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We consider the Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. Such a setup facilitates examining the implications of a natural initial-state independent…

Systems and Control · Electrical Eng. & Systems 2019-07-31 Jingjing Bu , Afshin Mesbahi , Maryam Fazel , Mehran Mesbahi

Policy optimization (PO) is a key ingredient for reinforcement learning (RL). For control design, certain constraints are usually enforced on the policies to optimize, accounting for either the stability, robustness, or safety concerns on…

Optimization and Control · Mathematics 2021-02-16 Kaiqing Zhang , Bin Hu , Tamer Başar

This paper gives a new solution to the output feedback H2 problem for quadratically invariant communication delay patterns. A characterization of all stabilizing controllers satisfying the delay constraints is given and the decentralized H2…

Systems and Control · Computer Science 2014-10-09 Andrew Lamperski , John C. Doyle

We present high order explicit geometric integrators to solve linear-quadratic optimal control problems and $N$-player differential games. These problems are described by a system coupled non-linear differential equations with boundary…

Numerical Analysis · Mathematics 2013-11-06 Sergio Blanes

Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.

Optimization and Control · Mathematics 2010-04-20 Olga V. Baturina , Alexander V. Bulatov , Vadim F. Krotov

We examine interpolatory model reduction methods that are well-suited for treating large scale port-Hamiltonian differential-algebraic systems in a way that is able to preserve and indeed, take advantage of the underlying structural…

Numerical Analysis · Mathematics 2021-11-03 Chris A. Beattie , Serkan Gugercin , Volker Mehrmann

We develop a structure-preserving system-theoretic model reduction framework for nonlinear power grid networks. First, via a lifting transformation, we convert the original nonlinear system with trigonometric nonlinearities to an equivalent…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Bita Safaee , Serkan Gugercin

This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…

Optimization and Control · Mathematics 2023-07-20 Juanjuan Xu , Jingmei Liu , Zhaorong Zhang , Wei Wang

For linear time-invariant (LTI) systems, the design of an optimal controller is a commonly encountered problem in many applications. Among all the optimization approaches available, the linear quadratic regulator (LQR) methodology certainly…

Optimization and Control · Mathematics 2022-03-29 Zilong Cheng , Jun Ma , Xiaocong Li , Masayoshi Tomizuka , Tong Heng Lee

This paper considers two different problems in trajectory tracking control for linear systems. First, if the control is not unique which is most input energy efficient. Second, if exact tracking is infeasible which control performs most…

Systems and Control · Computer Science 2019-12-20 Sebastian Bernhard , Jürgen Adamy

This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with conditional mean-field term in a switching regime environment. The orthogonal decomposition introduced in [21] has…

Optimization and Control · Mathematics 2025-01-03 Hongwei Mei , Qingmeng Wei , Jiongmin Yong

The distributed optimal synchronization problem with linear quadratic cost is solved in this paper for multi-agent systems with an undirected communication topology. For the first time, the optimal synchronization problem is formulated as a…

Systems and Control · Computer Science 2018-05-08 Qishao Wang , Zhisheng Duan , Jingyao Wang , Guanrong Chen

In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences. We propose…

Optimization and Control · Mathematics 2018-11-02 Yibei Li , Yu Yao , Xiaoming Hu

We consider the problem of locating a nearest descriptor system of prescribed reduced order to a descriptor system with large order with respect to the ${\mathcal L}_\infty$ norm. Widely employed approaches such as the balanced truncation…

Numerical Analysis · Mathematics 2023-09-18 Emre Mengi

Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…

Optimization and Control · Mathematics 2025-02-06 Anthony Hastir , Birgit Jacob , Hans Zwart

We present a novel way of generating Lyapunov functions for proving linear convergence rates of first-order optimization methods. Our approach provably obtains the fastest linear convergence rate that can be verified by a quadratic Lyapunov…

Optimization and Control · Mathematics 2018-06-13 Adrien Taylor , Bryan Van Scoy , Laurent Lessard

Energy distribution networks are crucial for human societies and since they often cover large geographical areas, their physical analysis is challenging. Modeling and simulation can be used to analyze such complex energy networks. In this…

Analysis of PDEs · Mathematics 2025-03-26 Saleha Kiran , Farhan Hussain , Mian Ilyas Ahmad

This paper presents a computationally efficient model predictive control formulation that uses an integral Chebyshev collocation method to enable rapid operations of autonomous agents. By posing the finite-horizon optimal control problem…

Robotics · Computer Science 2025-03-26 Deep Parikh , Thomas L. Ahrens , Manoranjan Majji

Reduced-order modeling techniques, including balanced truncation and $\mathcal{H}_2$-optimal model reduction, exploit the structure of linear dynamical systems to produce models that accurately capture the dynamics. For nonlinear systems…

Optimization and Control · Mathematics 2022-01-17 Samuel E. Otto , Alberto Padovan , Clarence W. Rowley

Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…

Numerical Analysis · Mathematics 2018-08-20 Alexander Grimm , Christopher Beattie , Zlatko Drmač , Serkan Gugercin