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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

The choice and placement of sensors and actuators is an essential factor determining the performance that can be realized using feedback control. This determination is especially important, but difficult, in the context of controlling…

Fluid Dynamics · Physics 2020-09-09 Huaijin Yao , Yiyang Sun , Maziar S. Hemati

In this work, we develop a control-theoretic framework for constrained optimization problems with composite objective functions including non-differentiable terms. Building on the proximal augmented Lagrangian formulation, we construct a…

Optimization and Control · Mathematics 2026-05-05 V. Cerone , S. M. Fosson , S. Pirrera , A. Re , D. Regruto

This paper proposes an automatic controller tuning framework based on linear optimal control combined with Bayesian optimization. With this framework, an initial set of controller gains is automatically improved according to a pre-defined…

Robotics · Computer Science 2017-09-21 Alonso Marco , Philipp Hennig , Jeannette Bohg , Stefan Schaal , Sebastian Trimpe

Reinforcement Learning (RL) controllers have generated excitement within the control community. The primary advantage of RL controllers relative to existing methods is their ability to optimize uncertain systems independently of explicit…

Machine Learning · Computer Science 2021-12-07 Max Mowbray , Panagiotis Petsagkourakis , Ehecatl Antonio del Río Chanona , Dongda Zhang

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

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse…

Optimization and Control · Mathematics 2019-10-14 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

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

The article poses a general model for optimal control subject to information constraints, motivated in part by recent work of Sims and others on information-constrained decision-making by economic agents. In the average-cost optimal control…

Optimization and Control · Mathematics 2016-02-24 Ehsan Shafieepoorfard , Maxim Raginsky , Sean P. Meyn

There has been substantial recent progress on the theoretical understanding of model-free approaches to Linear Quadratic Regulator (LQR) problems. Much attention has been devoted to the special case when the goal is to drive the state close…

Optimization and Control · Mathematics 2021-04-13 Zhaolin Ren , Aoxiao Zhong , Na Li

In this two-part paper, we identify a broad class of decentralized output-feedback LQG systems for which the optimal control strategies have a simple intuitive estimation structure and can be computed efficiently. Roughly, we consider the…

Systems and Control · Computer Science 2014-08-13 Ashutosh Nayyar , Laurent Lessard

This paper addresses a risk-constrained decentralized stochastic linear-quadratic optimal control problem with one remote controller and one local controller, where the risk constraint is posed on the cumulative state weighted variance in…

Optimization and Control · Mathematics 2023-07-19 Jia Hui , Yuan-Hua Ni

We address the problem of designing optimal linear time-invariant (LTI) sparse controllers for LTI systems, which corresponds to minimizing a norm of the closed-loop system subject to sparsity constraints on the controller structure. This…

Systems and Control · Electrical Eng. & Systems 2020-07-14 Luca Furieri , Yang Zheng , Antonis Papachristodoulou , Maryam Kamgarpour

Based on a recently developed notion of physical realizability for quantum linear stochastic systems, we formulate a quantum LQG optimal control problem for quantum linear stochastic systems where the controller itself may also be a quantum…

Quantum Physics · Physics 2009-08-07 H. I. Nurdin , M. R. James , I. R. Petersen

This paper focuses on the linear quadratic control (LQC) design of systems corrupted by both stochastic noise and bounded noise simultaneously. When only of these noises are considered, the LQC strategy leads to stochastic or robust…

Optimization and Control · Mathematics 2025-12-15 Xuehui Ma , Shiliang Zhang , Xiaohui Zhang , Jing Xin , Hector Garcia de Marina

This paper proposes a novel approach to design reduced-order distributed consensus controllers for multi-agent systems (MASs) with identical linear dynamics of agents. A new model namely edge dynamics representing the differences on agents'…

Systems and Control · Computer Science 2016-05-13 Dinh Hoa Nguyen

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

Distributional linear quadratic regulator (LQR) is a new framework that integrates the distributional reinforcement learning and classical LQR, which offers a new way to study the random return instead of the expected cost. Unlike iterative…

Optimization and Control · Mathematics 2025-10-28 Ruyi Teng , Dan Wang , Wei Chen , Yulong Gao

This paper presents a novel quadratic programming (QP) approach for constrained control allocation that directly incorporates continuous-time actuator rate constraints without requiring slack variables. Over-actuated aircraft…

Optimization and Control · Mathematics 2025-07-24 Süleyman Özkurt , Adrian Grimm , Walter Fichter

We consider the problem of designing a feedback controller that guides the input and output of a linear time-invariant system to a minimizer of a convex optimization problem. The system is subject to an unknown disturbance that determines…

Optimization and Control · Mathematics 2018-10-10 Liam S. P. Lawrence , Zachary E. Nelson , Enrique Mallada , John W. Simpson-Porco
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