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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

In this paper, we study the linear quadratic (LQ) optimal control problem of linear systems with private input and measurement information. The main challenging lies in the unavailability of other regulators' historical input information.…

Optimization and Control · Mathematics 2023-05-29 Juanjuan Xu , Huanshui Zhang

This paper studies distributed Q-learning for Linear Quadratic Regulator (LQR) in a multi-agent network. The existing results often assume that agents can observe the global system state, which may be infeasible in large-scale systems due…

Multiagent Systems · Computer Science 2020-12-24 Hang Wang , Sen Lin , Hamid Jafarkhani , Junshan Zhang

This paper addresses two important estimation problems for linear systems, namely system identification and model-free state estimation. Our focus is on ARMAX models with unknown parameters. We first provide a reinforcement learning…

Systems and Control · Electrical Eng. & Systems 2022-05-10 Minyue Fu

This paper delves into designing stabilizing feedback control gains for continuous linear systems with unknown state matrix, in which the control is subject to a general structural constraint. We bring forth the ideas from reinforcement…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Sayak Mukherjee , Thanh Long Vu

The linear-quadratic-Gaussian (LQG) control paradigm is well-known in literature. The strategy of minimizing the cost function is available, both for the case where the state is known and where it is estimated through an observer. The…

Systems and Control · Computer Science 2018-12-10 Hildo Bijl , Thomas B. Schön

Robust controllers ensure stability in feedback loops designed under uncertainty but at the cost of performance. Model uncertainty in time-invariant systems can be reduced by recently proposed learning-based methods, which improve the…

Systems and Control · Electrical Eng. & Systems 2023-01-18 Alexander von Rohr , Friedrich Solowjow , Sebastian Trimpe

In recent years, stabilizing unknown dynamical systems has became a critical problem in control systems engineering. Addressing this for linear time-invariant (LTI) systems is an essential fist step towards solving similar problems for more…

Optimization and Control · Mathematics 2025-08-08 Xinpei Zhang , Guangyan Jia

Standard model-based control design deteriorates when the system dynamics change during operation. To overcome this challenge, online and adaptive methods have been proposed in the literature. In this work, we consider the class of…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Marcell Bartos , Johannes Köhler , Florian Dörfler , Melanie N. Zeilinger

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

In this paper, a novel Q-learning scheduling method for the current controller of switched reluctance motor (SRM) drive is investigated. Q-learning algorithm is a class of reinforcement learning approaches that can find the best…

Systems and Control · Electrical Eng. & Systems 2020-06-16 Hamad A. Alharkan , Sepehr Saadatmand , Mehdi Ferdowsi , Pourya Shamsi

Consider a linear quadratic regulator (LQR) problem being solved in a model-free manner using the policy gradient approach. If the gradient of the quadratic cost is being transmitted across a rate-limited channel, both the convergence and…

Optimization and Control · Mathematics 2024-09-20 Lintao Ye , Aritra Mitra , Vijay Gupta

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

We propose an online learning algorithm that adaptively designs a decentralized linear quadratic regulator when the system model is unknown a priori and new data samples from a single system trajectory become progressively available. The…

Optimization and Control · Mathematics 2024-07-08 Lintao Ye , Ming Chi , Ruiquan Liao , Vijay Gupta

We study multitask learning for stochastic and partially observed control systems, focusing on the linear quadratic Gaussian (LQG) problem. Our goal is to learn a common stabilizing controller that generalizes across a distribution of…

Optimization and Control · Mathematics 2026-04-21 Leonardo F. Toso , Kasra Fallah , Charis Stamouli , George J. Pappas , James Anderson

Control using quantized feedback is a fundamental approach to system synthesis with limited communication capacity. In this paper, we address the stabilization problem for unknown linear systems with logarithmically quantized feedback, via…

Optimization and Control · Mathematics 2022-03-11 Feiran Zhao , Xingchen Li , Keyou You

Motivated by the episodic version of the classical inventory control problem, we propose a new Q-learning-based algorithm, Elimination-Based Half-Q-Learning (HQL), that enjoys improved efficiency over existing algorithms for a wide variety…

Machine Learning · Computer Science 2020-10-06 Xiao-Yue Gong , David Simchi-Levi

The problem of controller reduction has a rich history in control theory. Yet, many questions remain open. In particular, there exist very few results on the order reduction of general non-observer based controllers and the subsequent…

Optimization and Control · Mathematics 2022-11-30 Zhaolin Ren , Yang Zheng , Maryam Fazel , Na Li

In this paper, two Q-learning (QL) methods are proposed and their convergence theories are established for addressing the model-free optimal control problem of general nonlinear continuous-time systems. By introducing the Q-function for…

Systems and Control · Computer Science 2014-10-14 Biao Luo , Derong Liu , Tingwen Huang

We consider event-triggered linear-quadratic Gaussian (LQG) control when sensor updates are transmitted over an i.i.d. packet-erasure channel. Although the optimal controller in a standard LQG setup is available in closed form, choosing…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Zahra Hashemi , Dipankar Maity
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