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Reinforcement learning (RL) has seen significant research and application results but often requires large amounts of training data. This paper proposes two data-efficient off-policy RL methods that use parametrized Q-learning. In these…

Systems and Control · Electrical Eng. & Systems 2025-04-09 J. S. van Hulst , W. P. M. H. Heemels , D. J. Antunes

This paper studies the problem of steering the distribution of a linear time-invariant system from an initial normal distribution to a terminal normal distribution under no knowledge of the system dynamics. This data-driven control…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Joshua Pilipovsky , Panagiotis Tsiotras

This paper studies a class of partially observed Linear Quadratic Gaussian (LQG) problems with unknown dynamics. We establish an end-to-end sample complexity bound on learning a robust LQG controller for open-loop stable plants. This is…

Optimization and Control · Mathematics 2021-07-14 Yang Zheng , Luca Furieri , Maryam Kamgarpour , Na Li

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Machine Learning · Computer Science 2018-05-25 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

In this paper, we study the linear quadratic (LQ) optimal control problem of linear systems with private input and measurement information. The main challenging lies in the unavailability of other regulators' historical input information.…

Optimization and Control · Mathematics 2023-05-29 Juanjuan Xu , Huanshui Zhang

Two central problems in modern control theory are the controller design problem: which deals with designing a control law for the dynamical system, and the state estimation problem (observer design problem): which deals with computing an…

Optimization and Control · Mathematics 2023-08-31 Midhun T. Augustine

We investigate continuous regularization methods for linear inverse problems of static and dynamic type. These methods are based on dynamic programming approaches for linear quadratic optimal control problems. We prove regularization…

Optimization and Control · Mathematics 2021-01-27 S. Kindermann , A. Leitao

Domain randomization (DR) enables sim-to-real transfer by training controllers on a distribution of simulated environments, with the goal of achieving robust performance in the real world. Although DR is widely used in practice and is often…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Tesshu Fujinami , Bruce D. Lee , Nikolai Matni , George J. Pappas

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

Structural vibrations induced by external excitations pose significant risks, including safety hazards for occupants, structural damage, and increased maintenance costs. While conventional model-based control strategies, such as Linear…

Machine Learning · Computer Science 2025-10-03 Rohan Vitthal Thorat , Juhi Singh , Rajdip Nayek

In this paper, we propose and analyze a new method for online linear quadratic regulator (LQR) control with a priori unknown time-varying cost matrices. The cost matrices are revealed sequentially with the potential for future values to be…

Optimization and Control · Mathematics 2023-02-22 Yitian Chen , Timothy L. Molloy , Tyler Summers , Iman Shames

Stabilizing an unknown control system is one of the most fundamental problems in control systems engineering. In this paper, we provide a simple, model-free algorithm for stabilizing fully observed dynamical systems. While model-free…

Systems and Control · Electrical Eng. & Systems 2021-10-14 Juan C. Perdomo , Jack Umenberger , Max Simchowitz

This paper introduces an extension of the LQR-tree algorithm, which is a feedback-motion-planning algorithm for stabilizing a system of ordinary differential equations from a bounded set of initial conditions to a goal. The constructed…

Systems and Control · Electrical Eng. & Systems 2023-03-02 Jiří Fejlek , Stefan Ratschan

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

In this paper, we study the irregular output feedback linear quadratic (LQ) control problem, which is a continuous work of previous works for irregular LQ control [33] where the state is assumed to be exactly known priori. Different from…

Optimization and Control · Mathematics 2019-05-17 Juanjuan Xu , Huanshui Zhang

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

The linear quadratic regulator problem is central in optimal control and was investigated since the very beginning of control theory. Nevertheless, when it includes affine state constraints, it remains very challenging from the classical…

Optimization and Control · Mathematics 2021-03-30 Pierre-Cyril Aubin-Frankowski

This paper addresses the joint state estimation and control problems for unknown linear time-invariant systems subject to both process and measurement noise. The aim is to redesign the linear quadratic Gaussian (LQG) controller based solely…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Wenjie Liu , Jian Sun , Gang Wang , Francesco Bullo , Jie Chen

This paper studies regularity properties of optimization-based controllers, which are obtained by solving optimization problems where the parameter is the system state and the optimization variable is the input to the system. Under a wide…

Optimization and Control · Mathematics 2024-08-08 Pol Mestres , Ahmed Allibhoy , Jorge Cortés

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
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