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Related papers: LQ-OCP: Energy-Optimal Control for LQ Problems

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This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

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

Controllability and observability energy functions play a fundamental role in model order reduction and are inherently connected to optimal control problems. For linear dynamical systems the energy functions are known to be quadratic…

Dynamical Systems · Mathematics 2025-02-11 Linus Balicki , Serkan Gugercin

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Machine Learning · Computer Science 2018-05-25 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

In this paper, a robust linear quadratic optimal control approach for accurate active power tracking of wind turbines is presented. For control synthesis, linear matrix inequalities are employed using an augmented wind turbine state model…

Systems and Control · Electrical Eng. & Systems 2024-07-31 Aaron Grapentin , Christian A. Hans , Jörg Raisch

We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…

Systems and Control · Computer Science 2017-09-19 Weipin Wu , Jianjun Gao , Duan Li , Yun Shi

This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown systems. First, an off-line algorithm is estabilished to obtain…

Optimization and Control · Mathematics 2022-03-15 Guangchen Wang , Heng Zhang

Consider a linear quadratic regulator (LQR) problem being solved in a model-free manner using the policy gradient approach. If the gradient of the quadratic cost is being transmitted across a rate-limited channel, both the convergence and…

Optimization and Control · Mathematics 2024-09-20 Lintao Ye , Aritra Mitra , Vijay Gupta

As we move to increasingly complex cyber-physical systems (CPS), new approaches are needed to plan efficient state trajectories in real-time. In this paper, we propose an approach to significantly reduce the complexity of solving optimal…

Robotics · Computer Science 2023-08-29 Logan E. Beaver , Andreas A. Malikopoulos

In this paper, we apply an optimal LQ controller, which has an inherent structure that allows for a distributed implementation, to an irrigation network. The network consists of a water reservoir and connected water canals. The goal is to…

Optimization and Control · Mathematics 2022-04-01 Martin Heyden , Richard Pates , Anders Rantzer

We present an approach for approximately solving discrete-time stochastic optimal-control problems by combining direct trajectory optimization, deterministic sampling, and policy optimization. Our feedback motion-planning algorithm uses a…

Robotics · Computer Science 2023-01-12 Taylor A. Howell , Chunjiang Fu , Zachary Manchester

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 work addresses the problem of risk-sensitive control for nonlinear systems with imperfect state observations, extending results for the linear case. In particular, we derive an algorithm that can compute local solutions with…

Optimization and Control · Mathematics 2021-10-22 Bilal Hammoud , Armand Jordana , Ludovic Righetti

We formulate and solve an optimal control problem with cooperative, mean-field coupled linear-quadratic subsystems and additional risk-aware costs depending on the covariance and skew of the disturbance. This problem quantifies the…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Dhairya Patel , Margaret Chapman

The purpose of this paper is to present a theoretic and numerical study of utilizing squeezing and phase shift in coherent feedback control of linear quantum optical systems. A quadrature representation with built-in phase shifters is…

Quantum Physics · Physics 2012-06-19 Guofeng Zhang , Heung Wing Joseph Lee , Bo Huang , Hu Zhang

In this paper, we propose and analyze a new method for online linear quadratic regulator (LQR) control with a priori unknown time-varying cost matrices. The cost matrices are revealed sequentially with the potential for future values to be…

Optimization and Control · Mathematics 2023-02-22 Yitian Chen , Timothy L. Molloy , Tyler Summers , Iman Shames

In order to perform highly dynamic and agile maneuvers, legged robots typically spend time in underactuated domains (e.g. with feet off the ground) where the system has limited command of its acceleration and a constrained amount of time…

Robotics · Computer Science 2024-03-06 James Zhu , J. Joe Payne , Aaron M. Johnson

This paper investigates the stochastic linear quadratic (LQ, for short) optimal control problem of Markov regime switching system. The representation of the cost functional for the stochastic LQ optimal control problem of Markov regime…

Optimization and Control · Mathematics 2019-08-22 Xin Zhang , Xun Li

Efficiently controlling linear Gaussian quantum (LGQ) systems is a significant task in both the study of fundamental quantum theory and the development of modern quantum technology. Here, we propose a general quantum-learning-control method…

Quantum Physics · Physics 2024-06-11 Yu-Hong Liu , Yexiong Zeng , Qing-Shou Tan , Daoyi Dong , Franco Nori , Jie-Qiao Liao

With the evolution of self-driving cars, autonomous racing series like Roborace and the Indy Autonomous Challenge are rapidly attracting growing attention. Researchers participating in these competitions hope to subsequently transfer their…

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