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The learning inefficiency of reinforcement learning (RL) from scratch hinders its practical application towards continuous robotic tracking control, especially for high-dimensional robots. This work proposes a data-informed residual…

Systems and Control · Electrical Eng. & Systems 2024-06-10 Cong Li , Fangzhou Liu , Yongchao Wang , Martin Buss

The dyadic adaptive control architecture evolved as a solution to the problem of designing control laws for nonlinear systems with unmatched nonlinearities, disturbances and uncertainties. A salient feature of this framework is its ability…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Aditya A. Paranjape , Soon-Jo Chung

Effectively controlling systems governed by Partial Differential Equations (PDEs) is crucial in several fields of Applied Sciences and Engineering. These systems usually yield significant challenges to conventional control schemes due to…

Machine Learning · Computer Science 2024-11-07 Florian Wolf , Nicolò Botteghi , Urban Fasel , Andrea Manzoni

Many recent works on stabilization of nonlinear systems target the case of locally stabilizing an unstable steady state solutions against small perturbation. In this work we explicitly address the goal of driving a system into a…

Dynamical Systems · Mathematics 2020-03-11 Peter Benner , Jan Heiland

The problem of Reinforcement Learning (RL) in an unknown nonlinear dynamical system is equivalent to the search for an optimal feedback law utilizing the simulations/ rollouts of the dynamical system. Most RL techniques search over a…

Machine Learning · Computer Science 2022-03-25 Ran Wang , Karthikeya S. Parunandi , Aayushman Sharma , Raman Goyal , Suman Chakravorty

Soft robots are gaining popularity thanks to their intrinsic safety to contacts and adaptability. However, the potentially infinite number of Degrees of Freedom makes their modeling a daunting task, and in many cases only an approximated…

Robotics · Computer Science 2024-01-26 Gabriele Tiboni , Andrea Protopapa , Tatiana Tommasi , Giuseppe Averta

This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Peter A. Fisher , Anuradha M. Annaswamy

This paper is concerned with a general non-homogeneous stochastic linear quadratic (LQ) control problem with regime switching and random coefficients. We obtain the explicit optimal state feedback control and optimal value for this problem…

Optimization and Control · Mathematics 2023-07-17 Ying Hu , Xiaomin Shi , Zuo Quan Xu

Discrete time stochastic optimal control problems and Markov decision processes (MDPs), respectively, serve as fundamental models for problems that involve sequential decision making under uncertainty and as such constitute the theoretical…

Optimization and Control · Mathematics 2023-03-08 Christian Beck , Arnulf Jentzen , Konrad Kleinberg , Thomas Kruse

In this article, we study a continuous-time stochastic $H_\infty$ control problem based on reinforcement learning (RL) techniques that can be viewed as solving a stochastic linear-quadratic two-person zero-sum differential game (LQZSG).…

Optimization and Control · Mathematics 2024-10-02 Zhongshi Sun , Guangyan Jia

This study develops a unified mathematical framework for the analysis of radial differential equations, revealing a fundamental connection between three distinct classes of problems: the nonlinear Riccati equation, the linear Schr\"odinger…

Analysis of PDEs · Mathematics 2026-04-28 Dragos-Patru Covei

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

We consider transport processes that are modeled by first order hyperbolic partial differential equations. Our goal is to find a full state feedback that makes a given reference profile locally asymptotically stable. To accomplish this we…

Optimization and Control · Mathematics 2025-08-22 Arthur J. Krener

A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…

Optimization and Control · Mathematics 2012-08-28 Jianhui Huang , Xun Li , Jiongmin Yong

We solve a linear quadratic optimal control problem for sampled-data systems with stochastic delays. The delays are stochastically determined by the last few delays. The proposed optimal controller can be efficiently computed by iteratively…

Optimization and Control · Mathematics 2018-05-18 Masashi Wakaiki , Masaki Ogura , Joao P. Hespanha

Explicit solutions to optimal control problems are rarely obtainable. Of particular interest are the explicit solutions derived for minimax problems, providing a framework to address adversarial conditions and uncertainty. This work…

Optimization and Control · Mathematics 2026-03-10 Alba Gurpegui , Mark Jeeninga , Emma Tegling , Anders Rantzer

The Sequential Linear Quadratic (SLQ) algorithm is a continuous-time variant of the well-known Differential Dynamic Programming (DDP) technique with a Gauss-Newton Hessian approximation. This family of methods has gained popularity in the…

Robotics · Computer Science 2021-03-29 Jean-Pierre Sleiman , Farbod Farshidian , Marco Hutter

In this paper, we propose a framework based on the Retrospective Approximation (RA) paradigm to solve optimization problems with a stochastic objective function and general nonlinear deterministic constraints. This framework sequentially…

Optimization and Control · Mathematics 2025-05-27 Albert S. Berahas , Raghu Bollapragada , Shagun Gupta

The purpose of this paper is to present an application of the State Dependent Riccati Equation (SDRE) method to satellite attitude control where the satellite kinematics is modeled by Modified Rodriguez Parameters (MRP). The SDRE…

Dynamical Systems · Mathematics 2011-03-29 R. Ozgur Doruk

Approximation of high dimensional functions is in the focus of machine learning and data-based scientific computing. In many applications, empirical risk minimisation techniques over nonlinear model classes are employed. Neural networks,…

Numerical Analysis · Mathematics 2024-02-05 Mathias Oster , Luca Saluzzi , Tizian Wenzel
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