Related papers: Guaranteed Cost LQG Control of Uncertain Linear Qu…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…
This paper is concerned with linear-quadratic-Gaussian (LQG) control for a field-mediated feedback connection of a plant and a coherent (measurement-free) controller. Both the plant and the controller are multimode open quantum harmonic…
A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
Linear time-varying (LTV) systems are widely used for modeling real-world dynamical systems due to their generality and simplicity. Providing stability guarantees for LTV systems is one of the central problems in control theory. However,…
The linear-quadratic-Gaussian (LQG) control paradigm is well-known in literature. The strategy of minimizing the cost function is available, both for the case where the state is known and where it is estimated through an observer. The…
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…
This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…
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…
We consider classical estimators for a class of physically realizable linear quantum systems. Optimal estimation using a complex Kalman filter for this problem has been previously explored. Here, we study robust $H_\infty$ estimation for…
In quantum engineering, faults may occur in a quantum control system, which will cause the quantum control system unstable or deteriorate other relevant performance of the system. This note presents an estimator-based fault-tolerant control…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
We study the linear quadratic Gaussian (LQG) control problem, in which the controller's observation of the system state is such that a desired cost is unattainable. To achieve the desired LQG cost, we introduce a communication link from the…
In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…
We develop an assume-guarantee contract framework for the design of cyber-physical systems, modeled as closed-loop control systems, under probabilistic requirements. We use a variant of signal temporal logic, namely, Stochastic Signal…
We present a stochastic model predictive control framework for nonlinear systems subject to unbounded process noise with closed-loop guarantees. First, we provide a conceptual shrinking-horizon framework that utilizes general probabilistic…
This paper focuses on the linear quadratic control (LQC) design of systems corrupted by both stochastic noise and bounded noise simultaneously. When only of these noises are considered, the LQC strategy leads to stochastic or robust…
This paper is concerned with constructing an optimal controller in the coherent quantum Linear Quadratic Gaussian problem. A coherent quantum controller is itself a quantum system and is required to be physically realizable. The use of…
Q-learning is a promising method for solving optimal control problems for uncertain systems without the explicit need for system identification. However, approaches for continuous-time Q-learning have limited provable safety guarantees,…
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…