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Related papers: A Globally Convergent Policy Gradient Method for L…

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We consider the task of learning to control a linear dynamical system under fixed quadratic costs, known as the Linear Quadratic Regulator (LQR) problem. While model-free approaches are often favorable in practice, thus far only model-based…

Machine Learning · Computer Science 2021-02-26 Asaf Cassel , Tomer Koren

In safety-critical applications, reinforcement learning (RL) needs to consider safety constraints. However, theoretical understandings of constrained RL for continuous control are largely absent. As a case study, this paper presents a…

Optimization and Control · Mathematics 2024-06-07 Feiran Zhao , Keyou You

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

This paper studies equality-constrained composite minimization problems. This class of problems, capturing regularization terms and inequality constraints, naturally arises in a wide range of engineering and machine learning applications.…

Optimization and Control · Mathematics 2026-04-13 Veronica Centorrino , Francesca Rossi , Francesco Bullo , Giovanni Russo

This letter explores intelligent scheduling of sensor-to-controller communication in networked control systems, particularly when data transmission incurs a cost. While the optimal controller in a standard linear quadratic Gaussian (LQG)…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Zahra Hashemi , Dipankar Maity

Different ways of modelling quantum control systems, formulating control problems and solving the resulting problems are considered and compared. In particular, we compare the performance of geometric and optimal control, as well as…

Quantum Physics · Physics 2008-01-08 Sonia G Schirmer , Peter J Pemberton-Ross , Xiaoting Wang

Direct policy search has achieved great empirical success in reinforcement learning. Many recent studies have revisited its theoretical foundation for continuous control, which reveals elegant nonconvex geometry in various benchmark…

Optimization and Control · Mathematics 2023-12-27 Yang Zheng , Chih-fan Pai , Yujie Tang

This article presents a method to automatically generate energy-optimal trajectories for systems with linear dynamics, linear constraints, and a quadratic cost functional (LQ systems). First, using recent advancements in optimal control, we…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Logan E. Beaver

In this paper, we present a structured solver based on the preconditioned conjugate gradient method (PCGM) for solving the linear quadratic (LQ) optimal control problem for $K \times N$ sub-systems connected in a two-dimensional (2D) grid…

Optimization and Control · Mathematics 2023-04-18 Armaghan Zafar , Ian R. Manchester

Constrained optimization is popularly seen in reinforcement learning for addressing complex control tasks. From the perspective of dynamic system, iteratively solving a constrained optimization problem can be framed as the temporal…

Machine Learning · Computer Science 2025-01-28 Tianqi Zhang , Puzhen Yuan , Guojian Zhan , Ziyu Lin , Yao Lyu , Zhenzhi Qin , Jingliang Duan , Liping Zhang , Shengbo Eben Li

This paper presents a data-driven solution to the discrete-time infinite horizon LQR problem. The state feedback gain is computed directly from a batch of input and state data collected from the plant. Simulation examples illustrate the…

Optimization and Control · Mathematics 2021-04-12 Gustavo R. Gonçalves da Silva , Alexandre S. Bazanella , Lucíola Campstrini

We study the problem of state representation learning for control from partial and potentially high-dimensional observations. We approach this problem via cost-driven state representation learning, in which we learn a dynamical model in a…

Machine Learning · Computer Science 2026-03-10 Yi Tian , Kaiqing Zhang , Russ Tedrake , Suvrit Sra

We consider the policy gradient adaptive control (PGAC) framework, which adaptively updates a control policy in real time, by performing data-based gradient descent steps on the linear quadratic regulator cost. This method has empirically…

Optimization and Control · Mathematics 2026-01-07 Felix Laurent , Feiran Zhao , Jaap Eising , Florian Dörfler

We propose a method to design a suboptimal, coherent quantum LQG controller to solve a quantum equalization problem. Our method involves reformulating the problem as a control problem and then designing a classical LQG controller and…

Quantum Physics · Physics 2023-04-05 Rebbecca TY Thien , Shanon L. Vuglar , Ian R. Petersen

In this paper, we introduce an inertial version of the Proximal Incremental Aggregated Gradient method (PIAG) for minimizing the sum of smooth convex component functions and a possibly nonsmooth convex regularization function.…

Optimization and Control · Mathematics 2017-12-19 Xiaoya Zhang , Wei Peng , Hui Zhang , Wei Zhu

Recently, policy optimization for control purposes has received renewed attention due to the increasing interest in reinforcement learning. In this paper, we investigate the convergence of policy optimization for quadratic control of…

Optimization and Control · Mathematics 2020-02-12 Joao Paulo Jansch-Porto , Bin Hu , Geir Dullerud

First order policy optimization has been widely used in reinforcement learning. It guarantees to find the optimal policy for the state-feedback linear quadratic regulator (LQR). However, the performance of policy optimization remains…

Optimization and Control · Mathematics 2022-04-05 Yang Zheng , Yue Sun , Maryam Fazel , Na Li

We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…

Optimization and Control · Mathematics 2023-02-08 Umberto Biccari , Ana Navarro-Quiles , Enrique Zuazua

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

The standard linear quadratic Gaussian (LQG) framework assumes a Brownian noise process and relies on classical stochastic calculus tools, such as those based on It\^o calculus. In this paper, we solve a generalized linear quadratic optimal…

Systems and Control · Electrical Eng. & Systems 2026-02-11 Mostafa M. Shibl , Sharan Srinivasan , Harsha Honnappa , Vijay Gupta