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A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…

Optimization and Control · Mathematics 2012-08-28 Jianhui Huang , Xun Li , Jiongmin Yong

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

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

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

In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…

Systems and Control · Electrical Eng. & Systems 2021-01-01 Yunhan Huang , Quanyan Zhu

This paper is concerned with the coherent quantum linear-quadratic-Gaussian control problem of minimising an infinite-horizon mean square cost for a measurement-free field-mediated interconnection of a quantum plant with a stabilising…

Quantum Physics · Physics 2022-11-15 Igor G. Vladimirov , Ian R. Petersen

In this paper, we investigate a model-free optimal control design that minimizes an infinite horizon average expected quadratic cost of states and control actions subject to a probabilistic risk or chance constraint using input-output data.…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Arunava Naha , Subhrakanti Dey

This paper investigates a class of unified stochastic linear quadratic Gaussian (LQG) social optima problems involving a large number of weakly-coupled interactive agents under a {generalized} setting. For each individual agent, the control…

Optimization and Control · Mathematics 2020-05-15 Zhenghong Qiu , Jianhui Huang , Tinghan Xie

We study the sample efficiency of domain randomization and robust control for the benchmark problem of learning the linear quadratic regulator (LQR). Domain randomization, which synthesizes controllers by minimizing average performance over…

Systems and Control · Electrical Eng. & Systems 2025-02-19 Tesshu Fujinami , Bruce D. Lee , Nikolai Matni , George J. Pappas

An unconstrained optimal control policy is completely decentralized if computing actuation for each subsystem only requires information directly available to its own subcontroller. Parameters that admit a completely decentralized optimal…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Addie McCurdy , Isabel Collins , Emily Jensen

In this letter, we consider a Linear Quadratic Gaussian (LQG) control system where feedback occurs over a noiseless binary channel and derive lower bounds on the minimum communication cost (quantified via the channel bitrate) required to…

Information Theory · Computer Science 2022-06-06 Travis C. Cuvelier , Takashi Tanaka , Robert W. Heath

Domain randomization is a simple, effective, and flexible scheme for obtaining robust feedback policies aimed at reducing the sim-to-real gap due to model mismatch. While domain randomization methods have yielded impressive demonstrations…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Alex Nguyen-Le , Nikolai Matni

Consider that a linear time-invariant (LTI) plant is given and that we wish to design a stabilizing controller for it. Admissible controllers are LTI and must comply with a pre-selected sparsity pattern. The sparsity pattern is assumed to…

Systems and Control · Computer Science 2012-09-07 Serban Sabau , Nuno C. Martins

Direct data-driven optimal control provides an elegant end-to-end paradigm, yet its real-time applicability is often hindered by the growing dimensionality of online decision variables. Recent breakthroughs, notably Data-EnablEd Policy…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Shubo Kang , Keyou You

The linear-quadratic controller is one of the fundamental problems in control theory. The optimal solution is a linear controller that requires access to the state of the entire system at any given time. When considering a network system,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Fernando Gama , Somayeh Sojoudi

This paper investigates a multidimensional non-homogeneous stochastic linear-quadratic optimal control problem featuring random coefficients and a terminal mean-field term in the cost functional, enabling its direct application to…

Optimization and Control · Mathematics 2026-05-27 Guojiang Shao , Zuo Quan Xu , Qi Zhang

This paper addresses the end-to-end sample complexity bound for learning the H2 optimal controller (the Linear Quadratic Gaussian (LQG) problem) with unknown dynamics, for potentially unstable Linear Time Invariant (LTI) systems. The robust…

Systems and Control · Electrical Eng. & Systems 2022-07-05 Yifei Zhang , Sourav Kumar Ukil , Ephraim Neimand , Serban Sabau , Myron E. Hohil

This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…

Optimization and Control · Mathematics 2017-05-11 Jingrui Sun

A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…

Optimization and Control · Mathematics 2023-01-23 Haisen Zhang , Xianfeng Zhang

To achieve high resolution imaging the standard control algorithm used for classical adaptive optics (AO) is the simple but efficient proportional-integral (PI) controller. The goal is to minimize the root mean square (RMS) error of the…

Instrumentation and Methods for Astrophysics · Physics 2015-06-19 Qiang Fu , Jörg-Uwe Pott , Peter Dethard , Feng Shen , Changhui Rao , Xinyang Li