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This paper investigates the stochastic linear-quadratic (LQ, for short) optimal control problems with non-Markovian regime switching in a finite time horizon where the state equation is multi-dimensional. Similar to the classical stochastic…

Optimization and Control · Mathematics 2023-07-18 Yuyang Chen , Peng Luo

In this work, we devise a new, general-purpose reinforcement learning strategy for the optimal control of parametric dynamical systems. Such problems frequently arise in applied sciences and engineering and entail a significant complexity…

Machine Learning · Computer Science 2026-02-12 Nicolò Botteghi , Stefania Fresca , Mengwu Guo , Andrea Manzoni

This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…

Systems and Control · Computer Science 2018-09-11 Dan Yu , Mohammandhussen Rafieisakhaei , Suman Chakravorty

This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order…

Optimization and Control · Mathematics 2025-07-22 Shijie Huang , Sergio Grammatico

In this paper, we introduce a reduced order model-based reinforcement learning (MBRL) approach, utilizing the Iterative Linear Quadratic Regulator (ILQR) algorithm for the optimal control of nonlinear partial differential equations (PDEs).…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Aayushman Sharma , Suman Chakravorty

Distance-based reward mechanisms in deep reinforcement learning (DRL) navigation systems suffer from critical safety limitations in dynamic environments, frequently resulting in collisions when visibility is restricted. We propose DRL-NSUO,…

Robotics · Computer Science 2025-03-04 Mingao Tan , Shanze Wang , Biao Huang , Zhibo Yang , Rongfei Chen , Xiaoyu Shen , Wei Zhang

Dynamic Low Rank (DLR) methods are a promising way to reduce the computational cost and memory footprint of the high-dimensional thermal radiative transfer (TRT) equations. The TRT equations are a system of nonlinear PDEs that model the…

Numerical Analysis · Mathematics 2026-01-27 Terry Haut , John Loffeld , Lukas Einkemmer , Pierson Guthrey , Stefan Brunner , William Schill

This paper is concerned with the linear quadratic optimal control problem for networked system simultaneously with input delay and Markovian dropout. Different from the results in the literature, we consider the hold-input strategy, which…

Optimization and Control · Mathematics 2020-10-16 Hongdan Li , Xun Li , Huanshui Zhang

As it is popular known, Riccati equation is the key basic tool for optimal control in the modern control theory. The solvability conditions of optimal control, stabilization conditions and controller design are all based on the Riccati…

Optimization and Control · Mathematics 2017-12-27 Huanshui Zhang , Juanjuan Xu

We present an approach for the optimization of irrigation in a Richards' equation framework. We introduce a proper cost functional, aimed at minimizing the amount of water provided by irrigation, at the same time maximizing the root water…

Optimization and Control · Mathematics 2024-11-18 Alessandro Alla , Marco Berardi , Luca Saluzzi

This paper deals with suboptimal distributed H2 control by dynamic output feedback for homogeneous linear multi-agent systems. Given a linear multi-agent system, together with an associated H2 cost functional, the objective is to design…

Optimization and Control · Mathematics 2020-01-22 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

Robotics · Computer Science 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

We consider the problem of controlling a Linear Quadratic Regulator (LQR) system over a finite horizon $T$ with fixed and known cost matrices $Q,R$, but unknown and non-stationary dynamics $\{A_t, B_t\}$. The sequence of dynamics matrices…

Machine Learning · Computer Science 2022-03-21 Yuwei Luo , Varun Gupta , Mladen Kolar

Data assimilation (DA) methods use priors arising from differential equations to robustly interpolate and extrapolate data. Popular techniques such as ensemble methods that handle high-dimensional, nonlinear PDE priors focus mostly on state…

Machine Learning · Statistics 2024-06-05 Rafael Anderka , Marc Peter Deisenroth , So Takao

Due to dynamic variations such as changing payload, aerodynamic disturbances, and varying platforms, a robust solution for quadrotor trajectory tracking remains challenging. To address these challenges, we present a deep reinforcement…

Systems and Control · Electrical Eng. & Systems 2026-01-06 Varad Vaidya , Jishnu Keshavan

Deep reinforcement learning (DRL), acting as a novel and powerful paradigm for quantum optimal control, offers transformative opportunities for advancing neutral-atom quantum computing. In this work, we theoretically demonstrate a DRL-based…

Quantum Physics · Physics 2026-05-07 Yue Cai , Hanlin Zhang , Keye Zhang , Jing Qian

We propose a Riemannian optimization approach for computing low-rank solutions of the algebraic Riccati equation. The scheme alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is on the set of…

Optimization and Control · Mathematics 2014-05-29 B. Mishra , B. Vandereycken

We provide a solution to the heretofore open problem of stabilization of systems with arbitrarily long delays at the input and output of a nonlinear system using output feedback only. The solution is global, employs the predictor approach…

Optimization and Control · Mathematics 2013-08-15 Iasson Karafyllis , Miroslav Krstic

Controlling systems of ordinary differential equations (ODEs) is ubiquitous in science and engineering. For finding an optimal feedback controller, the value function and associated fundamental equations such as the Bellman equation and the…

Optimization and Control · Mathematics 2021-04-14 Mathias Oster , Leon Sallandt , Reinhold Schneider

Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Gabriel Diaz , Lucky Li , Wenhao Zhang
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