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Related papers: Multitask LQG Control: Performance and Generalizat…

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We analyze the performance of policy gradient in multitask linear quadratic regulation (LQR), where the system and cost parameters differ across tasks. The main goal of multitask LQR is to find a controller with satisfactory performance on…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Charis Stamouli , Leonardo F. Toso , Anastasios Tsiamis , George J. Pappas , James Anderson

We consider solutions to the linear quadratic Gaussian (LQG) regulator problem via policy gradient (PG) methods. Although PG methods have demonstrated strong theoretical guarantees in solving the linear quadratic regulator (LQR) problem,…

Optimization and Control · Mathematics 2025-07-15 Kasra Fallah , Leonardo F. Toso , James Anderson

Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadratic Gaussian (LQG) is a widely-used setting, where the…

Systems and Control · Electrical Eng. & Systems 2022-10-26 Solomon Goldgraber Casspi , Oliver Husser , Guy Revach , Nir Shlezinger

We investigate the problem of learning linear quadratic regulators (LQR) in a multi-task, heterogeneous, and model-free setting. We characterize the stability and personalization guarantees of a policy gradient-based (PG) model-agnostic…

Optimization and Control · Mathematics 2024-06-04 Leonardo F. Toso , Donglin Zhan , James Anderson , Han Wang

In this paper we study an imitation and transfer learning setting for Linear Quadratic Gaussian (LQG) control, where (i) the system dynamics, noise statistics and cost function are unknown and expert data is provided (that is, sequences of…

Systems and Control · Electrical Eng. & Systems 2023-06-23 Taosha Guo , Abed AlRahman Al Makdah , Vishaal Krishnan , Fabio Pasqualetti

This paper addresses the problem of distributed coordination control for multi-robot systems (MRSs) in the presence of localization uncertainty using a Linear Quadratic Gaussian (LQG) approach. We introduce a stochastic LQG control strategy…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Tohid Kargar Tasooji , Sakineh Khodadadi

The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…

Optimization and Control · Mathematics 2026-03-17 Haoran Li , Xun Li , Yuan-Hua Ni , Xuebo Zhang

Multi-Task Learning is a learning paradigm that uses correlated tasks to improve performance generalization. A common way to learn multiple tasks is through the hard parameter sharing approach, in which a single architecture is used to…

Machine Learning · Computer Science 2022-04-15 Angelica Tiemi Mizuno Nakamura , Denis Fernando Wolf , Valdir Grassi

This paper studies a class of partially observed Linear Quadratic Gaussian (LQG) problems with unknown dynamics. We establish an end-to-end sample complexity bound on learning a robust LQG controller for open-loop stable plants. This is…

Optimization and Control · Mathematics 2021-07-14 Yang Zheng , Luca Furieri , Maryam Kamgarpour , Na Li

We study the task of learning state representations from potentially high-dimensional observations, with the goal of controlling an unknown partially observable system. We pursue a cost-driven approach, where a dynamic model in some latent…

Machine Learning · Computer Science 2026-03-10 Yi Tian , Kaiqing Zhang , Russ Tedrake , Suvrit Sra

We study the problem of state representation learning for control from partial and potentially high-dimensional observations. We approach this problem via cost-driven state representation learning, in which we learn a dynamical model in a…

Machine Learning · Computer Science 2026-03-10 Yi Tian , Kaiqing Zhang , Russ Tedrake , Suvrit Sra

The goal of this paper is to study a multi-objective linear quadratic Gaussian (LQG) control problem. In particular, we consider an optimal control problem minimizing a quadratic cost over a finite time horizon for linear stochastic systems…

Optimization and Control · Mathematics 2021-06-01 Donghwan Lee , Do Wan Kim

In this work, we revisit the Linear Quadratic Gaussian (LQG) optimal control problem from a behavioral perspective. Motivated by the suitability of behavioral models for data-driven control, we begin with a reformulation of the LQG problem…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Abed AlRahman Al Makdah , Vishaal Krishnan , Vaibhav Katewa , Fabio Pasqualetti

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…

Systems and Control · Electrical Eng. & Systems 2020-07-29 He Bai , Jemin George , Aranya Chakrabortty

The problem of controller reduction has a rich history in control theory. Yet, many questions remain open. In particular, there exist very few results on the order reduction of general non-observer based controllers and the subsequent…

Optimization and Control · Mathematics 2022-11-30 Zhaolin Ren , Yang Zheng , Maryam Fazel , Na Li

This paper revisits the classical Linear Quadratic Gaussian (LQG) control from a modern optimization perspective. We analyze two aspects of the optimization landscape of the LQG problem: 1) connectivity of the set of stabilizing controllers…

Optimization and Control · Mathematics 2021-02-09 Yang Zheng , Yujie Tang , Na Li

Reinforcement learning is an emerging approach to control dynamical systems for which classical approaches are difficult to apply. However, trained agents may not generalize against the variations of system parameters. This paper presents…

Systems and Control · Electrical Eng. & Systems 2023-11-10 Abdel Gafoor Haddad , Igor Boiko , Yahya Zweiri

This paper addresses the problem of event-based distributed Linear Quadratic Gaussian (LQG) control for multirobot coordination under localization uncertainty. An event-triggered LQG rendezvous control strategy is proposed to ensure…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Tohid Kargar Tasooji , Sakineh Khodadadi

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

We study the distributed Linear Quadratic Gaussian (LQG) control problem in discrete-time and finite-horizon, where the controller depends linearly on the history of the outputs and it is required to lie in a given subspace, e.g. to possess…

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