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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 present a model-based globally convergent policy gradient method (PGM) for linear quadratic Gaussian (LQG) control. Firstly, we establish equivalence between optimizing dynamic output feedback controllers and designing a static feedback…

Optimization and Control · Mathematics 2024-02-27 Tomonori Sadamoto , Fumiya Nakamata

Stabilizing a dynamical system is a fundamental problem that serves as a cornerstone for many complex tasks in the field of control systems. The problem becomes challenging when the system model is unknown. Among the Reinforcement Learning…

Systems and Control · Electrical Eng. & Systems 2026-01-30 Ankang Zhang , Ming Chi , Xiaoling Wang , Lintao Ye

Feedback optimization is a control paradigm that enables physical systems to autonomously reach efficient operating points. Its central idea is to interconnect optimization iterations in closed-loop with the physical plant. Since iterative…

Optimization and Control · Mathematics 2024-07-16 Zhiyu He , Saverio Bolognani , Jianping He , Florian Dörfler , Xinping Guan

While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamical controllers, they only provide convergence guarantees to…

Optimization and Control · Mathematics 2023-04-25 Feiran Zhao , Xingyun Fu , Keyou You

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

From the perspective of control theory, the gradient descent optimization methods can be regarded as a dynamic system where various control techniques can be designed to enhance the performance of the optimization method. In this paper, we…

Optimization and Control · Mathematics 2025-03-19 Osama F. Abdel Aal , Necdet Sinan Ozbek , Jairo Viola , YangQuan Chen

This paper introduces a class of model-free feedback methods for solving generic constrained optimization problems where the specific mathematical forms of the objective and constraint functions are not available. The proposed methods,…

Optimization and Control · Mathematics 2025-02-13 Xin Chen , Jorge I. Poveda , Na Li

In this paper, we investigate a model-free optimal control design that minimizes an infinite horizon average expected quadratic cost of states and control actions subject to a probabilistic risk or chance constraint using input-output data.…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Arunava Naha , Subhrakanti Dey

We obviate the use of observers for the purpose of output feedback tracking control of Lagrangian systems and solve some long-standing yet well-documented open problems. As often implemented in control practice, we replace unavailable…

Optimization and Control · Mathematics 2013-07-18 Antonio Loria

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

A controller design technique for shaping the frequency response of a process is described. A general linear model (GLM) is used to define the form of a lag or lead compensator in discrete time using a prescribed set of basis functions. The…

Systems and Control · Computer Science 2015-07-21 Hugh L. Kennedy

By optimizing the predicted performance over a receding horizon, model predictive control (MPC) provides the ability to enforce state and control constraints. The present paper considers an extension of MPC for nonlinear systems that can be…

Systems and Control · Electrical Eng. & Systems 2023-09-29 Mohammadreza Kamaldar , Dennis S. Bernstein

This paper deals with the trajectory tracking control problem for a class of bilinear systems with unmeasurable states and unknown parameters. Firstly, a full-information controller is suggested that guarantees global tracking under a…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Amir Reza Zare , Mahdi Aliyari shoorehdeli , Mehdi Tavan , Kamran Sabahi

Feedback optimization enables autonomous optimality seeking of a dynamical system through its closed-loop interconnection with iterative optimization algorithms. Among various iteration structures, model-based approaches require the…

Optimization and Control · Mathematics 2026-05-26 Zhiyu He , Saverio Bolognani , Michael Muehlebach , Florian Dörfler

Model-free learning-based control methods have seen great success recently. However, such methods typically suffer from poor sample complexity and limited convergence guarantees. This is in sharp contrast to classical model-based control,…

Optimization and Control · Mathematics 2020-06-16 Guannan Qu , Chenkai Yu , Steven Low , Adam Wierman

This paper proposes a data-driven state feedback controller that enables reference tracking for nonlinear discrete-time systems. The controller is designed based on the identified inverse model of the system and a given reference model,…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Hyuntae Kim , Hamin Chang , Hyungbo Shim

We propose a new matrix pencil based approach for design of state-feedback and output-feedback stabilizing controllers for a general class of uncertain nonlinear strict-feedback-like systems. While the dynamic controller structure is based…

Optimization and Control · Mathematics 2022-06-08 Prashanth Krishnamurthy , Farshad Khorrami

In this work, we adopt the Gradient Projection Method (GPM) to problems of quantum control. For general $N$-level closed and open quantum systems, we derive the corresponding adjoint systems and gradients of the objective functionals, and…

Quantum Physics · Physics 2025-09-03 Oleg Morzhin , Alexander Pechen

This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization…

Optimization and Control · Mathematics 2021-09-08 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese
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