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We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

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

We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…

Machine Learning · Statistics 2025-02-05 Lucky Li

This paper is concerned with the Coherent Quantum Linear Quadratic Gaussian (CQLQG) control problem of finding a stabilizing measurement-free quantum controller for a quantum plant so as to minimize an infinite-horizon mean square…

Quantum Physics · Physics 2015-02-03 Arash Kh. Sichani , Igor G. Vladimirov , Ian R. Petersen

Load frequency control (LFC) is a key factor to maintain the stable frequency in multi-area power systems. As the modern power systems evolve from centralized to distributed paradigm, LFC needs to consider the peer-to-peer (P2P) based…

Optimization and Control · Mathematics 2022-09-27 Kyung-bin Kwon , Sayak Mukherjee , Hao Zhu , Thanh Long Vu

Despite its nonconvexity, policy optimization for the Linear Quadratic Regulator (LQR) admits a favorable structural property known as gradient dominance, which facilitates linear convergence of policy gradient methods to the globally…

Optimization and Control · Mathematics 2026-02-27 Yuto Watanabe , Yang Zheng

This correspondence considers the resource allocation problem in wireless interference channel (IC) under link outage constraints. Since the optimization problem is non-convex in nature, existing approaches to find the optimal power…

Networking and Internet Architecture · Computer Science 2022-03-08 Saniul Alam , Sadia Islam , Muhammad R. A. Khandaker , Risala T. Khan , Faisal Tariq , Apriana Toding

This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…

Robotics · Computer Science 2018-05-25 Markus Giftthaler , Jonas Buchli

The linear quadratic regulator is the fundamental problem of optimal control. Its state feedback version was set and solved in the early 1960s. However the static output feedback problem has no explicit-form solution. It is suggested to…

Optimization and Control · Mathematics 2020-11-03 Ilyas Fatkhullin , Boris Polyak

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…

Optimization and Control · Mathematics 2024-03-26 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Typical coordination schemes for future power grids require two-way communications. Since the number of end power-consuming devices is large, the bandwidth requirements for such two-way communication schemes may be prohibitive. Motivated by…

Systems and Control · Computer Science 2016-01-27 Sindri Magnusson , Chinwendu Enyioha , Kathryn Heal , Na Li , Carlo Fischione , Vahid Tarokh

We consider reinforcement learning (RL) methods for finding optimal policies in linear quadratic (LQ) mean field control (MFC) problems over an infinite horizon in continuous time, with common noise and entropy regularization. We study…

Optimization and Control · Mathematics 2024-08-06 Noufel Frikha , Huyên Pham , Xuanye Song

This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Igor Ladnik

This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with quadratic constraints, significantly increases the…

Optimization and Control · Mathematics 2024-11-19 Dawei Liu , Juanjuan Xu , huanshui Zhang

In safety-critical applications, reinforcement learning (RL) needs to consider safety constraints. However, theoretical understandings of constrained RL for continuous control are largely absent. As a case study, this paper presents a…

Optimization and Control · Mathematics 2024-06-07 Feiran Zhao , Keyou You

The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and $H_\infty$ optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as…

Quantum Physics · Physics 2016-11-15 Lei Cui , Zhiyuan Dong , Guofeng Zhang , Heung Wing Joseph Lee

We study gradient compression methods to alleviate the communication bottleneck in data-parallel distributed optimization. Despite the significant attention received, current compression schemes either do not scale well or fail to achieve…

Machine Learning · Computer Science 2020-02-19 Thijs Vogels , Sai Praneeth Karimireddy , Martin Jaggi

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

Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Gabriel Diaz , Lucky Li , Wenhao Zhang