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In this work we study the convergence of gradient methods for nonconvex optimization problems -- specifically the effect of the problem formulation to the convergence behavior of the solution of a gradient flow. We show through a simple…

Optimization and Control · Mathematics 2025-10-03 Moh Kamalul Wafi , Arthur Castello B. de Oliveira , Eduardo D. Sontag

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

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

Consider a linear quadratic regulator (LQR) problem being solved in a model-free manner using the policy gradient approach. If the gradient of the quadratic cost is being transmitted across a rate-limited channel, both the convergence and…

Optimization and Control · Mathematics 2024-09-20 Lintao Ye , Aritra Mitra , Vijay Gupta

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

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

Recent research in neural networks and machine learning suggests that using many more parameters than strictly required by the initial complexity of a regression problem can result in more accurate or faster-converging models -- contrary to…

Machine Learning · Computer Science 2023-05-18 Arthur Castello B. de Oliveira , Milad Siami , Eduardo D. Sontag

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

Policy gradient (PG) methods are the backbone of many reinforcement learning algorithms due to their good performance in policy optimization problems. As a gradient-based approach, PG methods typically rely on knowledge of the system…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Bowen Song , Andrea Iannelli

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

Graph Neural Networks (GNNs) are powerful tools for addressing learning problems on graph structures, with a wide range of applications in molecular biology and social networks. However, the theoretical foundations underlying their…

Machine Learning · Computer Science 2025-01-27 Dhiraj Patel , Anton Savostianov , Michael T. Schaub

In this paper, we present a novel method for computing the optimal feedback gain of the infinite-horizon Linear Quadratic Regulator (LQR) problem via an ordinary differential equation. We introduce a novel continuous-time Bellman error,…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Armin Gießler , Albertus Johannes Malan , Sören Hohmann

Transformer models have emerged as fundamental tools across various scientific and engineering disciplines, owing to their outstanding performance in diverse applications. Despite this empirical success, the theoretical foundations of…

Machine Learning · Computer Science 2026-04-14 Zhen Qin , Jinxin Zhou , Jiachen Jiang , Zhihui Zhu

The main objective of this research paper is to investigate the local convergence characteristics of Model-agnostic Meta-learning (MAML) when applied to linear system quadratic optimal control (LQR). MAML and its variations have become…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Negin Musavi , Geir E. Dullerud

Neural networks trained via gradient descent with random initialization and without any regularization enjoy good generalization performance in practice despite being highly overparametrized. A promising direction to explain this phenomenon…

Machine Learning · Computer Science 2022-05-17 Hancheng Min , Salma Tarmoun , Rene Vidal , Enrique Mallada

A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Leilei Cui , Richard D. Braatz

We propose ScalarFedLQR, a communication-efficient federated algorithm for model-free learning of a common policy in linear quadratic regulator (LQR) control of heterogeneous agents. The method builds on a decomposed projected gradient…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Mohammadreza Rostami , Shahriar Talebi , Solmaz S. Kia

Geometry-aware optimizers such as Newton and natural gradient can improve conditioning in deep learning, but scalable variants such as K-FAC, Shampoo, and related preconditioners usually impose structural approximations early, often…

Machine Learning · Computer Science 2026-05-07 Simon Dufort-Labbé , Pierre-Luc Bacon , Razvan Pascanu , Simon Lacoste-Julien , Aristide Baratin

We consider policy gradient algorithms for the indefinite least squares stationary optimal control, e.g., linear-quadratic-regulator (LQR) with indefinite state and input penalization matrices. Such a setup has important applications in…

Optimization and Control · Mathematics 2020-02-13 Jingjing Bu , Mehran Mesbahi

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
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