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We study online linear-quadratic regulation (LQR) with unknown dynamics under communication rate constraints. Classical networked control quantizes the plant state at every time step, requiring $O(T)$ total bits while injecting persistent…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Barron Han , Victoria Kostina , Babak Hassibi

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…

Optimization and Control · Mathematics 2024-09-17 Nian Liu , Cheng Zhao , Shaolin Tan , Jinhu Lü

We study multitask learning for stochastic and partially observed control systems, focusing on the linear quadratic Gaussian (LQG) problem. Our goal is to learn a common stabilizing controller that generalizes across a distribution of…

Optimization and Control · Mathematics 2026-04-21 Leonardo F. Toso , Kasra Fallah , Charis Stamouli , George J. Pappas , James Anderson

This paper proposes a safe data-driven control framework for nonlinear systems with partially known dynamics. The method ensures stability and constraint satisfaction during online learning, assuming only a stabilizable linear approximation…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Stefano Tonini , Soroush Rastegarpour , Hamid Reza Feyzmahdavian , Nicola Bastianello , Karl Henrik Johansson

Intelligent real-world systems critically depend on expressive information about their system state and changing operation conditions, e.g., due to variation in temperature, location, wear, or aging. To provide this information, online…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Jan-Hendrik Ewering , Björn Volkmann , Simon F. G. Ehlers , Thomas Seel , Michael Meindl

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

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

In this paper, we address Linear Quadratic Regulator (LQR) problems through a novel iterative algorithm named EXtremum-seeking Policy iteration LQR (EXP-LQR). The peculiarity of EXP-LQR is that it only needs access to a truncated…

Optimization and Control · Mathematics 2025-06-13 Guido Carnevale , Nicola Mimmo , Giuseppe Notarstefano

We study the exploration-exploitation dilemma in the linear quadratic regulator (LQR) setting. Inspired by the extended value iteration algorithm used in optimistic algorithms for finite MDPs, we propose to relax the optimistic optimization…

Machine Learning · Statistics 2020-07-14 Marc Abeille , Alessandro Lazaric

We consider the problem of controlling an unknown linear quadratic Gaussian (LQG) system consisting of multiple subsystems connected over a network. Our goal is to minimize and quantify the regret (i.e. loss in performance) of our strategy…

Systems and Control · Electrical Eng. & Systems 2021-08-19 Sagar Sudhakara , Aditya Mahajan , Ashutosh Nayyar , Yi Ouyang

In a recent paper we have shown that data collected from linear systems excited by persistently exciting inputs during low-complexity experiments, can be used to design state- and output-feedback controllers, including optimal Linear…

Systems and Control · Electrical Eng. & Systems 2021-03-31 Claudio De Persis , Pietro Tesi

End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Yash Patel , Sahana Rayan , Ambuj Tewari

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse…

Optimization and Control · Mathematics 2019-10-14 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

Direct policy search serves as one of the workhorses in modern reinforcement learning (RL), and its applications in continuous control tasks have recently attracted increasing attention. In this work, we investigate the convergence theory…

Optimization and Control · Mathematics 2022-01-03 Kaiqing Zhang , Xiangyuan Zhang , Bin Hu , Tamer Başar

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

Robotics · Computer Science 2017-05-16 Gilwoo Lee , Siddhartha S. Srinivasa , Matthew T. Mason

Advances in computer vision and machine learning enable robots to perceive their surroundings in powerful new ways, but these perception modules have well-known fragilities. We consider the problem of synthesizing a safe controller that is…

Robotics · Computer Science 2022-09-26 Dawei Sun , Negin Musavi , Geir Dullerud , Sanjay Shakkottai , Sayan Mitra

We study the value of stochastic predictions in online optimal control with random disturbances. Prior work provides performance guarantees based on prediction error but ignores the stochastic dependence between predictions and…

Optimization and Control · Mathematics 2025-06-06 Yiheng Lin , Christopher Yeh , Zaiwei Chen , Adam Wierman

Offline Reinforcement Learning (RL), which operates solely on static datasets without further interactions with the environment, provides an appealing alternative to learning a safe and promising control policy. The prevailing methods…

Machine Learning · Computer Science 2025-03-18 Kun Wu , Yinuo Zhao , Zhiyuan Xu , Zhengping Che , Chengxiang Yin , Chi Harold Liu , Feiferi Feng , Jian Tang

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