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Related papers: The Fragility of Learning LQG Controllers

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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

This manuscript surveys reinforcement learning from the perspective of optimization and control with a focus on continuous control applications. It surveys the general formulation, terminology, and typical experimental implementations of…

Optimization and Control · Mathematics 2018-11-13 Benjamin Recht

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

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…

Optimization and Control · Mathematics 2019-06-25 Horia Mania , Stephen Tu , Benjamin Recht

We consider a discrete-time Linear-Quadratic-Gaussian (LQG) control problem in which Massey's directed information from the observed output of the plant to the control input is minimized while required control performance is attainable.…

Optimization and Control · Mathematics 2017-06-13 Takashi Tanaka , Peyman Mohajerin Esfahani , Sanjoy K. Mitter

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

In this letter, we consider a Linear Quadratic Gaussian (LQG) control system where feedback occurs over a noiseless binary channel and derive lower bounds on the minimum communication cost (quantified via the channel bitrate) required to…

Information Theory · Computer Science 2022-06-06 Travis C. Cuvelier , Takashi Tanaka , Robert W. Heath

Autonomous systems often have complex and possibly unknown dynamics due to, e.g., black-box components. This leads to unpredictable behaviors and makes control design with performance guarantees a major challenge. This paper presents a…

Systems and Control · Electrical Eng. & Systems 2022-03-10 John Jackson , Luca Laurenti , Eric Frew , Morteza Lahijanian

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

In networked control systems, often the sensory signals are quantized before being transmitted to the controller. Consequently, performance is affected by the coarseness of this quantization process. Modern communication technologies allow…

Systems and Control · Electrical Eng. & Systems 2021-11-09 Dipankar Maity , Panagiotis Tsiotras

Reinforcement learning (RL) is used to directly design a control policy using data collected from the system. This paper considers the robustness of controllers trained via model-free RL. The discussion focuses on the standard model-based…

Systems and Control · Computer Science 2019-04-09 Harish K. Venkataraman , Peter J. Seiler

We consider the problem of controlling a linear dynamical system from bilinear observations with minimal quadratic cost. Despite the similarity of this problem to standard linear quadratic Gaussian (LQG) control, we show that when the…

Optimization and Control · Mathematics 2025-10-23 Yahya Sattar , Sunmook Choi , Yassir Jedra , Maryam Fazel , Sarah Dean

We analyze offline designs of linear quadratic regulator (LQR) strategies with uncertain disturbances. First, we consider the scenario where the exogenous variable can be estimated in a controlled environment, and subsequently, consider a…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Sayak Mukherjee , Ramij R. Hossain , Mahantesh Halappanavar

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and…

Optimization and Control · Mathematics 2023-11-02 Bahar Taşkesen , Dan A. Iancu , Çağıl Koçyiğit , Daniel Kuhn

Direct policy search has achieved great empirical success in reinforcement learning. Many recent studies have revisited its theoretical foundation for continuous control, which reveals elegant nonconvex geometry in various benchmark…

Optimization and Control · Mathematics 2023-12-27 Yang Zheng , Chih-fan Pai , Yujie Tang

In this paper, we analyze the regret incurred by a computationally efficient exploration strategy, known as naive exploration, for controlling unknown partially observable systems within the Linear Quadratic Gaussian (LQG) framework. We…

Systems and Control · Electrical Eng. & Systems 2023-11-27 Archith Athrey , Othmane Mazhar , Meichen Guo , Bart De Schutter , Shengling Shi

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

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…

Systems and Control · Electrical Eng. & Systems 2025-02-19 Tesshu Fujinami , Bruce D. Lee , Nikolai Matni , George J. Pappas

We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…

Optimization and Control · Mathematics 2021-12-15 Anastasios Tsiamis , Dionysios S. Kalogerias , Alejandro Ribeiro , George J. Pappas

We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…

Machine Learning · Statistics 2025-02-05 Lucky Li