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Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

Systems and Control · Electrical Eng. & Systems 2024-01-04 Bassam Bamieh

Collision avoidance is one of the most challenging tasks people need to consider for developing the self-driving technology. In this paper we propose a new spatiotemporal motion planning algorithm that efficiently solves a constrained…

Robotics · Computer Science 2022-02-18 Changxi You

We propose a quantum-assisted framework for solving constrained finite-horizon nonlinear optimal control problems using a barrier Sequential Quadratic Programming (SQP) approach. Within this framework, a quantum subroutine is incorporated…

Quantum Physics · Physics 2025-10-22 Nahid Binandeh Dehaghani , Rafal Wisniewski , A. Pedro Aguiar

The behaviour of a stochastic dynamical system may be largely influenced by those low-probability, yet extreme events. To address such occurrences, this paper proposes an infinite-horizon risk-constrained Linear Quadratic Regulator (LQR)…

Optimization and Control · Mathematics 2021-03-30 Feiran Zhao , Keyou You , Tamer Basar

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

Hybrid dynamical systems pose significant challenges for effective planning and control, especially when additional constraints such as obstacle avoidance, state boundaries, and actuation limits are present. In this letter, we extend the…

Systems and Control · Electrical Eng. & Systems 2025-10-24 Pietro Noah Crestaz , Gokhan Alcan , Ville Kyrki

Although the classical LQR design method has been very successful in real world engineering designs, in some cases, the classical design method needs modifications because of the saturation in actuators. This modified problem is sometimes…

Optimization and Control · Mathematics 2022-09-13 Yaguang Yang

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…

Optimization and Control · Mathematics 2019-06-25 Horia Mania , Stephen Tu , Benjamin Recht

This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…

Optimization and Control · Mathematics 2019-11-12 Jingrui Sun , Jie Xiong , Jiongmin Yong

Quantum optimal control for gate optimization aims to provide accurate, robust, and fast pulse sequences to achieve gate fidelities on quantum systems below the error correction threshold. Many methods have been developed and successfully…

Quantum Physics · Physics 2025-06-05 Dirk Heimann , Felix Wiebe , Tahereh Abad , Elie Mounzer , Tangyou Huang , Frank Kirchner , Shivesh Kumar

This article presents a method to automatically generate energy-optimal trajectories for systems with linear dynamics, linear constraints, and a quadratic cost functional (LQ systems). First, using recent advancements in optimal control, we…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Logan E. Beaver

In this paper, we study the irregular output feedback linear quadratic (LQ) control problem, which is a continuous work of previous works for irregular LQ control [33] where the state is assumed to be exactly known priori. Different from…

Optimization and Control · Mathematics 2019-05-17 Juanjuan Xu , Huanshui Zhang

In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences. We propose…

Optimization and Control · Mathematics 2018-11-02 Yibei Li , Yu Yao , Xiaoming Hu

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

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

We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…

Optimization and Control · Mathematics 2021-12-15 Anastasios Tsiamis , Dionysios S. Kalogerias , Alejandro Ribeiro , George J. Pappas

Real-time optimal control remains a fundamental challenge in robotics, especially for nonlinear systems with stringent performance requirements. As one of the representative trajectory optimization algorithms, the iterative Linear Quadratic…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Yue Wang , Haoyu Wang , Zhaoxing Li

This paper studies the inverse optimal control problem for continuous-time linear quadratic regulators over finite-time horizon, aiming to reconstruct the control, state, and terminal cost matrices in the objective function from observed…

Optimization and Control · Mathematics 2025-10-07 Yuexin Cao , Yibei Li , Zhuo Zou , Xiaoming Hu

This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…

Optimization and Control · Mathematics 2021-04-13 Jingrui Sun , Zhen Wu , Jie Xiong

Feedback control problems involving autonomous quadratic systems are prevalent, yet there are only a limited number of software tools available for approximating their solution due to the complexity of the problem. This paper represents a…

Optimization and Control · Mathematics 2019-10-09 Jeff Borggaard , Lizette Zietsman