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Iterative linear quadratic regulator (iLQR) has gained wide popularity in addressing trajectory optimization problems with nonlinear system models. However, as a model-based shooting method, it relies heavily on an accurate system model to…

Machine Learning · Computer Science 2022-09-16 Zilong Cheng , Yulin Li , Kai Chen , Jun Ma , Tong Heng Lee

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

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.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

To further understand the underlying mechanism of various reinforcement learning (RL) algorithms and also to better use the optimization theory to make further progress in RL, many researchers begin to revisit the linear-quadratic regulator…

Systems and Control · Electrical Eng. & Systems 2021-03-18 Man Li , Jiahu Qin , Wei Xing Zheng , Yaonan Wang , Yu Kang

Policy gradient algorithms are widely used in reinforcement learning and belong to the class of approximate dynamic programming methods. This paper studies two key policy gradient algorithms, the Natural Policy Gradient and the Gauss-Newton…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Bowen Song , Sebastien Gros , Andrea Iannelli

Autonomous driving decision-making is a great challenge due to the complexity and uncertainty of the traffic environment. Combined with the rule-based constraints, a Deep Q-Network (DQN) based method is applied for autonomous driving lane…

Robotics · Computer Science 2019-04-03 Junjie Wang , Qichao Zhang , Dongbin Zhao , Yaran Chen

Quantum Computing (QC) stands to revolutionize computing, but is currently still limited. To develop and test quantum algorithms today, quantum circuits are often simulated on classical computers. Simulating a complex quantum circuit…

Quantum Physics · Physics 2022-04-21 Eli A. Meirom , Haggai Maron , Shie Mannor , Gal Chechik

This paper employs a policy iteration reinforcement learning (RL) method to study continuous-time linear-quadratic mean-field control problems in infinite horizon. The drift and diffusion terms in the dynamics involve the states, the…

Optimization and Control · Mathematics 2024-11-05 Na Li , Xun Li , Zuo Quan Xu

Reinforcement Learning (RL) consists of designing agents that make intelligent decisions without human supervision. When used alongside function approximators such as Neural Networks (NNs), RL is capable of solving extremely complex…

Quantum Physics · Physics 2024-11-13 Rodrigo Coelho , André Sequeira , Luís Paulo Santos

Designing controllers to generate various trajectories has been studied for years, while recently, recovering an optimal controller from trajectories receives increasing attention. In this paper, we reveal that the inherent linear quadratic…

Systems and Control · Electrical Eng. & Systems 2023-12-29 Chendi Qu , Jianping He , Xiaoming Duan

Linear Quadratic Regulator (LQR) is often combined with feedback linearization (FBL) for nonlinear systems that have the nonlinearity additive to the input. Conventional approaches estimate and cancel the nonlinearity based on the first…

Systems and Control · Electrical Eng. & Systems 2024-12-04 Takahito Fujimori

Deep Reinforcement Learning (RL) powered by neural net approximation of the Q function has had enormous empirical success. While the theory of RL has traditionally focused on linear function approximation (or eluder dimension) approaches,…

Machine Learning · Computer Science 2021-12-28 Baihe Huang , Kaixuan Huang , Sham M. Kakade , Jason D. Lee , Qi Lei , Runzhe Wang , Jiaqi Yang

Reinforcement learning (RL) enables agents to learn optimal policies through environmental interaction. However, RL suffers from reduced learning efficiency due to the curse of dimensionality in high-dimensional spaces. Quantum…

Machine Learning · Computer Science 2025-07-02 Seok Bin Son , Joongheon Kim

Quantum control is concerned with the realisation of desired dynamics in quantum systems, serving as a linchpin for advancing quantum technologies and fundamental research. Analytic approaches and standard optimisation algorithms do not…

Quantum Physics · Physics 2025-05-29 Jan Ole Ernst , Aniket Chatterjee , Tim Franzmeyer , Axel Kuhn

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

Machine Learning · Computer Science 2025-07-25 Yilie Huang , Yanwei Jia , Xun Yu Zhou

Reinforcement learning (RL) has been successfully used to solve many continuous control tasks. Despite its impressive results however, fundamental questions regarding the sample complexity of RL on continuous problems remain open. We study…

Machine Learning · Computer Science 2017-12-27 Stephen Tu , Benjamin Recht

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

Model predictive control can optimally deal with nonlinear systems under consideration of constraints. The control performance depends on the model accuracy and the prediction horizon. Recent advances propose to use reinforcement learning…

Machine Learning · Computer Science 2024-11-01 Dean Brandner , Sergio Lucia

This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Igor Ladnik

We propose a novel Reinforcement Learning (RL) method for optimizing quantum circuits using graph-theoretic simplification rules of ZX-diagrams. The agent, trained using the Proximal Policy Optimization (PPO) algorithm, employs Graph Neural…

Quantum Physics · Physics 2025-06-04 Jordi Riu , Jan Nogué , Gerard Vilaplana , Artur Garcia-Saez , Marta P. Estarellas