-11 Dan Yu , Mohammandhussen Rafieisakhaei , Suman Chakravorty

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

We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Alexandros Tanzanakis , John Lygeros

In this paper a decentralized control algorithm for systems composed of $N$ dynamically decoupled agents, coupled by feasibility constraints, is presented. The control problem is divided into $N$ optimal control sub-problems and a…

Multiagent Systems · Computer Science 2017-02-28 Ugo Rosolia , Francesco Braghin , Andrew G. Alleyne , Stijn De Bruyne , Edoardo Sabbioni

A New theoretical formalism for the optimal quantum control has been presented. The approach stems from the consideration of describing the time-dependent quantum system in terms of the real physical observables, viz., the probability…

Chemical Physics · Physics 2015-06-26 Bijoy K. Dey

Unmanned Aerial Vehicles need an online path planning capability to move in high-risk missions in unknown and complex environments to complete them safely. However, many algorithms reported in the literature may not return reliable…

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness

We consider the problem of controlling a Linear Quadratic Regulator (LQR) system over a finite horizon $T$ with fixed and known cost matrices $Q,R$, but unknown and non-stationary dynamics $\{A_t, B_t\}$. The sequence of dynamics matrices…

Machine Learning · Computer Science 2022-03-21 Yuwei Luo , Varun Gupta , Mladen Kolar

This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown systems. First, an off-line algorithm is estabilished to obtain…

Optimization and Control · Mathematics 2022-03-15 Guangchen Wang , Heng Zhang

Achieving both optimality and safety under unknown system dynamics is a central challenge in real-world deployment of agents. To address this, we introduce a notion of maximum safe dynamics learning, where sufficient exploration is…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Manish Prajapat , Johannes Köhler , Melanie N. Zeilinger , Andreas Krause

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

We propose a method to design a suboptimal, coherent quantum LQG controller to solve a quantum equalization problem. Our method involves reformulating the problem as a control problem and then designing a classical LQG controller and…

Quantum Physics · Physics 2023-04-05 Rebbecca TY Thien , Shanon L. Vuglar , Ian R. Petersen

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