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A new class of cost functionals for optimal control of quantum systems which produces controls which are sparse in frequency and smooth in time is proposed. This is achieved by penalizing a suitable time-frequency representation of the…

Optimization and Control · Mathematics 2016-07-15 Gero Friesecke , Felix Henneke , Karl Kunisch

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

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

We study a bilinear OCP for an evolution equation governed by the fractional Laplacian of order $0 < s < 1$, incorporating a nonlocal time component modeled by an integral kernel. After establishing well-posedness of the problem, we analyze…

Optimization and Control · Mathematics 2025-07-16 Jasarat Gasimov , Nazim Mahmudov

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

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

We develop mathematical framework and computational tools for calculating frequency responses of linear time-invariant PDEs in which an independent spatial variable belongs to a compact interval. In conventional studies this computation is…

Computational Physics · Physics 2013-12-30 Binh K. Lieu , Mihailo R. Jovanović

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 investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noises. We formulate the stochastic LQR problem as a nonconvex…

Optimization and Control · Mathematics 2025-12-25 Jing Guo , Xiushan Jiang , Weihai Zhang

A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…

Systems and Control · Computer Science 2018-09-18 Forrest Laine , Claire Tomlin

Integer-order calculus often falls short in capturing the long-range dependencies and memory effects found in many real-world processes. Fractional calculus addresses these gaps via fractional-order integrals and derivatives, but…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Xiaole Zhang , Peiyu Zhang , Xiongye Xiao , Shixuan Li , Vasileios Tzoumas , Vijay Gupta , Paul Bogdan

We consider the Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. Such a setup facilitates examining the implications of a natural initial-state independent…

Systems and Control · Electrical Eng. & Systems 2019-07-31 Jingjing Bu , Afshin Mesbahi , Maryam Fazel , Mehran Mesbahi

Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…

General Mathematics · Mathematics 2007-05-23 Alexander Bolonkin , Robert Sierakowski

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

Understanding the optimization landscape of linear quadratic regulation (LQR) problems is fundamental to the design of efficient reinforcement learning solutions. Recent work has made significant progress in characterizing the landscape of…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Jingliang Duan , Jie Li , Yinsong Ma , Liye Tang , Guofa Li , Liping Zhang , Shengbo Eben Li , Lin Zhao

Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

Systems and Control · Electrical Eng. & Systems 2024-01-04 Bassam Bamieh

We introduce a finite dimensional version of backstepping controller design for stabilizing solutions of PDEs from boundary. Our controller uses only a finite number of Fourier modes of the state of solution, as opposed to the classical…

Optimization and Control · Mathematics 2024-12-30 Varga Kalantarov , Türker Özsarı , Kemal Cem Yılmaz

This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…

Optimization and Control · Mathematics 2025-09-03 Jialong Li , Zhiyong Yu , Wanying Yue

We present a convolutional framework which significantly reduces the complexity and thus, the computational effort for distributed reinforcement learning control of dynamical systems governed by partial differential equations (PDEs).…

Machine Learning · Computer Science 2023-12-27 Sebastian Peitz , Jan Stenner , Vikas Chidananda , Oliver Wallscheid , Steven L. Brunton , Kunihiko Taira