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Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

最优化与控制 · 数学 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

系统与控制 · 电气工程与系统科学 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu

Recent developments in cyber-physical systems and event-triggered control have led to an increased interest in the impact of sparse disturbances on dynamical processes. We study Linear Quadratic Regulator (LQR) control under sparse…

系统与控制 · 电气工程与系统科学 2022-09-23 Samuel Pfrommer , Somayeh Sojoudi

Two central problems in modern control theory are the controller design problem: which deals with designing a control law for the dynamical system, and the state estimation problem (observer design problem): which deals with computing an…

最优化与控制 · 数学 2023-08-31 Midhun T. Augustine

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…

机器学习 · 计算机科学 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

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…

系统与控制 · 计算机科学 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

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…

系统与控制 · 电气工程与系统科学 2026-04-14 Jingliang Duan , Jie Li , Yinsong Ma , Liye Tang , Guofa Li , Liping Zhang , Shengbo Eben Li , Lin Zhao

In this paper, we propose a novel dynamic state-feedback controller for polytopic linear parameter-varying (LPV) systems with constant input matrix. The controller employs a projected gradient flow method to continuously improve its control…

系统与控制 · 电气工程与系统科学 2025-05-29 Armin Gießler , Felix Strehle , Jochen Illerhaus , Sören Hohmann

Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…

综合数学 · 数学 2007-05-23 Alexander Bolonkin , Robert Sierakowski

We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability properties are not enough in general to conclude stability…

最优化与控制 · 数学 2025-09-04 Jonathan de Brusse , Jamal Daafouz , Mathieu Granzotto , Romain Postoyan , Dragan Nesic

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

最优化与控制 · 数学 2023-11-02 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

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

The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and $H_\infty$ optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as…

量子物理 · 物理学 2016-11-15 Lei Cui , Zhiyuan Dong , Guofeng Zhang , Heung Wing Joseph Lee

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…

最优化与控制 · 数学 2023-08-09 Igor G. Vladimirov , Ian R. Petersen

We consider the problem of designing a feedback controller that guides the input and output of a linear time-invariant system to a minimizer of a convex optimization problem. The system is subject to an unknown disturbance that determines…

最优化与控制 · 数学 2018-10-10 Liam S. P. Lawrence , Zachary E. Nelson , Enrique Mallada , John W. Simpson-Porco

In this work, we first prove that the separation principle holds for communication-constrained LQR problems under i.i.d. zero-mean disturbances with a symmetric distribution. We then solve the dynamic programming problem and show that the…

最优化与控制 · 数学 2026-05-05 Abdullah Y. Etcibasi , C. Emre Koksal , Eylem Ekici

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…

最优化与控制 · 数学 2020-11-03 Ilyas Fatkhullin , Boris Polyak

This paper presents a systematic approach to the design of a robust dynamic state feedback controller using copies of the plant nonlinearities, which is based on the use of IQCs and minimax LQR control. The approach combines a linear state…

系统与控制 · 计算机科学 2014-04-16 Obaid Ur Rehman , Ian R. Petersen

The optimal controller design problem for a linear, first-order spatially-invariant distributed parameter system is considered. Through a case study of the Linear Quadratic Regulator (LQR) problem for the diffusion equation over the torus,…

最优化与控制 · 数学 2026-03-20 Addie McCurdy , Andrew Gusty , Emily Jensen

This paper studies network LQR problems with system matrices being spatially-exponential decaying (SED) between nodes in the network. The major objective is to study whether the optimal controller also enjoys a SED structure, which is an…

最优化与控制 · 数学 2023-05-10 Runyu Zhang , Weiyu Li , Na Li
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