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The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Lucia Falconi , Andrea Martinelli , John Lygeros

We study, to our knowledge, the first tractable multistage ex-ante distributionally robust regret optimization (DRRO) formulation for stochastic control. We consider finite-horizon LQR under common stage-law ambiguity: disturbances are…

Optimization and Control · Mathematics 2026-04-08 Lukas-Benedikt Fiechtner , Jose Blanchet

We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

We consider the optimal control design problem for discrete-time LTI systems with state feedback, when the actuation signal is subject to unmeasurable switching propagation delays, due to e.g. the routing in a multi-hop communication…

Systems and Control · Computer Science 2015-09-14 Antonio Cicone , Alessandro D'Innocenzo , Nicola Guglielmi , Linda Laglia

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour

In theory coordinated multi-point transmission (CoMP) promises vast gains in spectral efficiency. But industrial field trials show rather disappointing throughput gains, whereby the major limiting factor is proper sharing of channel state…

Information Theory · Computer Science 2016-11-18 Jan Schreck , Gerhard Wunder , Peter Jung

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

A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…

Systems and Control · Computer Science 2018-09-18 Forrest Laine , Claire Tomlin

This technical note considers the problem of resource allocation in linear feedback control system with output disturbance. By decomposing the information rate in the feedback communication channel, the channel resource allocation is…

Information Theory · Computer Science 2015-11-12 Xue Dong , Kun Wang , Chong Xu , Weimin Wang

We consider the problem of controlling a set of dynamically decoupled plants where the plants' subcontrollers communicate with each other according to a fixed and known network topology. We assume the communication to be instantaneous but…

Systems and Control · Electrical Eng. & Systems 2020-09-04 Mruganka Kashyap , Laurent Lessard

In this paper, a cooperative Linear Quadratic Regulator (LQR) problem is investigated for multi-input systems, where each input is generated by an agent in a network. The input matrices are different and locally possessed by the…

Multiagent Systems · Computer Science 2021-11-10 Peihu Duan , Lidong He , Zhisheng Duan , Ling Shi

For linear time-invariant systems, a separation principle holds: stable observer and stable state feedback can be designed for the time-invariant system, and the combined observer and feedback will be stable. For non-linear systems, a local…

Optimization and Control · Mathematics 2010-10-29 Silvere Bonnabel , Philippe Martin , Pierre Rouchon , Erwan Salaun

For quantum systems with linear dynamics in phase space much of classical feedback control theory applies. However, there are some questions that are sensible only for the quantum case, such as: given a fixed interaction between the system…

Quantum Physics · Physics 2009-11-10 H. M . Wiseman , A. C. Doherty

In this article, we consider a cooperative control problem involving a heterogeneous network of dynamically decoupled continuous-time linear plants. The (output-feedback) controllers for each plant may communicate with each other according…

Optimization and Control · Mathematics 2024-01-09 Mruganka Kashyap , Laurent Lessard

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Mohammad Alsalti , Matthias A. Müller

This paper investigates privacy-preserving distributed cooperative control for multi-agent systems within the framework of differential privacy. In cooperative control, communication noise is inevitable and is usually regarded as a…

Systems and Control · Electrical Eng. & Systems 2026-01-14 Yuwen Ma , Sarah K. Spurgeon , Tao Li , Boli Chen

Autonomous optimization refers to the design of feedback controllers that steer a physical system to a steady state that solves a predefined, possibly constrained, optimization problem. As such, no exogenous control inputs such as setpoints…

Optimization and Control · Mathematics 2020-10-08 Adrian Hauswirth , Saverio Bolognani , Gabriela Hug , Florian Dörfler

This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…

Optimization and Control · Mathematics 2021-03-16 Bo Pang , Zhong-Ping Jiang

In this paper we address the problem of information-constrained optimal control for an interconnected system subject to one-step communication delays and power constraints. The goal is to minimize a finite-horizon quadratic cost by…

Systems and Control · Computer Science 2018-03-21 V. Causevic , P. Ugo Abara , S. Hirche

We consider nonlinear stochastic systems that arise in path planning and control of mobile robots. As is typical of almost all nonlinear stochastic systems, the optimally solving problem is intractable. We provide a design approach which…

Robotics · Computer Science 2017-05-25 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar