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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

In this paper, we investigate a data-driven framework to solve Linear Quadratic Regulator (LQR) problems when the dynamics is unknown, with the additional challenge of providing stability certificates for the overall learning and control…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Lorenzo Sforni , Guido Carnevale , Ivano Notarnicola , Giuseppe Notarstefano

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann

A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Leilei Cui , Richard D. Braatz

This paper considers the Linear Quadratic Regulator problem for linear systems with unknown dynamics, a central problem in data-driven control and reinforcement learning. We propose a method that uses data to directly return a controller…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Claudio De Persis , Pietro Tesi

We study the policy gradient method (PGM) for the linear quadratic Gaussian (LQG) dynamic output-feedback control problem using an input-output-history (IOH) representation of the closed-loop system. First, we show that any dynamic…

Optimization and Control · Mathematics 2025-10-23 Tomonori Sadamoto , Takashi Tanaka

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

In this paper, the notion of robust strict QSR-dissipativity is applied to solve the static output feedback control problem for a class of continuous-time nonlinear rational systems subject to input saturation and bounded parametric…

Optimization and Control · Mathematics 2022-03-31 Thiago Alves Lima , Diego de. S. Madeira , Valessa V. Viana , Ricardo C. L. F. Oliveira

In this paper, we propose a novel dynamic state-feedback controller for polytopic linear parameter-varying (LPV) systems with constant input matrix. The controller employs a projected gradient flow method to continuously improve its control…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Armin Gießler , Felix Strehle , Jochen Illerhaus , Sören Hohmann

Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…

Optimization and Control · Mathematics 2025-06-17 Weijian Li , Panagiotis Kounatidis , Zhong-Ping Jiang , Andreas A. Malikopoulos

We consider the classic stochastic linear quadratic regulator (LQR) problem under an infinite horizon average stage cost. By leveraging recent policy gradient methods from reinforcement learning, we obtain a first-order method that finds a…

Optimization and Control · Mathematics 2025-02-21 Caleb Ju , Georgios Kotsalis , Guanghui Lan

For various typical cases and situations where the formulation results in an optimal control problem, the Linear Quadratic Regulator (LQR) approach and its variants continue to be highly attractive. In certain scenarios, it can happen that…

Optimization and Control · Mathematics 2023-02-14 Jun Ma , Zilong Cheng , Xiaocong Li , Wenxin Wang , Masayoshi Tomizuka , Tong Heng Lee

We investigate the problem of learning linear quadratic regulators (LQR) in a multi-task, heterogeneous, and model-free setting. We characterize the stability and personalization guarantees of a policy gradient-based (PG) model-agnostic…

Optimization and Control · Mathematics 2024-06-04 Leonardo F. Toso , Donglin Zhan , James Anderson , Han Wang

Policy gradient algorithms are widely used in reinforcement learning and belong to the class of approximate dynamic programming methods. This paper studies two key policy gradient algorithms, the Natural Policy Gradient and the Gauss-Newton…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Bowen Song , Sebastien Gros , Andrea Iannelli

This paper considers the problem of regulating a linear dynamical system to the solution of a convex optimization problem with an unknown or partially-known cost. We design a data-driven feedback controller - based on gradient flow dynamics…

Optimization and Control · Mathematics 2022-04-05 Liliaokeawawa Cothren , Gianluca Bianchin , Emiliano Dall'Anese

This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Igor Ladnik

Consider a discrete-time Linear Quadratic Regulator (LQR) problem solved using policy gradient descent when the system matrices are unknown. The gradient is transmitted across a noisy channel over a finite time horizon using analog…

Optimization and Control · Mathematics 2025-07-22 Ashwin Verma , Aritra Mitra , Lintao Ye , Vijay Gupta

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to…

Machine Learning · Computer Science 2018-10-09 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari

Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and…

Optimization and Control · Mathematics 2022-10-11 Bin Hu , Kaiqing Zhang , Na Li , Mehran Mesbahi , Maryam Fazel , Tamer Başar