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We study the linear quadratic Gaussian (LQG) control problem, in which the controller's observation of the system state is such that a desired cost is unattainable. To achieve the desired LQG cost, we introduce a communication link from the…

Optimization and Control · Mathematics 2021-09-28 Oron Sabag , Peida Tian , Victoria Kostina , Babak Hassibi

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 studies a class of partially observed Linear Quadratic Gaussian (LQG) problems with unknown dynamics. We establish an end-to-end sample complexity bound on learning a robust LQG controller for open-loop stable plants. This is…

Optimization and Control · Mathematics 2021-07-14 Yang Zheng , Luca Furieri , Maryam Kamgarpour , Na Li

We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…

Optimization and Control · Mathematics 2023-12-15 Qi Lü , Bowen Ma

Reinforcement learning can acquire complex behaviors from high-level specifications. However, defining a cost function that can be optimized effectively and encodes the correct task is challenging in practice. We explore how inverse optimal…

Machine Learning · Computer Science 2016-05-30 Chelsea Finn , Sergey Levine , Pieter Abbeel

We investigate the asymptotic properties of a finite-time horizon linear-quadratic optimal control problem driven by a multiscale stochastic process with multiplicative Brownian noise. We approach the problem by considering the associated…

Optimization and Control · Mathematics 2020-11-19 Beniamin Goldys , Gianmario Tessitore , James Yang , Zhou Zhou

Quantum mechanical systems exhibit an inherently probabilistic nature upon measurement. Using a quantum noise model to describe the stochastic evolution of the open quantum system and working in parallel with classical indeterministic…

Quantum Physics · Physics 2007-05-23 S. C. Edwards , V. P. Belavkin

Linear quadratic Gaussian (LQG) control is a well-established method for optimal control through state estimation, particularly in stabilizing an inverted pendulum on a cart. In standard laboratory setups, sensor redundancy enables direct…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Daniel Engelsman , Itzik Klein

In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…

Systems and Control · Electrical Eng. & Systems 2021-01-01 Yunhan Huang , Quanyan Zhu

In this work, we address the challenge of approximating unknown system dynamics and costs by representing them as a bilinear system using Koopman-based Inverse Optimal Control (IOC). Using optimal trajectories, we construct a bilinear…

Systems and Control · Electrical Eng. & Systems 2025-01-31 Victor Nan Fernandez-Ayala , Shankar A. Deka , Dimos V. Dimarogonas

We investigate a Linear-Quadratic-Gaussian (LQG) control and sensing co-design problem, where one jointly designs sensing and control policies. We focus on the realistic case where the sensing design is selected among a finite set of…

Optimization and Control · Mathematics 2020-05-20 Vasileios Tzoumas , Luca Carlone , George J. Pappas , Ali Jadbabaie

This paper addresses the problem of distributed coordination control for multi-robot systems (MRSs) in the presence of localization uncertainty using a Linear Quadratic Gaussian (LQG) approach. We introduce a stochastic LQG control strategy…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Tohid Kargar Tasooji , Sakineh Khodadadi

In this work, we revisit the Linear Quadratic Gaussian (LQG) optimal control problem from a behavioral perspective. Motivated by the suitability of behavioral models for data-driven control, we begin with a reformulation of the LQG problem…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Abed AlRahman Al Makdah , Vishaal Krishnan , Vaibhav Katewa , Fabio Pasqualetti

Iterative learning control (ILC) is a powerful technique for high performance tracking in the presence of modeling errors for optimal control applications. There is extensive prior work showing its empirical effectiveness in applications…

Robotics · Computer Science 2021-12-10 Anirudh Vemula , Wen Sun , Maxim Likhachev , J. Andrew Bagnell

This article presents a method to automatically generate energy-optimal trajectories for systems with linear dynamics, linear constraints, and a quadratic cost functional (LQ systems). First, using recent advancements in optimal control, we…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Logan E. Beaver

This paper introduces a novel model-free and a partially model-free algorithm for inverse optimal control (IOC), also known as inverse reinforcement learning (IRL), aimed at estimating the cost function of continuous-time nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Hamed Jabbari Asl , Eiji Uchibe

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

For linear time-invariant (LTI) systems, the design of an optimal controller is a commonly encountered problem in many applications. Among all the optimization approaches available, the linear quadratic regulator (LQR) methodology certainly…

Optimization and Control · Mathematics 2022-03-29 Zilong Cheng , Jun Ma , Xiaocong Li , Masayoshi Tomizuka , Tong Heng Lee

Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Samuel Balula , Efe C. Balta , Dominic Liao-McPherson , Alisa Rupenyan , John Lygeros

Inverse optimal control (IOC) allows the retrieval of optimal cost function weights, or behavioral parameters, from human motion. The literature on IOC uses methods that are either based on a slow bilevel process or a fast but…

Robotics · Computer Science 2025-10-10 Filip Bečanović , Kosta Jovanović , Vincent Bonnet