Related papers: LQ-OCP: Energy-Optimal Control for LQ Problems
Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…
This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…
Designing the optimal linear quadratic regulator (LQR) for a large-scale multi-agent system (MAS) is time-consuming since it involves solving a large-size matrix Riccati equation. The situation is further exasperated when the design needs…
We analyze a sequential quadratic programming algorithm for solving a class of abstract optimization problems. Assuming that the initial point is in an $L^2$ neighborhood of a local solution that satisfies no-gap second-order sufficient…
This article presents an error-state Linear Quadratic Regulator (LQR) formulation for robust trajectory tracking in quadrotor Unmanned Aerial Vehicles (UAVs). The proposed approach leverages error-state dynamics and employs exponential…
This paper is concerned with optimal control of stochastic fully coupled forward-backward linear quadratic (FBLQ) problems with indefinite control weight costs. In order to obtain the state feedback representation of the optimal control, we…
End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…
This paper considers optimal control of a quadrotor unmanned aerial vehicles (UAV) using the discrete-time, finite-horizon, linear quadratic regulator (LQR). The state of a quadrotor UAV is represented as an element of the matrix Lie group…
Transient energy growth of flow perturbations is an important mechanism for laminar-to-turbulent transition that can be mitigated with feedback control. Linear quadratic optimal control strategies have shown some success in reducing…
We introduce a new algorithm for solving unconstrained discrete-time optimal control problems. Our method follows a direct multiple shooting approach, and consists of applying the SQP method together with an $\ell_2$ augmented Lagrangian…
Explicit solutions to optimal control problems are rarely obtainable. Of particular interest are the explicit solutions derived for minimax problems, providing a framework to address adversarial conditions and uncertainty. This work…
Many robotics tasks, such as path planning or trajectory optimization, are formulated as optimal control problems (OCPs). The key to obtaining high performance lies in the design of the OCP's objective function. In practice, the objective…
Planning trajectories for automated vehicles in urban environments requires methods with high generality, long planning horizons, and fast update rates. Using a path-velocity decomposition, we contribute a novel planning framework, which…
This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecewise constant inputs, we formulate the discrete system…
We present a framework for bi-level trajectory optimization in which a system's dynamics are encoded as the solution to a constrained optimization problem and smooth gradients of this lower-level problem are passed to an upper-level…
This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…
For various typical cases and situations where the formulation results in an optimal control problem, the Linear Quadratic Regulator (LQR) approach and its variants continue to be highly attractive. In certain scenarios, it can happen that…
The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and $H_\infty$ optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as…
We study a linear-quadratic, optimal control problem on a discrete, finite time horizon with distributional ambiguity, in which the cost is assessed via Conditional Value-at-Risk (CVaR). We take steps toward deriving a scalable dynamic…
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…