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Distributional linear quadratic regulator (LQR) is a new framework that integrates the distributional reinforcement learning and classical LQR, which offers a new way to study the random return instead of the expected cost. Unlike iterative…

Optimization and Control · Mathematics 2025-10-28 Ruyi Teng , Dan Wang , Wei Chen , Yulong Gao

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 study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…

Optimization and Control · Mathematics 2017-09-18 Bin Zhou

We consider a convex unconstrained optimization problem that arises in a network of agents whose goal is to cooperatively optimize the sum of the individual agent objective functions through local computations and communications. For this…

Optimization and Control · Mathematics 2008-03-11 Angelia Nedić , Alex Olshevsky , Asuman Ozdaglar , John N. Tsitsiklis

We study the linear quadratic Gaussian (LQG) control problem, in which the controller's observation of the system state is such that a desired cost is unattainable. To achieve the desired LQG cost, we introduce a communication link from the…

Optimization and Control · Mathematics 2021-09-28 Oron Sabag , Peida Tian , Victoria Kostina , Babak Hassibi

Online optimization has recently opened avenues to study optimal control for time-varying cost functions that are unknown in advance. Inspired by this line of research, we study the distributed online linear quadratic regulator (LQR)…

Optimization and Control · Mathematics 2022-02-08 Ting-Jui Chang , Shahin Shahrampour

Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

Optimization and Control · Mathematics 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

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

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour

With the outstanding performance of policy gradient (PG) method in the reinforcement learning field, the convergence theory of it has aroused more and more interest recently. Meanwhile, the significant importance and abundant theoretical…

Optimization and Control · Mathematics 2024-04-19 Xinpei Zhang , Guangyan Jia

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

Solutions of optimization problems, including policy optimization in reinforcement learning, typically rely upon some variant of gradient descent. There has been much recent work in the machine learning, control, and optimization…

Machine Learning · Computer Science 2025-07-17 Eduardo D. Sontag

Policy optimization (PO), an essential approach of reinforcement learning for a broad range of system classes, requires significantly more system data than indirect (identification-followed-by-control) methods or behavioral-based direct…

Optimization and Control · Mathematics 2023-09-18 Feiran Zhao , Florian Dörfler , Keyou You

We present a model-based globally convergent policy gradient method (PGM) for linear quadratic Gaussian (LQG) control. Firstly, we establish equivalence between optimizing dynamic output feedback controllers and designing a static feedback…

Optimization and Control · Mathematics 2024-02-27 Tomonori Sadamoto , Fumiya Nakamata

This paper is concerned with coherent quantum linear quadratic Gaussian (CQLQG) control. The problem is to find a stabilizing measurement-free quantum controller for a quantum plant so as to minimize a mean square cost for the fully quantum…

Quantum Physics · Physics 2016-09-27 Arash Kh. Sichani , Igor G. Vladimirov , Ian R. Petersen

We consider solutions to the linear quadratic Gaussian (LQG) regulator problem via policy gradient (PG) methods. Although PG methods have demonstrated strong theoretical guarantees in solving the linear quadratic regulator (LQR) problem,…

Optimization and Control · Mathematics 2025-07-15 Kasra Fallah , Leonardo F. Toso , James Anderson

We aim to achieve keyless covert communication with a positive-rate in Rayleigh block-fading channels. Specifically, the transmitter and the legitimate receiver are assumed to have either causal or non-causal knowledge of the \ac{CSI} for…

Information Theory · Computer Science 2026-03-10 Yubo Zhang , Hassan ZivariFard , Xiaodong Wang

In this paper, we study the global convergence of model-based and model-free policy gradient descent and natural policy gradient descent algorithms for linear quadratic deep structured teams. In such systems, agents are partitioned into a…

Multiagent Systems · Computer Science 2020-12-16 Vida Fathi , Jalal Arabneydi , Amir G. Aghdam

In this paper, we develop a class of decentralized algorithms for solving a convex resource allocation problem in a network of $n$ agents, where the agent objectives are decoupled while the resource constraints are coupled. The agents…

Optimization and Control · Mathematics 2018-12-18 Angelia Nedić , Alex Olshevsky , Wei Shi

The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Maryam Kamgarpour
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