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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

A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~$\mathtt{iLQR}$ - on the learned model to minimize a target cost. This paper conducts a…

Machine Learning · Computer Science 2023-05-17 Daniel Pfrommer , Max Simchowitz , Tyler Westenbroek , Nikolai Matni , Stephen Tu

This paper presents a novel direct data-driven control framework for solving the linear quadratic regulator (LQR) under disturbances and noisy state measurements. The system dynamics are assumed unknown, and the LQR solution is learned…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Ramin Esmzad , Gokul S. Sankar , Teawon Han , Hamidreza Modares

Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…

General Mathematics · Mathematics 2007-05-23 Alexander Bolonkin , Robert Sierakowski

We provide the first known algorithm that provably achieves $\varepsilon$-optimality within $\widetilde{\mathcal{O}}(1/\varepsilon)$ function evaluations for the discounted discrete-time LQR problem with unknown parameters, without relying…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Amirreza Neshaei Moghaddam , Alex Olshevsky , Bahman Gharesifard

The linear-quadratic regulator (LQR) is an efficient control method for linear and linearized systems. Typically, LQR is implemented in minimal coordinates (also called generalized or "joint" coordinates). However, other coordinates are…

Optimization and Control · Mathematics 2022-04-19 Jan Brüdigam , Zachary Manchester

Learning methods are increasingly used to synthesize controllers from data, yet existing sample-complexity characterizations for continuous control are sharp only in the fully observed setting. This paper studies the partially observed case…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Bruce D. Lee , Anastasios Tsiamis , Nikolai Matni , Manfred Morari , John Lygeros

Iterative linear quadratic regulator (iLQR) has gained wide popularity in addressing trajectory optimization problems with nonlinear system models. However, as a model-based shooting method, it relies heavily on an accurate system model to…

Machine Learning · Computer Science 2022-09-16 Zilong Cheng , Yulin Li , Kai Chen , Jun Ma , Tong Heng Lee

The strategy of pre-training a large model on a diverse dataset, then fine-tuning for a particular application has yielded impressive results in computer vision, natural language processing, and robotic control. This strategy has vast…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Bruce D. Lee , Anders Rantzer , Nikolai Matni

Reinforcement learning (RL) has been successfully used to solve many continuous control tasks. Despite its impressive results however, fundamental questions regarding the sample complexity of RL on continuous problems remain open. We study…

Machine Learning · Computer Science 2017-12-27 Stephen Tu , Benjamin Recht

This work presents an algorithmic scheme for solving the infinite-time constrained linear quadratic regulation problem. We employ an accelerated version of a popular proximal gradient scheme, commonly known as the Forward-Backward Splitting…

Optimization and Control · Mathematics 2015-01-20 Giorgos Stathopoulos , Milan Korda , Colin N. Jones

Recent developments in cyber-physical systems and event-triggered control have led to an increased interest in the impact of sparse disturbances on dynamical processes. We study Linear Quadratic Regulator (LQR) control under sparse…

Systems and Control · Electrical Eng. & Systems 2022-09-23 Samuel Pfrommer , Somayeh Sojoudi

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

We formulate and solve a discrete-time linear-quadratic regulation (LQR) problem in a finite horizon that penalizes temporal variability and stochastic variability of the state trajectory. Our approach enables the user to strike a balance…

Optimization and Control · Mathematics 2026-03-26 Chuanning Wei , Kin Fung Li , Dionysis Kalogerias , Margaret P. Chapman

We develop a control algorithm that ensures the safety, in terms of confinement in a set, of a system with unknown, 2nd-order nonlinear dynamics. The algorithm establishes novel connections between data-driven and robust, nonlinear control.…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Christos K. Verginis , Franck Djeumou , Ufuk Topcu

Offline reinforcement learning leverages large datasets to train policies without interactions with the environment. The learned policies may then be deployed in real-world settings where interactions are costly or dangerous. Current…

Machine Learning · Computer Science 2022-06-29 Matthias Weissenbacher , Samarth Sinha , Animesh Garg , Yoshinobu Kawahara

By computing a feedback control via the linear quadratic regulator (LQR) approach and simulating a non-linear non-autonomous closed-loop system using this feedback, we combine two numerically challenging tasks. For the first task, the…

Numerical Analysis · Mathematics 2024-02-22 B. Baran , P. Benner , J. Saak , T. Stillfjord

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

We study finite-time horizon continuous-time linear-quadratic reinforcement learning problems in an episodic setting, where both the state and control coefficients are unknown to the controller. We first propose a least-squares algorithm…

Optimization and Control · Mathematics 2022-06-22 Matteo Basei , Xin Guo , Anran Hu , Yufei Zhang

This paper introduces a novel data-driven approach to design a linear quadratic regulator (LQR) using a reinforcement learning (RL) algorithm that does not require a system model. The key contribution is to perform policy iteration (PI) by…

Systems and Control · Electrical Eng. & Systems 2023-11-20 Soroush Asri , Luis Rodrigues