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This paper proposes a reinforcement learning (RL) algorithm for infinite horizon $\rm {H_{2}/H_{\infty}}$ problem in a class of stochastic discrete-time systems, rather than using a set of coupled generalized algebraic Riccati equations…

Optimization and Control · Mathematics 2023-11-28 Xiushan Jiang , Li Wang , Dongya Zhao , Ling Shi

The design of direct data-based controllers has become a fundamental part of control theory research in the last few years. In this paper, we consider three classes of data-based state feedback control problems for linear systems. These…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Victor G. Lopez , Matthias A. Müller

The inverse linear-quadratic optimal control problem is a system identification problem whose aim is to recover the quadratic cost function and hence the closed-loop system matrices based on observations of optimal trajectories. In this…

Optimization and Control · Mathematics 2022-09-22 Han Zhang , Axel Ringh

In this paper, we present a Q-learning algorithm to solve the optimal output regulation problem for discrete-time LTI systems. This off-policy algorithm only relies on using persistently exciting input-output data, measured offline. No…

Systems and Control · Electrical Eng. & Systems 2024-08-21 Mohammad Alsalti , Victor G. Lopez , Matthias A. Müller

An adaptive controller is proposed and analyzed for the class of infinite-horizon optimal control problems in positive linear systems presented in (Ohlin et al., 2024b). This controller is derived from the solution of a "data-driven…

Optimization and Control · Mathematics 2025-04-22 Fethi Bencherki , Anders Rantzer

This paper addresses data-driven control of continuous-time systems. We develop a framework based on synthesis operators associated with input and state trajectories. A key advantage of the proposed method is that it does not require the…

Optimization and Control · Mathematics 2025-11-27 Masashi Wakaiki

This paper considers optimal control of a quadrotor unmanned aerial vehicles (UAV) using the discrete-time, finite-horizon, linear quadratic regulator (LQR). The state of a quadrotor UAV is represented as an element of the matrix Lie group…

Robotics · Computer Science 2021-05-31 Mitchell R. Cohen , Khairi Abdulrahim , James Richard Forbes

Computational optimal feedback control (OFC) models in the sensorimotor control literature span a vast range of different implementations. Among the popular algorithms, finite-horizon, receding-horizon or infinite-horizon linear-quadratic…

Quantitative Methods · Quantitative Biology 2021-10-11 Justinas Česonis , David W. Franklin

Model-based reinforcement learning techniques accelerate the learning task by employing a transition model to make predictions. In this paper, a model-based learning approach is presented that iteratively computes the optimal value function…

Optimization and Control · Mathematics 2020-10-22 Milad Farsi , Jun Liu

This paper presents a continuous-time optimal control framework for the generation of reference trajectories in driving scenarios with uncertainty. A previous work presented a discrete-time stochastic generator for autonomous vehicles;…

Optimization and Control · Mathematics 2026-03-17 Ange Valli , Shangyuan Zhang , Abdel Lisser

This communication presents a longitudinal model-free control approach for computing the wheel torque command to be applied on a vehicle. This setting enables us to overcome the problem of unknown vehicle parameters for generating a…

Systems and Control · Computer Science 2017-04-06 Philip Polack , Brigitte d'Andréa-Novel , Michel Fliess , Arnaud de la Fortelle , Lghani Menhour

This letter presents a data-driven framework for the design of stabilizing controllers from input-output data in the continuous-time, linear, and time-invariant domain. Rather than relying on measurements or reliable estimates of input and…

Optimization and Control · Mathematics 2026-02-18 Corrado Possieri

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

These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…

Optimization and Control · Mathematics 2016-09-04 Michael Muehlebach , Raffaello D'Andrea

We present a novel approach to control design for nonlinear systems which leverages model-free policy optimization techniques to learn a linearizing controller for a physical plant with unknown dynamics. Feedback linearization is a…

In this paper, we investigate a model-free optimal control design that minimizes an infinite horizon average expected quadratic cost of states and control actions subject to a probabilistic risk or chance constraint using input-output data.…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Arunava Naha , Subhrakanti Dey

A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~$\mathtt{iLQR}$ - on the learned model to minimize a target cost. This paper conducts a…

Machine Learning · Computer Science 2023-05-17 Daniel Pfrommer , Max Simchowitz , Tyler Westenbroek , Nikolai Matni , Stephen Tu

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

This paper examines stochastic optimal control problems in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing L\'evy process. We provide dynamic programming…

Optimization and Control · Mathematics 2014-01-03 Andrew Lamperski , Noah J. Cowan

We consider an LQR optimal control problem with partially unknown dynamics. We propose a new model-based online algorithm to obtain an approximation of the dynamics $and$ the control at the same time during a single simulation.

Numerical Analysis · Mathematics 2021-05-31 Agnese Pacifico , Andrea Pesare , Maurizio Falcone