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This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…

Robotics · Computer Science 2018-05-25 Markus Giftthaler , Jonas Buchli

Time delays are ubiquitous in industrial processes, and they must be accounted for when designing control algorithms because they have a significant effect on the process dynamics. Therefore, in this work, we propose a simultaneous approach…

Optimization and Control · Mathematics 2024-10-22 Tobias K. S. Ritschel

This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…

Optimization and Control · Mathematics 2022-01-17 Zhaorong Zhang , Juanjuan Xu , Xun Li

In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…

Optimization and Control · Mathematics 2024-01-17 Yuhang Li , Yuecai Han

The challenge of constructing feedback control laws for risk-averse optimal control of partial differential equations (PDEs) with random coefficients is addressed. The control objective composes a tracking-type cost with the nonlinear…

Optimization and Control · Mathematics 2025-08-22 Philipp A. Guth , Karl Kunisch

We introduce a notion of bounded variation solution for a new class of nonlinear control systems with ordinary and impulsive controls, in which the drift function depends not only on the state, but also on its past history, through a finite…

Optimization and Control · Mathematics 2023-07-25 Giovanni Fusco , Monica Motta

An autonomous and resilient controller is proposed for leader-follower multi-agent systems under uncertainties and cyber-physical attacks. The leader is assumed non-autonomous with a nonzero control input, which allows changing the team…

Multiagent Systems · Computer Science 2018-04-10 Rohollah Moghadam , Hamidreza Modares

This paper studies the optimal tracking control problem for continuous-time stochastic linear systems with multiplicative noise. The solution framework involves solving a stochastic algebraic Riccati equation for the feedback gain and a…

Systems and Control · Electrical Eng. & Systems 2025-08-29 Jiayu Chen , Zhenhui Xu , Xinghu Wang

We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…

Systems and Control · Electrical Eng. & Systems 2022-01-28 Jan Drgona , Aaron Tuor , Draguna Vrabie

This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…

Optimization and Control · Mathematics 2023-07-20 Juanjuan Xu , Jingmei Liu , Zhaorong Zhang , Wei Wang

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

This work considers the problem of control and resource scheduling in networked systems. We present DIRA, a Deep reinforcement learning based Iterative Resource Allocation algorithm, which is scalable and control-aware. Our algorithm is…

Systems and Control · Computer Science 2019-09-24 Adrian Redder , Arunselvan Ramaswamy , Daniel E. Quevedo

In this paper, we present solvable, convex formulations of $H_2$-optimal state estimation and state-feedback control problems for a general class of linear Partial Differential Equations (PDEs) with one spatial dimension. These convex…

Optimization and Control · Mathematics 2024-04-29 Sachin Shivakumar , Matthew Peet

A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper, which does not require any definiteness constraint on the cost weighting matrices. From some abstract representations of…

Optimization and Control · Mathematics 2017-05-30 Yuan-Hua Ni , Cedric Ka-Fai Yiu , Huanshui Zhang , Ji-Feng Zhang

Modeling and controlling complex spatiotemporal dynamical systems driven by partial differential equations (PDEs) often necessitate dimensionality reduction techniques to construct lower-order models for computational efficiency. This paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Priyabrata Saha , Saibal Mukhopadhyay

In recent years, stabilizing unknown dynamical systems has became a critical problem in control systems engineering. Addressing this for linear time-invariant (LTI) systems is an essential fist step towards solving similar problems for more…

Optimization and Control · Mathematics 2025-08-08 Xinpei Zhang , Guangyan Jia

We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…

Machine Learning · Statistics 2025-02-05 Lucky Li

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…

Systems and Control · Computer Science 2017-04-25 Jérémie Kreiss , Laurent Bako , Eric Blanco

Inverse reinforcement learning (IRL) for linear systems seeks a cost function whose optimal controller reproduces an expert policy from data. Existing data-driven methods for discrete-time linear systems are largely built on iterative…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Duc Cuong Nguyen , Phuong Nam Dao

Model-reference adaptive systems refer to a consortium of techniques that guide plants to track desired reference trajectories. Approaches based on theories like Lyapunov, sliding surfaces, and backstepping are typically employed to advise…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mohammed Abouheaf , Wail Gueaieb , Davide Spinello , Salah Al-Sharhan