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This paper investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noises. We formulate the stochastic LQR problem as a nonconvex…

Optimization and Control · Mathematics 2025-12-25 Jing Guo , Xiushan Jiang , Weihai Zhang

This paper develops a method to learn optimal controls from data for bilinear systems without a priori knowledge of the system dynamics. Given an unknown bilinear system, we first characterize when the available data is suitable to solve…

Optimization and Control · Mathematics 2023-10-13 Zhenyi Yuan , Jorge Cortes

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

The continuous and discrete time Linear Quadratic Regulator (LQR) theory has been used in this paper for the design of optimal analog and discrete PID controllers respectively. The PID controller gains are formulated as the optimal…

Optimization and Control · Mathematics 2013-01-18 Saptarshi Das , Indranil Pan , Kaushik Halder , Shantanu Das , Amitava Gupta

A novel method of an adaptive linear quadratic (LQ) regulation of uncertain continuous linear time-invariant systems is proposed. Such an approach is based on the direct self-tuning regulators design framework and the exponentially stable…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

This paper addresses the joint state estimation and control problems for unknown linear time-invariant systems subject to both process and measurement noise. The aim is to redesign the linear quadratic Gaussian (LQG) controller based solely…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Wenjie Liu , Jian Sun , Gang Wang , Francesco Bullo , Jie Chen

The linear quadratic regulator is the fundamental problem of optimal control. Its state feedback version was set and solved in the early 1960s. However the static output feedback problem has no explicit-form solution. It is suggested to…

Optimization and Control · Mathematics 2020-11-03 Ilyas Fatkhullin , Boris Polyak

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

We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…

Systems and Control · Electrical Eng. & Systems 2020-06-17 Jingjing Bu , Afshin Mesbahi , Mehran Mesbahi

The linear quadratic regulator problem is central in optimal control and was investigated since the very beginning of control theory. Nevertheless, when it includes affine state constraints, it remains very challenging from the classical…

Optimization and Control · Mathematics 2021-03-30 Pierre-Cyril Aubin-Frankowski

The linear-quadratic regulator (LQR) is an efficient control method for linear and linearized systems. Typically, LQR is implemented in minimal coordinates (also called generalized or "joint" coordinates). However, other coordinates are…

Optimization and Control · Mathematics 2022-04-19 Jan Brüdigam , Zachary Manchester

This paper studies finite-horizon robust tracking control for discrete-time linear systems, based on input-output data. We leverage behavioral theory to represent system trajectories through a set of noiseless historical data, instead of…

Optimization and Control · Mathematics 2021-02-25 Liang Xu , Mustafa Sahin Turan , Baiwei Guo , Giancarlo Ferrari-Trecate

Linear quadratic regulator with unmeasurable states and unknown system matrix parameters better aligns with practical scenarios. However, for this problem, balancing the optimality of the resulting controller and the leniency of the…

Optimization and Control · Mathematics 2025-09-04 Jun Xie , Yuan-Hua Ni , Yiqin Yang , Bo Xu

We present a direct data-driven approach to synthesize robust control invariant (RCI) sets and their associated gain-scheduled feedback control laws for linear parameter-varying (LPV) systems subjected to bounded disturbances. A data-set…

Systems and Control · Electrical Eng. & Systems 2023-11-06 Manas Mejari , Ankit Gupta , Dario Piga

The purpose of this paper is to present a theoretic and numerical study of utilizing squeezing and phase shift in coherent feedback control of linear quantum optical systems. A quadrature representation with built-in phase shifters is…

Quantum Physics · Physics 2012-06-19 Guofeng Zhang , Heung Wing Joseph Lee , Bo Huang , Hu Zhang

We study the constrained linear quadratic regulator with unknown dynamics, addressing the tension between safety and exploration in data-driven control techniques. We present a framework which allows for system identification through…

Optimization and Control · Mathematics 2019-07-09 Sarah Dean , Stephen Tu , Nikolai Matni , Benjamin Recht

We consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under the assumption that system parameters are unknown. To solve the problem in the model free setting, we propose the…

Optimization and Control · Mathematics 2023-03-21 Shokichi Takakura , Kazuhiro Sato

This paper develops and analyzes feedback-based online optimization methods to regulate the output of a linear time-invariant (LTI) dynamical system to the optimal solution of a time-varying convex optimization problem. The design of the…

Optimization and Control · Mathematics 2018-05-31 Marcello Colombino , Emiliano Dall'Anese , Andrey Bernstein

This paper considers a risk-sensitive optimal control problem for a field-mediated interconnection of a quantum plant with a coherent (measurement-free) quantum controller. The plant and the controller are multimode open quantum harmonic…

Optimization and Control · Mathematics 2023-08-09 Igor G. Vladimirov , Ian R. Petersen

This paper considers the problem of regulating a linear dynamical system to the solution of a convex optimization problem with an unknown or partially-known cost. We design a data-driven feedback controller - based on gradient flow dynamics…

Optimization and Control · Mathematics 2022-04-05 Liliaokeawawa Cothren , Gianluca Bianchin , Emiliano Dall'Anese