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Consider a discrete-time Linear Quadratic Regulator (LQR) problem solved using policy gradient descent when the system matrices are unknown. The gradient is transmitted across a noisy channel over a finite time horizon using analog…

Optimization and Control · Mathematics 2025-07-22 Ashwin Verma , Aritra Mitra , Lintao Ye , Vijay Gupta

Understanding the optimization landscape of linear quadratic regulation (LQR) problems is fundamental to the design of efficient reinforcement learning solutions. Recent work has made significant progress in characterizing the landscape of…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Jingliang Duan , Jie Li , Yinsong Ma , Liye Tang , Guofa Li , Liping Zhang , Shengbo Eben Li , Lin Zhao

This paper considers the discrete-time, stochastic LQR problem with $p$ steps of disturbance preview information where $p$ is finite. We first derive the solution for this problem on a finite horizon with linear, time-varying dynamics and…

Optimization and Control · Mathematics 2026-02-09 Jietian Liu , Laurent Lessard , Peter Seiler

This letter explores intelligent scheduling of sensor-to-controller communication in networked control systems, particularly when data transmission incurs a cost. While the optimal controller in a standard linear quadratic Gaussian (LQG)…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Zahra Hashemi , Dipankar Maity

The optimal controller design problem for a linear, first-order spatially-invariant distributed parameter system is considered. Through a case study of the Linear Quadratic Regulator (LQR) problem for the diffusion equation over the torus,…

Optimization and Control · Mathematics 2026-03-20 Addie McCurdy , Andrew Gusty , Emily Jensen

In this work, we propose a feedback control based temporal discretization for linear quadratic optimal control problems (LQ problems) governed by controlled mean-field stochastic differential equations. We firstly decompose the original…

Optimization and Control · Mathematics 2023-02-08 Yanqing Wang

We propose a self-triggered control algorithm to reduce onboard processor usage, communication bandwidth, and energy consumption across a linear time-invariant networked control system. We formulate an optimal control problem by penalizing…

Systems and Control · Computer Science 2018-12-24 MirSaleh Bahavarnia , Hossein K. Mousavi , Nader Motee

We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability properties are not enough in general to conclude stability…

Optimization and Control · Mathematics 2025-09-04 Jonathan de Brusse , Jamal Daafouz , Mathieu Granzotto , Romain Postoyan , Dragan Nesic

This paper studies network LQR problems with system matrices being spatially-exponential decaying (SED) between nodes in the network. The major objective is to study whether the optimal controller also enjoys a SED structure, which is an…

Optimization and Control · Mathematics 2023-05-10 Runyu Zhang , Weiyu Li , Na Li

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…

Optimization and Control · Mathematics 2021-09-23 Antoine Aspeel , Kwesi Rutledge , Raphaël M. Jungers , Benoit Macq , Necmiye Özay

In this letter, we explore the communication-control co-design of discrete-time stochastic linear systems through reinforcement learning. Specifically, we examine a closed-loop system involving two sequential decision-makers: a scheduler…

Optimization and Control · Mathematics 2025-04-15 Shubham Aggarwal , Dipankar Maity , Tamer Başar

In this paper, we propose a structured linear parameterization of a feedback policy to solve the model-free stochastic optimal control problem. This parametrization is corroborated by a decoupling principle that is shown to be near-optimal…

Optimization and Control · Mathematics 2020-02-19 Karthikeya S Parunandi , Aayushman Sharma , Suman Chakravorty , Dileep Kalathil

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

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

This paper addresses the mean-square optimal control problem for \a class of discrete-time linear systems with a quasi-colored control-dependent multiplicative noise via output feedback. The noise under study is novel and shown to have…

Systems and Control · Electrical Eng. & Systems 2021-09-06 Junhui Li , Jieying Lu , Weizhou Su

The Linear Quadratic Regulator (LQR) framework considers the problem of regulating a linear dynamical system perturbed by environmental noise. We compute the policy regret between three distinct control policies: i) the optimal online…

Optimization and Control · Mathematics 2020-02-10 Gautam Goel , Babak Hassibi

This paper addresses finite-time horizon optimal control of single-loop networked control systems with stochastically modeled communication channel and disturbances. To cope with the uncertainties, an optimization-based control scheme is…

Optimization and Control · Mathematics 2021-05-10 Jannik Hahn , Olaf Stursberg

The design of optimal dynamic disturbance accommodation controller with limited model information is considered. We adapt the family of limited model information control design strategies, defined earlier by the authors, to handle dynamic…

Optimization and Control · Mathematics 2012-08-01 F. Farokhi , C. Langbort , K. H. Johansson

We study optimal proportional feedback controllers for spatially invariant systems when the controller has access to delayed state measurements received from different spatial locations. We analyze how delays affect the spatial locality of…

Optimization and Control · Mathematics 2025-09-12 Luca Ballotta , Juncal Arbelaiz , Vijay Gupta , Luca Schenato , Mihailo R. Jovanović