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Related papers: Power-Constrained Policy Gradient Methods for LQR

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This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

In this paper, we consider controlled linear dynamical systems in which the controller has only access to a compressed version of the system state. The technical problem we investigate is that of allocating compression resources over time…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Li Wang , Chao Zhang , Samson Lasaulce , Lina Bariah , Merouane Debbah

The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…

Optimization and Control · Mathematics 2025-07-31 Marta Fochesato , Lucia Falconi , Mattia Zorzi , Augusto Ferrante , John Lygeros

This paper develops a controller synthesis algorithm for distributed LQG control problems under output feedback. We consider a system consisting of three interconnected linear subsystems with a delayed information sharing structure. While…

Systems and Control · Computer Science 2016-11-15 Hamid Reza Feyzmahdavian , Assad Alam , Ather Gattami

This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…

Optimization and Control · Mathematics 2022-01-17 Zhaorong Zhang , Juanjuan Xu , Xun Li

We study the global linear convergence of policy gradient (PG) methods for finite-horizon continuous-time exploratory linear-quadratic control (LQC) problems. The setting includes stochastic LQC problems with indefinite costs and allows…

Optimization and Control · Mathematics 2024-03-05 Michael Giegrich , Christoph Reisinger , Yufei Zhang

This paper introduces a receding horizon like control scheme for localizable distributed systems, in which the effect of each local disturbance is limited spatially and temporally. We characterize such systems by a set of linear equality…

Systems and Control · Computer Science 2014-09-24 Yuh-Shyang Wang , Nikolai Matni , John C. Doyle

We consider a class of $\ell_0$-regularized linear-quadratic (LQ) optimal control problems. This class of problems is obtained by augmenting a penalizing sparsity measure to the cost objective of the standard linear-quadratic regulator…

Optimization and Control · Mathematics 2015-07-31 MirSaleh Bahavarnia

We give algorithms for designing near-optimal sparse controllers using policy gradient with applications to control of systems corrupted by multiplicative noise, which is increasingly important in emerging complex dynamical networks.…

Optimization and Control · Mathematics 2019-06-03 Benjamin Gravell , Yi Guo , Tyler Summers

Recently, policy optimization for control purposes has received renewed attention due to the increasing interest in reinforcement learning. In this paper, we investigate the global convergence of gradient-based policy optimization methods…

Optimization and Control · Mathematics 2020-11-25 Joao Paulo Jansch-Porto , Bin Hu , Geir Dullerud

There has been substantial recent progress on the theoretical understanding of model-free approaches to Linear Quadratic Regulator (LQR) problems. Much attention has been devoted to the special case when the goal is to drive the state close…

Optimization and Control · Mathematics 2021-04-13 Zhaolin Ren , Aoxiao Zhong , Na Li

In this paper we consider the distributed linear quadratic control problem for networks of agents with single integrator dynamics. We first establish a general formulation of the distributed LQ problem and show that the optimal control gain…

Optimization and Control · Mathematics 2019-05-14 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

Owing to the growth of interest in Reinforcement Learning in the last few years, gradient based policy control methods have been gaining popularity for Control problems as well. And rightly so, since gradient policy methods have the…

Machine Learning · Computer Science 2021-12-01 Santanu Rathod , Manoj Bhadu , Abir De

We consider the linear quadratic regulator (LQR) for one-dimensional linear evolution partial differential equations (PDEs) on a finite interval in space. The control is applied as an additive forcing term to PDEs. Existing methods for…

Systems and Control · Electrical Eng. & Systems 2025-05-26 Zhexian Li , Athanassios S. Fokas , Ketan Savla

We consider optimal control of decentralized LQG problems for plants controlled by two players having asymmetric information sharing patterns between them. In one scenario, players are assumed to have a bidirectional error-free, unlimited…

Optimization and Control · Mathematics 2016-12-01 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

We consider the task of learning to control a linear dynamical system under fixed quadratic costs, known as the Linear Quadratic Regulator (LQR) problem. While model-free approaches are often favorable in practice, thus far only model-based…

Machine Learning · Computer Science 2021-02-26 Asaf Cassel , Tomer Koren

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

The framework of Integral Quadratic Constraints (IQCs) is used to perform an analysis of gradient descent with varying step sizes. Two performance metrics are considered: convergence rate and noise amplification. We assume that the step…

Optimization and Control · Mathematics 2025-05-13 Ram Padmanabhan , Peter Seiler

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Machine Learning · Computer Science 2018-05-25 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…

Optimization and Control · Mathematics 2025-07-08 Vincent Roulet , Siddhartha Srinivasa , Maryam Fazel , Zaid Harchaoui