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In decentralized control systems with linear dynamics, quadratic cost, and Gaussian disturbance (also called decentralized LQG systems) linear control strategies are not always optimal. Nonetheless, linear control strategies are appealing…

Optimization and Control · Mathematics 2014-03-13 Aditya Mahajan , Ashutosh Nayyar

Linear time-invariant control systems can be considered as finitely generated modules over the commutative principal ideal ring $\mathbb{R}[\frac{d}{dt}]$ of linear differential operators with respect to the time derivative. The Kalman…

Optimization and Control · Mathematics 2025-12-15 Cédric Join , Emmanuel Delaleau , Michel Fliess

The convergence of policy gradient algorithms hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control.…

Optimization and Control · Mathematics 2023-11-02 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

Consider a network of multiple independent stochastic linear systems where, for each system, a scheduler collocated with the sensors arbitrates data transmissions to a corresponding remote controller through a shared contention-based…

Systems and Control · Electrical Eng. & Systems 2020-05-01 M. Balaghiinaloo , D. J. Antunes , M. H. Mamduhi , S. Hirche

Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…

Optimization and Control · Mathematics 2025-06-17 Weijian Li , Panagiotis Kounatidis , Zhong-Ping Jiang , Andreas A. Malikopoulos

In this paper we consider the distributed linear quadratic control problem for networks of agents with single integrator dynamics. We first establish a general formulation of the distributed LQ problem and show that the optimal control gain…

Optimization and Control · Mathematics 2019-05-14 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Peter A. Fisher , Anuradha M. Annaswamy

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

In this paper, a cooperative Linear Quadratic Regulator (LQR) problem is investigated for multi-input systems, where each input is generated by an agent in a network. The input matrices are different and locally possessed by the…

Multiagent Systems · Computer Science 2021-11-10 Peihu Duan , Lidong He , Zhisheng Duan , Ling Shi

The risk-neutral LQR controller is optimal for stochastic linear dynamical systems. However, the classical optimal controller performs inefficiently in the presence of low-probability yet statistically significant (risky) events. The…

Systems and Control · Electrical Eng. & Systems 2023-07-17 Masoud Roudneshin , Saba Sanami , Amir G. Aghdam

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

Understanding the optimization landscape of linear quadratic regulation (LQR) problems is fundamental to the design of efficient reinforcement learning solutions. Recent work has made significant progress in characterizing the landscape of…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Jingliang Duan , Jie Li , Yinsong Ma , Liye Tang , Guofa Li , Liping Zhang , Shengbo Eben Li , Lin Zhao

This paper is concerned with linear-quadratic-Gaussian (LQG) control for a field-mediated feedback connection of a plant and a coherent (measurement-free) controller. Both the plant and the controller are multimode open quantum harmonic…

Systems and Control · Electrical Eng. & Systems 2020-02-07 Igor G. Vladimirov , Ian R. Petersen

This paper presents a simulation-based comparison between the two controllers, Proportional Integral Derivative (PID), a classical controller and Linear Quadratic Regulator (LQR), an optimal controller, for a linearized quadrotor model. To…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Prathamesh Saraf , Manan Gupta , Alivelu Manga Parimi

In this paper, we formulate and solve a guaranteed cost control problem for a class of uncertain linear stochastic quantum systems. For these quantum systems, a connection with an associated classical (non-quantum) system is first…

Quantum Physics · Physics 2011-07-29 A. J. Shaiju , I. R. Petersen , M. R. James

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

We consider solutions to the linear quadratic Gaussian (LQG) regulator problem via policy gradient (PG) methods. Although PG methods have demonstrated strong theoretical guarantees in solving the linear quadratic regulator (LQR) problem,…

Optimization and Control · Mathematics 2025-07-15 Kasra Fallah , Leonardo F. Toso , James Anderson

A decentralized control system with linear dynamics, quadratic cost, and Gaussian disturbances is considered. The system consists of a finite number of subsystems whose dynamics and per-step cost function are coupled through their…

Optimization and Control · Mathematics 2020-12-04 Jalal Arabneydi , Aditya Mahajan

Despite its nonconvexity, policy optimization for the Linear Quadratic Regulator (LQR) admits a favorable structural property known as gradient dominance, which facilitates linear convergence of policy gradient methods to the globally…

Optimization and Control · Mathematics 2026-02-27 Yuto Watanabe , Yang Zheng

Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…

General Mathematics · Mathematics 2007-05-23 Alexander Bolonkin , Robert Sierakowski