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We study the problem of control policy design for decentralized state-feedback linear quadratic control with a partially nested information structure, when the system model is unknown. We propose a model-based learning solution, which…

Optimization and Control · Mathematics 2022-05-30 Lintao Ye , Hao Zhu , Vijay Gupta

This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…

Optimization and Control · Mathematics 2021-04-13 Jingrui Sun , Zhen Wu , Jie Xiong

We focus on elliptic quasi-variational inequalities (QVIs) of obstacle type and prove a number of results on the existence of solutions, directional differentiability and optimal control of such QVIs. We give three existence theorems based…

Optimization and Control · Mathematics 2021-12-09 Amal Alphonse , Michael Hintermüller , Carlos N. Rautenberg

This paper is concerned with uniform stabilization and social optimality for general mean field linear quadratic control systems, where subsystems are coupled via individual dynamics and costs, and the state weight is not assumed with the…

Optimization and Control · Mathematics 2020-03-02 Bing-Chang Wang , Huanshui Zhang , Ji-Feng Zhang

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

Quadratic programming (QP) underpins real-time robotics by enabling efficient, constrained optimization in state estimation, motion planning, and control. In legged locomotion and manipulation, essential modules like inverse dynamics, Model…

Robotics · Computer Science 2025-12-15 Van Nam Dinh

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

A promising method for constructing a data-driven output-feedback control law involves the construction of a model-free observer. The Linear Quadratic Regulator (LQR) optimal control policy can then be obtained by both policy-iteration (PI)…

Optimization and Control · Mathematics 2025-09-24 Liquan Lin , Haoyan Lin , Jie Huang

We consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under the assumption that system parameters are unknown. To solve the problem in the model free setting, we propose the…

Optimization and Control · Mathematics 2023-03-21 Shokichi Takakura , Kazuhiro Sato

This paper is concerned with a risk-sensitive optimal control problem for a feedback connection of a quantum plant with a measurement-based classical controller. The plant is a multimode open quantum harmonic oscillator driven by a…

Quantum Physics · Physics 2019-12-30 Igor G. Vladimirov , Matthew R. James , Ian R. Petersen

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

Input delays are a common source of performance degradation and instability in control systems. This paper addresses the $\mathcal{H}_\infty$ output-feedback control problem for LPV systems with time-varying input delays under the integral…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Fen Wu

In this paper, for continuous, linearly-controllable quadratic control systems with a single input, an explicit, constructive method is proposed for studying their Brunovsky forms, initially studied in [W. Kang and A. J. Krener, Extended…

Optimization and Control · Mathematics 2007-05-23 Wen-Long Jin

This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…

Optimization and Control · Mathematics 2016-07-25 Robert. J Elliott , Xun Li , Yuan-Hua Ni

This paper investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noises. We formulate the stochastic LQR problem as a nonconvex…

Optimization and Control · Mathematics 2025-12-25 Jing Guo , Xiushan Jiang , Weihai Zhang

The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…

Optimization and Control · Mathematics 2026-03-17 Haoran Li , Xun Li , Yuan-Hua Ni , Xuebo Zhang

This paper is concerned with the coherent quantum linear-quadratic-Gaussian control problem of minimising an infinite-horizon mean square cost for a measurement-free field-mediated interconnection of a quantum plant with a stabilising…

Quantum Physics · Physics 2022-11-15 Igor G. Vladimirov , Ian R. Petersen

For a class of quasi-variational inequalities (QVIs) of obstacle-type the stability of its solution set and associated optimal control problems are considered. These optimal control problems are non-standard in the sense that they involve…

Optimization and Control · Mathematics 2020-08-25 Amal Alphonse , Michael Hintermüller , Carlos N. Rautenberg

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
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