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In this paper we provide direct data-driven expressions for the Linear Quadratic Regulator (LQR), the Kalman filter, and the Linear Quadratic Gaussian (LQG) controller using a finite dataset of noisy input, state, and output trajectories.…
In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…
We formulate and solve an optimal control problem with cooperative, mean-field coupled linear-quadratic subsystems and additional risk-aware costs depending on the covariance and skew of the disturbance. This problem quantifies the…
In this paper, we propose a differential evolution (DE) algorithm specifically tailored for the design of Linear-Quadratic-Gaussian (LQG) controllers in quantum systems. Building upon the foundational DE framework, the algorithm…
For linear time-invariant (LTI) systems, the design of an optimal controller is a commonly encountered problem in many applications. Among all the optimization approaches available, the linear quadratic regulator (LQR) methodology certainly…
In this paper we study the optimal formation control of multiple agents whose interaction parameters are adjusted upon a cost function consisting of both the control energy and the geometrical performance. By optimizing the interaction…
Many real-world sequential decision-making problems can be formulated as optimal control with high-dimensional observations and unknown dynamics. A promising approach is to embed the high-dimensional observations into a lower-dimensional…
In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…
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,…
This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…
The Linear Quadratic Gaussian (LQG) regulator is a cornerstone of optimal control theory, yet its performance can degrade significantly when the noise distributions deviate from the assumed Gaussian model. To address this limitation, this…
As the benchmark of data-driven control methods, the linear quadratic regulator (LQR) problem has gained significant attention. A growing trend is direct LQR design, which finds the optimal LQR gain directly from raw data and bypassing…
This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…
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…
Linear quadratic Gaussian (LQG) control is a well-established method for optimal control through state estimation, particularly in stabilizing an inverted pendulum on a cart. In standard laboratory setups, sensor redundancy enables direct…
We propose a new reinforcement learning based approach to designing hierarchical linear quadratic regulator (LQR) controllers for heterogeneous linear multi-agent systems with unknown state-space models and separated control objectives. The…
Data-driven control benefits from rich datasets, but constructing such datasets becomes challenging when gathering data is limited. We consider an offline experiment design approach to gathering data where we design a control input to…
Designing the optimal linear quadratic regulator (LQR) for a large-scale multi-agent system (MAS) is time-consuming since it involves solving a large-size matrix Riccati equation. The situation is further exasperated when the design needs…
This paper is concerned with the design of an augmented state feedback controller for finite-dimensional linear systems with nonlinear observation dynamics. Most of the theoretical results in the area of (optimal) feedback design are based…
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…