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Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

Systems and Control · Electrical Eng. & Systems 2024-01-04 Bassam Bamieh

Linear-quadratic regulator (LQR) is a landmark problem in the field of optimal control, which is the concern of this paper. Generally, LQR is classified into state-feedback LQR (SLQR) and output-feedback LQR (OLQR) based on whether the full…

Optimization and Control · Mathematics 2024-04-16 Lechen Feng , Yuan-Hua Ni

This paper develops a data-based approach to the closed-loop output feedback control of nonlinear dynamical systems with a partial nonlinear observation model. We propose an information state based approach to rigorously transform the…

Robotics · Computer Science 2023-10-06 Raman Goyal , Ran Wang , Mohamed Naveed Gul Mohamed , Aayushman Sharma , Suman Chakravorty

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

This paper presents a one-shot learning approach with performance and robustness guarantees for the linear quadratic regulator (LQR) control of stochastic linear systems. Even though data-based LQR control has been widely considered,…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Ramin Esmzad , Hamidreza Modares

An optimal control law for networked control systems with a discrete-time linear time-invariant (LTI) system as plant and networks between sensor and controller as well as between controller and actuator is proposed. This controller is…

Systems and Control · Electrical Eng. & Systems 2021-07-09 Marijan Palmisano , Martin Steinberger , Martin Horn

In this paper we study the linear quadratic regulation (LQR) problem for dynamical systems coupled over large-scale networks and obtain locally computable low-complexity solutions. The underlying large or even infinite networks are…

Optimization and Control · Mathematics 2020-04-07 Shuang Gao , Peter E. Caines

We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and…

Optimization and Control · Mathematics 2024-08-06 João Sousa-Pinto , Dominique Orban

Quadrotor systems are common and beneficial for many fields, but their intricate behavior often makes it challenging to design effective and optimal control strategies. Some traditional approaches to nonlinear control often rely on local…

Systems and Control · Electrical Eng. & Systems 2024-06-27 Zeyad M. Manaa , Ayman M. Abdallah , Mohammad A. Abido , Syed S. Azhar Ali

In this paper, a cooperative Linear Quadratic Regulator (LQR) problem is investigated for multi-input systems, where each input is generated by an agent in a network. The input matrices are different and locally possessed by the…

Multiagent Systems · Computer Science 2021-11-10 Peihu Duan , Lidong He , Zhisheng Duan , Ling Shi

We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Juraj Lieskovský , Jaroslav Bušek , Tomáš Vyhlídal

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

In this paper, we propose a structured linear parameterization of a feedback policy to solve the model-free stochastic optimal control problem. This parametrization is corroborated by a decoupling principle that is shown to be near-optimal…

Optimization and Control · Mathematics 2020-02-19 Karthikeya S Parunandi , Aayushman Sharma , Suman Chakravorty , Dileep Kalathil

We propose controller synthesis for state regulation problems in which a human operator shares control with an autonomy system, running in parallel. The autonomy system continuously improves over human action, with minimal intervention, and…

Systems and Control · Computer Science 2019-09-23 Murad Abu-Khalaf , Sertac Karaman , Daniela Rus

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 consider the optimal regulation problem for nonlinear control-affine dynamical systems. Whereas the linear-quadratic regulator (LQR) considers optimal control of a linear system with quadratic cost function, we study polynomial systems…

Optimization and Control · Mathematics 2024-10-30 Nicholas A. Corbin , Boris Kramer

This paper presents a unified planning-control strategy for competing with other racing cars called IteraOptiRacing in autonomous racing environments. This unified strategy is proposed based on Iterative Linear Quadratic Regulator for…

Robotics · Computer Science 2025-07-15 Yifan Zeng , Yihan Li , Suiyi He , Koushil Sreenath , Jun Zeng

In this contribution, we derive ILEG, an iterative algorithm to find risk sensitive solutions to nonlinear, stochastic optimal control problems. The algorithm is based on a linear quadratic approximation of an exponential risk sensitive…

Systems and Control · Computer Science 2015-12-23 Farbod Farshidian , Jonas Buchli

A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Leilei Cui , Richard D. Braatz

This paper addresses the optimal control problem known as the Linear Quadratic Regulator in the case when the dynamics are unknown. We propose a multi-stage procedure, called Coarse-ID control, that estimates a model from a few experimental…

Optimization and Control · Mathematics 2018-12-17 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu