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This paper addresses the problem of learning the optimal control policy for a nonlinear stochastic dynamical system with continuous state space, continuous action space and unknown dynamics. This class of problems are typically addressed in…

Machine Learning · Computer Science 2019-04-18 Ran Wang , Karthikeya Parunandi , Dan Yu , Dileep Kalathil , Suman Chakravorty

A robust model predictive control scheme for a class of constrained norm-bounded uncertain discrete-time linear systems is developed under the hypothesis that only partial state measurements are available for feedback. Off-line calculations…

Systems and Control · Computer Science 2018-07-23 Giuseppe Franzè , Massimiliano Mattei , Luciano Ollio , Valerio Scordamaglia

This paper proposes efficient policy iteration and value iteration algorithms for the continuous-time linear quadratic regulator problem with unmeasurable states and unknown system dynamics, from the perspective of direct data-driven…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Jun Xie , Yuan-Hua Ni , Yiqin Yang , Bo Xu

In this paper, we directly design a state feedback controller that stabilizes a class of uncertain nonlinear systems solely based on input-state data collected from a finite-length experiment. Necessary and sufficient conditions are derived…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Alessandro Luppi , Claudio De Persis , Pietro Tesi

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

We describe a convex programming approach to the calculation of lower bounds on the minimum cost of constrained decentralized control problems with nonclassical information structures. The class of problems we consider entail the…

Optimization and Control · Mathematics 2019-06-05 Weixuan Lin , Eilyan Bitar

In a recent paper we have shown that data collected from linear systems excited by persistently exciting inputs during low-complexity experiments, can be used to design state- and output-feedback controllers, including optimal Linear…

Systems and Control · Electrical Eng. & Systems 2021-03-31 Claudio De Persis , Pietro Tesi

The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…

Optimization and Control · Mathematics 2022-03-01 Jingrui Sun , Jie Xiong

This paper addresses the optimal control problem known as the Linear Quadratic Regulator in the case when the dynamics are unknown. We propose a multi-stage procedure, called Coarse-ID control, that estimates a model from a few experimental…

Optimization and Control · Mathematics 2018-12-17 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

Recently, a model of a decentralized control system with local and remote controllers connected over unreliable channels was presented in [1]. The model has a non-classical information structure that is not partially nested. Nonetheless, it…

Systems and Control · Electrical Eng. & Systems 2019-11-06 Mohammad Afshari , Aditya Mahajan

We study the constrained linear quadratic regulator with unknown dynamics, addressing the tension between safety and exploration in data-driven control techniques. We present a framework which allows for system identification through…

Optimization and Control · Mathematics 2019-07-09 Sarah Dean , Stephen Tu , Nikolai Matni , Benjamin Recht

We introduce the family of limited model information control design methods, which construct controllers by accessing the plant's model in a constrained way, according to a given design graph. We investigate the closed-loop performance…

Optimization and Control · Mathematics 2013-01-08 Farhad Farokhi , Cedric Langbort , Karl H. Johansson

We consider the decentralized control of a discrete-time, linear system subject to exogenous disturbances and polyhedral constraints on the state and input trajectories. The underlying system is composed of a finite collection of…

Optimization and Control · Mathematics 2020-04-08 Weixuan Lin , Eilyan Bitar

In this paper, we propose a design of a model-free networked controller for a nonlinear plant whose mathematical model is unknown. In a networked control system, the controller and plant are located away from each other and exchange data…

Machine Learning · Computer Science 2019-09-02 Junya Ikemoto , Toshimitsu Ushio

We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…

Systems and Control · Electrical Eng. & Systems 2020-12-09 Alexandros Tanzanakis , John Lygeros

This paper proposes a scalable distributed policy gradient method and proves its convergence to near-optimal solution in multi-agent linear quadratic networked systems. The agents engage within a specified network under local communication…

Multiagent Systems · Computer Science 2024-03-06 Yuzi Yan , Yuan Shen

We present a novel approach to control design for nonlinear systems which leverages model-free policy optimization techniques to learn a linearizing controller for a physical plant with unknown dynamics. Feedback linearization is a…

In this paper, we study the statistical difficulty of learning to control linear systems. We focus on two standard benchmarks, the sample complexity of stabilization, and the regret of the online learning of the Linear Quadratic Regulator…

Machine Learning · Computer Science 2022-05-30 Anastasios Tsiamis , Ingvar Ziemann , Manfred Morari , Nikolai Matni , George J. Pappas

Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of…

Machine Learning · Statistics 2018-06-04 Jack Umenberger , Thomas B. Schön

In this paper, we extend the results from Jiao et al. (2019) on distributed linear quadratic control for leaderless multi-agent systems to the case of distributed linear quadratic tracking control for leader-follower multi-agent systems.…

Optimization and Control · Mathematics 2019-11-27 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel