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This paper presents a one-shot learning approach with performance and robustness guarantees for the linear quadratic regulator (LQR) control of stochastic linear systems. Even though data-based LQR control has been widely considered,…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Ramin Esmzad , Hamidreza Modares

Consider a discrete-time Linear Quadratic Regulator (LQR) problem solved using policy gradient descent when the system matrices are unknown. The gradient is transmitted across a noisy channel over a finite time horizon using analog…

Optimization and Control · Mathematics 2025-07-22 Ashwin Verma , Aritra Mitra , Lintao Ye , Vijay Gupta

The linear quadratic regulator (LQR) problem is a cornerstone of automatic control, and it has been widely studied in the data-driven setting. The various data-driven approaches can be classified as indirect (i.e., based on an identified…

Optimization and Control · Mathematics 2021-09-15 Florian Dörfler , Pietro Tesi , Claudio De Persis

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann

We study the convergence of model-based policy gradient for the deterministic, scalar, discounted linear-quadratic regulator when the controller is an overparameterized one-hidden-layer ReLU network without biases. Although the optimal LQR…

Optimization and Control · Mathematics 2026-04-27 Jhojan A. Rodriguez-Gil , César A. Uribe

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

The convergence of policy gradient algorithms hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control.…

Optimization and Control · Mathematics 2023-11-02 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

A promising method for constructing a data-driven output-feedback control law involves the construction of a model-free observer. The Linear Quadratic Regulator (LQR) optimal control policy can then be obtained by both policy-iteration (PI)…

Optimization and Control · Mathematics 2025-09-24 Liquan Lin , Haoyan Lin , Jie Huang

We propose and analyse a new methodology based on linear-quadratic regulation (LQR) for stabilising falling liquid films via blowing and suction at the base. LQR methods enable rapidly responding feedback control by precomputing a gain…

Optimization and Control · Mathematics 2023-07-11 Oscar A. Holroyd , Radu Cimpeanu , Susana N. Gomes

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu

Direct data-driven design methods for the linear quadratic regulator (LQR) mainly use offline or episodic data batches, and their online adaptation has been acknowledged as an open problem. In this paper, we propose a direct adaptive method…

Optimization and Control · Mathematics 2024-10-07 Feiran Zhao , Florian Dörfler , Alessandro Chiuso , Keyou You

This paper discusses learning a structured feedback control to obtain sufficient robustness to exogenous inputs for linear dynamic systems with unknown state matrix. The structural constraint on the controller is necessary for many…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Sayak Mukherjee , Thanh Long Vu

In this paper, an off-policy reinforcement learning algorithm is designed to solve the continuous-time LQR problem using only input-state data measured from the system. Different from other algorithms in the literature, we propose the use…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Matthias A. Müller

This paper presents a novel direct data-driven control framework for solving the linear quadratic regulator (LQR) under disturbances and noisy state measurements. The system dynamics are assumed unknown, and the LQR solution is learned…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Ramin Esmzad , Gokul S. Sankar , Teawon Han , Hamidreza Modares

We consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under the assumption that system parameters are unknown. To solve the problem in the model free setting, we propose the…

Optimization and Control · Mathematics 2023-03-21 Shokichi Takakura , Kazuhiro Sato

Linear quadratic regulator (LQR) is one of the most popular frameworks to tackle continuous Markov decision process tasks. With its fundamental theory and tractable optimal policy, LQR has been revisited and analyzed in recent years, in…

Artificial Intelligence · Computer Science 2020-07-14 Youngsuk Park , Ryan A. Rossi , Zheng Wen , Gang Wu , Handong Zhao

This paper delves into designing stabilizing feedback control gains for continuous linear systems with unknown state matrix, in which the control is subject to a general structural constraint. We bring forth the ideas from reinforcement…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Sayak Mukherjee , Thanh Long Vu

A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~$\mathtt{iLQR}$ - on the learned model to minimize a target cost. This paper conducts a…

Machine Learning · Computer Science 2023-05-17 Daniel Pfrommer , Max Simchowitz , Tyler Westenbroek , Nikolai Matni , Stephen Tu

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

We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…

Systems and Control · Electrical Eng. & Systems 2020-06-17 Jingjing Bu , Afshin Mesbahi , Mehran Mesbahi