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This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with quadratic constraints, significantly increases the…

Optimization and Control · Mathematics 2024-11-19 Dawei Liu , Juanjuan Xu , huanshui Zhang

Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadratic Gaussian (LQG) is a widely-used setting, where the…

Systems and Control · Electrical Eng. & Systems 2022-10-26 Solomon Goldgraber Casspi , Oliver Husser , Guy Revach , Nir Shlezinger

In this paper, the problem of output feedback sliding mode control of linear sampled-data multi-input multi-output systems is considered. Existing sliding mode control schemes can attenuate the influence of an external disturbance by…

Systems and Control · Computer Science 2019-04-16 Thang Nguyen , Christopher Edwards , Vahid Azimi , Wu-Chung Su

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

This paper is concerned with data-driven optimal control of nonlinear systems. We present a convex formulation to the optimal control problem (OCP) with a discounted cost function. We consider OCP with both positive and negative discount…

Optimization and Control · Mathematics 2022-02-07 Joseph Moyalan , Hyungjin Choi , Yongxin Chen , Umesh Vaidya

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

This paper investigates the linear output regulation problem with both the exosystem and the plant fully unknown. A data-driven regulator is proposed to achieve asymptotic regulation and closed-loop stability without performing model…

Systems and Control · Electrical Eng. & Systems 2025-12-08 Shangkun Liu , Lei Wang , Bowen Yi

Inspired by online learning, data-dependent regret has recently been proposed as a criterion for controller design. In the regret-optimal control paradigm, causal controllers are designed to minimize regret against a hypothetical optimal…

Optimization and Control · Mathematics 2022-09-15 Gautam Goel , Babak Hassibi

Data-driven control approaches for the minimization of energy consumption of buildings have the potential to significantly reduce deployment costs and increase uptake of advanced control in this sector. A number of recent approaches based…

Systems and Control · Electrical Eng. & Systems 2023-03-23 Yingzhao Lian , Jicheng Shi , Manuel Koch , Colin Neil Jones

Domain randomization is a simple, effective, and flexible scheme for obtaining robust feedback policies aimed at reducing the sim-to-real gap due to model mismatch. While domain randomization methods have yielded impressive demonstrations…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Alex Nguyen-Le , Nikolai Matni

This paper presents the design and implementation of data-driven optimal derivative feedback controllers for an active magnetic levitation system. A direct, model-free control design method based on the reinforcement learning framework is…

Systems and Control · Electrical Eng. & Systems 2026-02-09 Saber Omidi , Rene Akupan Ebunle , Se Young Yoon

Model predictive control is a prominent approach to construct a feedback control loop for dynamical systems. Due to real-time constraints, the major challenge in MPC is to solve model-based optimal control problems in a very short amount of…

Optimization and Control · Mathematics 2020-12-15 Sina Ober-Blöbaum , Sebastian Peitz

This paper studies the finite-horizon linear quadratic regulation problem where the dynamics of the system are assumed to be unknown and the state is accessible. Information on the system is given by a finite set of input-state data, where…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Monica Rotulo , Claudio De Persis , Pietro Tesi

The canonical proportional-integral-derivative (PID) control approach has been widely used in industrial application due to their simplicity and ease of use. However, its corresponding controller parameters are hard to be adjusted,…

Optimization and Control · Mathematics 2020-05-05 Xiaojun Zhou

Linearising the dynamics of nonlinear mechanical systems is an important and open research area. A common approach is feedback linearisation, which is a nonlinear control method that transforms the input-output response of a nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Merijn Floren , Koen Classens , Tom Oomen , Jean-Philippe Noël

The value of plant model information available in the control design process is discussed. We design optimal state-feedback controllers for interconnected discrete-time linear systems with stochastically-varying parameters. The parameters…

Optimization and Control · Mathematics 2013-12-05 Farhad Farokhi , Karl H. Johansson

The data-driven linear quadratic regulator (ddLQR) is a widely studied control method for unknown dynamical systems with disturbance. Existing approaches, both indirect, i.e., those that identify a model followed by model-based design, and…

Optimization and Control · Mathematics 2026-04-13 Thierry Schwaller , Feiran Zhao , Florian Dörfler

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

We propose a control-oriented optimal experimental design (cOED) approach for linear PDE-constrained Bayesian inverse problems. In particular, we consider optimal control problems with uncertain parameters that need to be estimated by…

Optimization and Control · Mathematics 2025-09-01 Madhusudan Madhavan , Alen Alexanderian , Arvind K. Saibaba , Bart van Bloemen Waanders , Rebekah D. White

This paper proposes efficient policy iteration and value iteration algorithms for the continuous-time linear quadratic regulator problem with unmeasurable states and unknown system dynamics, from the perspective of direct data-driven…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Jun Xie , Yuan-Hua Ni , Yiqin Yang , Bo Xu