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The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…

Optimization and Control · Mathematics 2026-03-17 Haoran Li , Xun Li , Yuan-Hua Ni , Xuebo Zhang

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

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

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

While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamical controllers, they only provide convergence guarantees to…

Optimization and Control · Mathematics 2023-04-25 Feiran Zhao , Xingyun Fu , Keyou You

Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and…

Optimization and Control · Mathematics 2022-10-11 Bin Hu , Kaiqing Zhang , Na Li , Mehran Mesbahi , Maryam Fazel , Tamer Başar

We consider direct policy optimization for the linear-quadratic Gaussian (LQG) setting. Over the past few years, it has been recognized that the landscape of dynamic output-feedback controllers of relevance to LQG has an intricate geometry,…

Optimization and Control · Mathematics 2024-08-19 Spencer Kraisler , Mehran Mesbahi

In many areas of applied mathematics, engineering, and social and natural sciences, decentralization of information is a key aspect determining how to approach a problem. In this review article, we study information structures in a…

Optimization and Control · Mathematics 2020-10-16 Naci Saldi , Serdar Yuksel

%!TEX root = LCSS_main_max.tex The widespread adoption of nonlinear Receding Horizon Control (RHC) strategies by industry has led to more than 30 years of intense research efforts to provide stability guarantees for these methods. However,…

Optimization and Control · Mathematics 2024-01-29 Tyler Westenbroek , Max Simchowitz , Michael I. Jordan , S. Shankar Sastry

This survey article deals with applications of optimal control to aerospace problems with a focus on modern geometric optimal control tools and numerical continuation techniques. Geometric optimal control is a theory combining optimal…

Optimization and Control · Mathematics 2017-01-24 Jiamin Zhu , Emmanuel Trélat , Max Cerf

This paper studies the parameter tuning problem of positive linear systems for optimizing their stability properties. We specifically show that, under certain regularity assumptions on the parametrization, the problem of finding the…

Optimization and Control · Mathematics 2019-11-26 Masaki Ogura , Masako Kishida , James Lam

In this paper, we study linearly constrained policy optimization over the manifold of Schur stabilizing controllers, equipped with a Riemannian metric that emerges naturally in the context of optimal control problems. We provide extrinsic…

Optimization and Control · Mathematics 2023-10-27 Shahriar Talebi , Mehran Mesbahi

In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…

Systems and Control · Electrical Eng. & Systems 2021-01-01 Yunhan Huang , Quanyan Zhu

The aim of this paper is to give some existence results of optimal control of robotic systems with a Riemannian geometric view, and derive a formulation of the PMP using the intrinsic geometry of the configuration space. Applying this…

Optimization and Control · Mathematics 2021-08-16 Anis Bousclet

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 paper explores the role of symmetries and reduction in nonlinear control and optimal control systems. The focus of the paper is to give a geometric framework of symmetry reduction of optimal control systems as well as to show how to…

Optimization and Control · Mathematics 2015-02-13 Tomoki Ohsawa

This paper revisits the classical Linear Quadratic Gaussian (LQG) control from a modern optimization perspective. We analyze two aspects of the optimization landscape of the LQG problem: 1) connectivity of the set of stabilizing controllers…

Optimization and Control · Mathematics 2021-02-09 Yang Zheng , Yujie Tang , Na Li

The paper studies a geometrically robust least-squares problem that extends classical and norm-based robust formulations. Rather than minimizing residual error for fixed or perturbed data, we interpret least-squares as enforcing approximate…

Optimization and Control · Mathematics 2026-04-28 Shreyas Bharadwaj , Bamdev Mishra , Cyrus Mostajeran , Alberto Padoan , Jeremy Coulson , Ravi N. Banavar

We study the effect of stochasticity in on-policy policy optimization, and make the following four contributions. First, we show that the preferability of optimization methods depends critically on whether stochastic versus exact gradients…

Machine Learning · Computer Science 2021-11-01 Jincheng Mei , Bo Dai , Chenjun Xiao , Csaba Szepesvari , Dale Schuurmans

We formulate a general mathematical framework for self-tuning network control architecture design. This problem involves jointly adapting the locations of active sensors and actuators in the network and the feedback control policy to all…

Optimization and Control · Mathematics 2023-01-18 Tyler Summers , Karthik Ganapathy , Iman Shames , Mathias Hudoba de Badyn

Parameter control and dynamic algorithm configuration study how to dynamically choose suitable configurations of a parametrized algorithm during the optimization process. Despite being an intensively researched topic in evolutionary…

Neural and Evolutionary Computing · Computer Science 2025-07-14 Gianluca Covini , Denis Antipov , Carola Doerr
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