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We investigate the problem of learning linear quadratic regulators (LQR) in a multi-task, heterogeneous, and model-free setting. We characterize the stability and personalization guarantees of a policy gradient-based (PG) model-agnostic…

Optimization and Control · Mathematics 2024-06-04 Leonardo F. Toso , Donglin Zhan , James Anderson , Han Wang

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

Robotics · Computer Science 2017-05-16 Gilwoo Lee , Siddhartha S. Srinivasa , Matthew T. Mason

Recently, various algorithms for data-driven simulation and control have been proposed based on the Willems' fundamental lemma. However, when collected data are noisy, these methods lead to ill-conditioned data-driven model structures. In…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

This paper proposes efficient policy iteration and value iteration algorithms for the continuous-time linear quadratic regulator problem with unmeasurable states and unknown system dynamics, from the perspective of direct data-driven…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Jun Xie , Yuan-Hua Ni , Yiqin Yang , Bo Xu

This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization…

Optimization and Control · Mathematics 2021-09-08 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

We consider the quantum-control task of obtaining a target unitary operation via control fields that couple to the quantum system and are chosen to best mitigate errors resulting from time-dependent noise. We allow for two sources of noise:…

Quantum Physics · Physics 2016-04-20 Rafael Hipolito , Paul M. Goldbart

End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Yash Patel , Sahana Rayan , Ambuj Tewari

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

We propose a new method to obtain feedback controllers of an unknown dynamical system directly from noisy input/state data. The key ingredient of our design is a new matrix S-lemma that will be proven in this paper. We provide both strict…

Optimization and Control · Mathematics 2020-12-10 Henk J. van Waarde , M. Kanat Camlibel , Mehran Mesbahi

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

Declines in cost and concerns about the environmental impact of traditional generation have boosted the penetration of renewables and non-conventional distributed energy resources into the power grid. The intermittent availability of these…

Systems and Control · Electrical Eng. & Systems 2022-03-10 Priyank Srivastava , Patricia Hidalgo-Gonzalez , Jorge Cortes

In many nonlinear control problems, the plant can be accurately described by a linear model whose operating point depends on some measurable variables, called scheduling signals. When such a linear parameter-varying (LPV) model of the…

Optimization and Control · Mathematics 2018-06-19 Dario Piga , Simone Formentin , Alberto Bemporad

In this manuscript, we study a class of linear-quadratic (LQ) mean field control problems with a common noise and their corresponding $N$-particle systems. The mean field control problems considered are not standard LQ mean field control…

Optimization and Control · Mathematics 2024-12-02 Mengzhen Li , Chenchen Mou , Zhen Wu , Chao Zhou

This work provides a framework for data-driven control of discrete time systems with unknown input-output dynamics and outputs controllable by the inputs. This framework leads to stable and robust real-time control of the system such that a…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Amit K. Sanyal

In an open-loop experiment, an input sequence is applied to an unknown linear time-invariant system (in continuous or discrete time) affected also by an unknown-but-bounded disturbance sequence (with an energy or instantaneous bound); the…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Andrea Bisoffi , Claudio De Persis , Pietro Tesi

For linear systems, many data-driven control methods rely on the behavioral framework, using historical data of the system to predict the future trajectories. However, measurement noise introduces errors in predictions. When the noise is…

Optimization and Control · Mathematics 2023-08-29 Baiwei Guo , Yuning Jiang , Colin N. Jones , Giancarlo Ferrari-Trecate

Direct policy search has achieved great empirical success in reinforcement learning. Recently, there has been increasing interest in studying its theoretical properties for continuous control, and fruitful results have been established for…

Optimization and Control · Mathematics 2023-04-04 Yujie Tang , Yang Zheng

Designing data-driven controllers in the presence of noise is an important research problem, in particular when guarantees on stability, robustness, and constraint satisfaction are desired. In this paper, we propose a data-driven min-max…

Systems and Control · Electrical Eng. & Systems 2023-10-02 Yifan Xie , Julian Berberich , Frank Allgower

Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadratic Gaussian (LQG) is a widely-used setting, where the…

Systems and Control · Electrical Eng. & Systems 2022-10-26 Solomon Goldgraber Casspi , Oliver Husser , Guy Revach , Nir Shlezinger
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