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This paper is concerned with a linear quadratic optimal control problem of delayed backward stochastic differential equations. An explicit representation is derived for the optimal control, which is a linear feedback of the entire past…

最优化与控制 · 数学 2020-08-07 Weijun Meng , Jingtao Shi

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 article presents a Real-Time Iteration (RTI) scheme for distributed Nonlinear Model Predictive Control (NMPC). The scheme transfers the well-known RTI approach, a key enabler for many industrial real-time NMPC implementations, to the…

最优化与控制 · 数学 2025-10-20 Gösta Stomberg , Alexander Engelmann , Moritz Diehl , Timm Faulwasser

A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a…

最优化与控制 · 数学 2012-04-10 Jiongmin Yong

This paper proposes a control algorithm for stable implementation of asynchronous parallel quadratic programming (PQP) through dual decomposition technique. In general, distributed and parallel optimization requires synchronization of data…

系统与控制 · 电气工程与系统科学 2019-11-26 Kooktae Lee

This paper proposes a new method for differentiating through optimal trajectories arising from non-convex, constrained discrete-time optimal control (COC) problems using the implicit function theorem (IFT). Previous works solve a…

机器学习 · 计算机科学 2023-10-25 Ming Xu , Timothy Molloy , Stephen Gould

We consider the optimal regulation problem for nonlinear control-affine dynamical systems. Whereas the linear-quadratic regulator (LQR) considers optimal control of a linear system with quadratic cost function, we study polynomial systems…

最优化与控制 · 数学 2024-10-30 Nicholas A. Corbin , Boris Kramer

In this paper, we present a stabilized sequential quadratic semidefinite programming (SQSDP) method for nonlinear semidefinite programming (NSDP) problems and prove its local convergence. The stabilized SQSDP method is originally developed…

最优化与控制 · 数学 2024-03-19 Yuya Yamakawa

In this study, we introduce numerical methods for discretizing continuous-time linear-quadratic optimal control problems (LQ-OCPs). The discretization of continuous-time LQ-OCPs is formulated into differential equation systems, and we can…

Feedback control problems involving autonomous quadratic systems are prevalent, yet there are only a limited number of software tools available for approximating their solution due to the complexity of the problem. This paper represents a…

最优化与控制 · 数学 2019-10-09 Jeff Borggaard , Lizette Zietsman

This paper presents a sample-efficient, data-driven control framework for finite-horizon linear quadratic (LQ) control of linear time-varying (LTV) systems. In contrast to the time-invariant case, the time-varying LQ problem involves a…

系统与控制 · 电气工程与系统科学 2025-09-30 Sahel Vahedi Noori , Maryam Babazadeh

For various typical cases and situations where the formulation results in an optimal control problem, the Linear Quadratic Regulator (LQR) approach and its variants continue to be highly attractive. In certain scenarios, it can happen that…

最优化与控制 · 数学 2023-02-14 Jun Ma , Zilong Cheng , Xiaocong Li , Wenxin Wang , Masayoshi Tomizuka , Tong Heng Lee

This paper presents a simulation-based comparison between the two controllers, Proportional Integral Derivative (PID), a classical controller and Linear Quadratic Regulator (LQR), an optimal controller, for a linearized quadrotor model. To…

系统与控制 · 电气工程与系统科学 2020-09-29 Prathamesh Saraf , Manan Gupta , Alivelu Manga Parimi

This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…

最优化与控制 · 数学 2025-10-21 Wenjing Yang , Zhaorong Zhang , Juanjuan Xu

In this paper, we present efficient solutions for the nonlinear program (NLP) associated with nonlinear model predictive control (NMPC) by leveraging the linear parameter-varying (LPV) embedding of nonlinear models and sequential quadratic…

最优化与控制 · 数学 2025-02-19 Dimitrios S. Karachalios , Hossam S. Abbas

A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR problems. This class of problem arises frequently in robotic…

最优化与控制 · 数学 2018-09-18 Forrest Laine , Claire Tomlin

Developments in cooperative trajectory planning of connected autonomous vehicles (CAVs) have gathered considerable momentum and research attention. Generally, such problems present strong non-linearity and non-convexity, rendering great…

机器人学 · 计算机科学 2023-01-12 Zhenmin Huang , Shaojie Shen , Jun Ma

Linear Quadratic Regulator (LQR) is often combined with feedback linearization (FBL) for nonlinear systems that have the nonlinearity additive to the input. Conventional approaches estimate and cancel the nonlinearity based on the first…

系统与控制 · 电气工程与系统科学 2024-12-04 Takahito Fujimori

Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its…

系统与控制 · 电气工程与系统科学 2023-04-10 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

This paper presents the numerical discretization methods of the continuous-time linear-quadratic optimal control problems (LQ-OCPs) with time delays. We describe the weight matrices of the LQ-OCPs as differential equations systems, allowing…

系统与控制 · 电气工程与系统科学 2024-04-15 Zhanhao Zhang , Steen Hørsholt , John Bagterp Jørgensen