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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

Real-time optimal control remains a fundamental challenge in robotics, especially for nonlinear systems with stringent performance requirements. As one of the representative trajectory optimization algorithms, the iterative Linear Quadratic…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Yue Wang , Haoyu Wang , Zhaoxing Li

Iterative linear quadradic regulator(iLQR) has become a benchmark method to deal with nonlinear stochastic optimal control problem. However, it does not apply to delay system. In this paper, we extend the iLQR theory and prove new theorem…

Optimization and Control · Mathematics 2020-02-19 Cheng Ju , Yan Qin , Chunjiang Fu

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

Trajectory optimization is a popular strategy for planning trajectories for robotic systems. However, many robotic tasks require changing contact conditions, which is difficult due to the hybrid nature of the dynamics. The optimal sequence…

Robotics · Computer Science 2021-09-08 Nathan J. Kong , George Council , Aaron M. Johnson

The convergence of policy gradient algorithms hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control.…

Optimization and Control · Mathematics 2023-11-02 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

Feedback control problems involving autonomous quadratic systems are prevalent, yet there are only a limited number of software tools available for approximating their solution due to the complexity of the problem. This paper represents a…

Optimization and Control · Mathematics 2019-10-09 Jeff Borggaard , Lizette Zietsman

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

In this paper, discrete linear quadratic regulator (DLQR) and iterative linear quadratic regulator (ILQR) methods based on high-order Runge-Kutta (RK) discretization are proposed for solving linear and nonlinear quadratic optimal control…

Numerical Analysis · Mathematics 2022-01-03 Zuodi Xie , Tieqiang Gang

Optimal control is often used in robotics for planning a trajectory to achieve some desired behavior, as expressed by the cost function. Most works in optimal control focus on finding a single optimal trajectory, which is then typically…

Robotics · Computer Science 2021-08-24 Teguh Santoso Lembono , Sylvain Calinon

This paper studies data-driven approaches to the continuous-time linear quadratic regulator (LQR) problem based on two existing parameterizations, namely a closed-loop (CL) parameterization from behavioral system theory and an integral…

Optimization and Control · Mathematics 2026-05-01 Armin Gießler , Felix Thömmes , Sören Hohmann

In the context of autonomous driving, the iterative linear quadratic regulator (iLQR) is known to be an efficient approach to deal with the nonlinear vehicle model in motion planning problems. Particularly, the constrained iLQR algorithm…

Robotics · Computer Science 2022-07-28 Jun Ma , Zilong Cheng , Xiaoxue Zhang , Masayoshi Tomizuka , Tong Heng Lee

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

The Linear Quadratic Regulator (LQR) framework considers the problem of regulating a linear dynamical system perturbed by environmental noise. We compute the policy regret between three distinct control policies: i) the optimal online…

Optimization and Control · Mathematics 2020-02-10 Gautam Goel , Babak Hassibi

In this paper, we investigate a data-driven framework to solve Linear Quadratic Regulator (LQR) problems when the dynamics is unknown, with the additional challenge of providing stability certificates for the overall learning and control…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Lorenzo Sforni , Guido Carnevale , Ivano Notarnicola , Giuseppe Notarstefano

In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

Understanding the optimization landscape of linear quadratic regulation (LQR) problems is fundamental to the design of efficient reinforcement learning solutions. Recent work has made significant progress in characterizing the landscape of…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Jingliang Duan , Jie Li , Yinsong Ma , Liye Tang , Guofa Li , Liping Zhang , Shengbo Eben Li , Lin Zhao

This paper presents a constrained iterative Linear Quadratic Regulator (iLQR) framework for nonlinear optimal control problems with box constraints on both states and control inputs. We incorporate logarithmic barrier functions into the…

Optimization and Control · Mathematics 2026-02-06 Abhijeet , Suman Chakravorty

This paper introduces a family of iterative algorithms for unconstrained nonlinear optimal control. We generalize the well-known iLQR algorithm to different multiple-shooting variants, combining advantages like straight-forward…

Systems and Control · Computer Science 2017-12-12 Markus Giftthaler , Michael Neunert , Markus Stäuble , Jonas Buchli , Moritz Diehl