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The problem of data-driven recursive computation of receding horizon LQR control through a randomized combination of online/current and historical/recorded data is considered. It is assumed that large amounts of historical input-output data…

Systems and Control · Electrical Eng. & Systems 2023-11-23 Vatsal Kedia , Sneha Susan George , Debraj Chakraborty

This paper deals with solving distributed optimization problems with equality constraints by a class of uncertain nonlinear heterogeneous dynamic multi-agent systems. It is assumed that each agent with an uncertain dynamic model has limited…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Mohammad Saeed Sarafraz , Mohammad Saleh Tavazoei

In this paper, we investigate discrete-time decision-making problems in uncertain systems with partially observed states. We consider a non-stochastic model, where uncontrolled disturbances acting on the system take values in bounded sets…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

As control engineering methods are applied to increasingly complex systems, data-driven approaches for system identification appear as a promising alternative to physics-based modeling. While the Bayesian approaches prevalent for…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Robert Lefringhausen , Supitsana Srithasan , Armin Lederer , Sandra Hirche

Classical linear quadratic (LQ) control centers around linear time-invariant (LTI) systems, where the control-state pairs introduce a quadratic cost with time-invariant parameters. Recent advancement in online optimization and control has…

Optimization and Control · Mathematics 2020-09-30 Ting-Jui Chang , Shahin Shahrampour

Recent advancements in constrained kinematic control make it an attractive strategy for controlling robots with arbitrary geometry in challenging tasks. Most current works assume that the robot kinematic model is precise enough for the task…

Robotics · Computer Science 2023-09-21 Murilo Marques Marinho , Bruno Vilhena Adorno

In this work, we consider the problem of online (real-time, single-shot) estimation of static or slow-varying parameters along quantum trajectories in quantum dynamical systems. Based on the measurement signal of a continuously-monitored…

Quantum Physics · Physics 2024-06-19 Henrik Glavind Clausen , Pierre Rouchon , Rafal Wisniewski

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…

Methodology · Statistics 2010-07-06 Robert B. Gramacy , Herbert K. H. Lee

In this work, we propose a non-parametric technique for online modeling of systems with unknown nonlinear Lipschitz dynamics. The key idea is to successively utilize measurements to approximate the graph of the state-update function using…

Systems and Control · Electrical Eng. & Systems 2019-10-10 Siddharth H. Nair , Monimoy Bujarbaruah , Francesco Borrelli

Optimally-shaped electromagnetic fields have the capacity to coherently control the dynamics of quantum systems and thus offer a promising means for controlling molecular transformations relevant to chemical, biological, and materials…

Quantum Physics · Physics 2021-06-08 Alicia B. Magann , Matthew D. Grace , Herschel A. Rabitz , Mohan Sarovar

This paper presents a pioneering approach to solving the linear quadratic regulation (LQR) and linear quadratic tracking (LQT) problems with constrained inputs using a novel off-policy continuous-time Q-learning framework. The proposed…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Duc Cuong Nguyen , Quang Huy Dao , Phuong Nam Dao

In this paper, we solve the long-standing fundamental problem of irregular linear--quadratic (LQ) optimal control, which has received significant attention since the 1960s. We derive the optimal controllers via the key technique of finding…

Optimization and Control · Mathematics 2019-02-15 Huanshui Zhang , Juanjuan Xu

This paper presents a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage…

Optimization and Control · Mathematics 2024-04-10 Siming Liang , Ruoyu Hu , Feng Bao , Richard Archibald , Guannan Zhang

Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…

Optimization and Control · Mathematics 2025-02-06 Anthony Hastir , Birgit Jacob , Hans Zwart

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Machine Learning · Computer Science 2018-05-25 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

In this work, we revisit the Linear Quadratic Gaussian (LQG) optimal control problem from a behavioral perspective. Motivated by the suitability of behavioral models for data-driven control, we begin with a reformulation of the LQG problem…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Abed AlRahman Al Makdah , Vishaal Krishnan , Vaibhav Katewa , Fabio Pasqualetti

Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…

Optimization and Control · Mathematics 2019-12-30 Armin Zare , Hesameddin Mohammadi , Neil K. Dhingra , Tryphon T. Georgiou , Mihailo R. Jovanović

We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…

Machine Learning · Computer Science 2020-01-22 Elad Hazan , Sham M. Kakade , Karan Singh