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In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…

Optimization and Control · Mathematics 2024-09-17 Nian Liu , Cheng Zhao , Shaolin Tan , Jinhu Lü

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

This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…

Optimization and Control · Mathematics 2025-10-21 Wenjing Yang , Zhaorong Zhang , Juanjuan Xu

Reinforcement learning (RL) is a class of artificial intelligence algorithms being used to design adaptive optimal controllers through online learning. This paper presents a model-free, real-time, data-efficient Q-learning-based algorithm…

Systems and Control · Electrical Eng. & Systems 2023-10-11 Ali Aalipour , Alireza Khani

Even for known nonlinear dynamical systems, feedback controller synthesis is a difficult problem that often requires leveraging the particular structure of the dynamics to induce a stable closed-loop system. For general nonlinear models,…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Spencer M. Richards , Jean-Jacques Slotine , Navid Azizan , Marco Pavone

Model-reference adaptive systems refer to a consortium of techniques that guide plants to track desired reference trajectories. Approaches based on theories like Lyapunov, sliding surfaces, and backstepping are typically employed to advise…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mohammed Abouheaf , Wail Gueaieb , Davide Spinello , Salah Al-Sharhan

This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…

Optimization and Control · Mathematics 2018-10-29 Dan Goreac

It is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs (i.e., stochastic linear quadratic control problems) with random coefficients in infinite dimensions; while the same problem but in finite…

Optimization and Control · Mathematics 2019-10-15 Qi Lu , Xu Zhang

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

Robotics · Computer Science 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

Recently, reinforcement learning (RL) is receiving more and more attentions due to its successful demonstrations outperforming human performance in certain challenging tasks. In our recent paper `primal-dual Q-learning framework for LQR…

Optimization and Control · Mathematics 2018-11-22 Donghwan Lee , Jianghai Hu

This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…

Optimization and Control · Mathematics 2021-04-13 Jingrui Sun , Zhen Wu , Jie Xiong

In this paper, we study the irregular output feedback linear quadratic (LQ) control problem, which is a continuous work of previous works for irregular LQ control [33] where the state is assumed to be exactly known priori. Different from…

Optimization and Control · Mathematics 2019-05-17 Juanjuan Xu , Huanshui Zhang

This paper develops a data-driven safe control framework for nonlinear discrete-time systems with parametric uncertainty and additive disturbances. The proposed approach constructs a data-consistent closed-loop representation that enables…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Amir Modares , Bahare Kiumarsi , Hamidreza Modares

This paper considers a risk-sensitive optimal control problem for a field-mediated interconnection of a quantum plant with a coherent (measurement-free) quantum controller. The plant and the controller are multimode open quantum harmonic…

Optimization and Control · Mathematics 2023-08-09 Igor G. Vladimirov , Ian R. Petersen

This paper explores the decentralized control of linear deterministic systems in which different controllers operate based on distinct state information, and extends the findings to the output feedback scenario. Assuming the controllers…

Optimization and Control · Mathematics 2024-09-09 Hongdan Li , Yawen Sun , Huanshui Zhang

This article introduces a novel framework for data-driven linear quadratic regulator (LQR) design. First, we introduce a reinforcement learning paradigm for on-policy data-driven LQR, where exploration and exploitation are simultaneously…

Systems and Control · Electrical Eng. & Systems 2024-02-23 Marco Borghesi , Alessandro Bosso , Giuseppe Notarstefano

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

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

Solving large-scale continuous-time algebraic Riccati equations is a significant challenge in various control theory applications. This work demonstrates that when the matrix coefficients of the equation are quasiseparable, the solution…

Numerical Analysis · Mathematics 2026-01-30 Stefano Massei , Luca Saluzzi

In this paper, we investigate a continuous-time linear quadratic control problem for systems with unknown matrices, where only input-output data are available. We propose an output-feedback learning framework based on a canonical nonminimal…

Optimization and Control · Mathematics 2026-05-19 Weijian Li , Bowen Yi , Panos J. Antsaklis , Hai Lin