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Policy gradient methods are a powerful family of reinforcement learning algorithms for continuous control that optimize a policy directly. However, standard first-order methods often converge slowly. Second-order methods can accelerate…

系统与控制 · 电气工程与系统科学 2025-11-05 Amirreza Valaei , Arash Bahari Kordabad , Sadegh Soudjani

A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~$\mathtt{iLQR}$ - on the learned model to minimize a target cost. This paper conducts a…

机器学习 · 计算机科学 2023-05-17 Daniel Pfrommer , Max Simchowitz , Tyler Westenbroek , Nikolai Matni , Stephen Tu

This paper proposes and analyzes two new policy learning methods: regularized policy gradient (RPG) and iterative policy optimization (IPO), for a class of discounted linear-quadratic control (LQC) problems over an infinite time horizon…

最优化与控制 · 数学 2025-10-08 Xin Guo , Xinyu Li , Renyuan Xu

We propose a new risk-constrained reformulation of the standard Linear Quadratic Regulator (LQR) problem. Our framework is motivated by the fact that the classical (risk-neutral) LQR controller, although optimal in expectation, might be…

系统与控制 · 电气工程与系统科学 2020-10-30 Anastasios Tsiamis , Dionysios S. Kalogerias , Luiz F. O. Chamon , Alejandro Ribeiro , George J. Pappas

This article investigates the core mechanisms of indirect data-driven control for unknown systems, focusing on the application of policy iteration (PI) within the context of the linear quadratic regulator (LQR) optimal control problem.…

系统与控制 · 电气工程与系统科学 2025-04-14 Bowen Song , Andrea Iannelli

A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…

系统与控制 · 电气工程与系统科学 2026-03-30 Leilei Cui , Richard D. Braatz

In this paper, a cooperative Linear Quadratic Regulator (LQR) problem is investigated for multi-input systems, where each input is generated by an agent in a network. The input matrices are different and locally possessed by the…

多智能体系统 · 计算机科学 2021-11-10 Peihu Duan , Lidong He , Zhisheng Duan , Ling Shi

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…

最优化与控制 · 数学 2024-06-04 Leonardo F. Toso , Donglin Zhan , James Anderson , Han Wang

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

机器学习 · 计算机科学 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

We revisit in this paper the discrete-time linear quadratic regulator (LQR) problem from the perspective of receding-horizon policy gradient (RHPG), a newly developed model-free learning framework for control applications. We provide a…

最优化与控制 · 数学 2024-02-02 Xiangyuan Zhang , Tamer Başar

We propose controller synthesis for state regulation problems in which a human operator shares control with an autonomy system, running in parallel. The autonomy system continuously improves over human action, with minimal intervention, and…

系统与控制 · 计算机科学 2019-09-23 Murad Abu-Khalaf , Sertac Karaman , Daniela Rus

While differentiable control has emerged as a powerful paradigm combining model-free flexibility with model-based efficiency, the iterative Linear Quadratic Regulator (iLQR) remains underexplored as a differentiable component. The…

机器人学 · 计算机科学 2025-06-24 Shuyuan Wang , Philip D. Loewen , Michael Forbes , Bhushan Gopaluni , Wei Pan

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

最优化与控制 · 数学 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

In this paper, we investigate the infinite-horizon risk-constrained linear quadratic regulator problem (RC-QR), which augments the classical LQR formulation with a statistical constraint on the variability of the system state to incorporate…

最优化与控制 · 数学 2025-10-28 Weijian Li , Andreas A. Malikopoulos

This paper delves into designing stabilizing feedback control gains for continuous linear systems with unknown state matrix, in which the control is subject to a general structural constraint. We bring forth the ideas from reinforcement…

系统与控制 · 电气工程与系统科学 2025-11-11 Sayak Mukherjee , Thanh Long Vu

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

系统与控制 · 电气工程与系统科学 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann

We consider the problem of learning an $\varepsilon$-optimal policy in controlled dynamical systems with low-rank latent structure. For this problem, we present LoRa-PI (Low-Rank Policy Iteration), a model-free learning algorithm…

机器学习 · 计算机科学 2024-11-12 Stefan Stojanovic , Yassir Jedra , Alexandre Proutiere

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

机器学习 · 计算机科学 2021-02-15 Kishan Panaganti , Dileep Kalathil

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…

最优化与控制 · 数学 2023-03-21 Shokichi Takakura , Kazuhiro Sato

We study the convergence of deterministic policy gradient algorithms in continuous state and action space for the prototypical Linear Quadratic Regulator (LQR) problem when the search space is not limited to the family of linear policies.…

最优化与控制 · 数学 2021-12-15 Craig Xu Chen , Andrea Agazzi