Related papers: Guaranteed Cost LQG Control of Uncertain Linear Qu…
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…
We study the problem of state representation learning for control from partial and potentially high-dimensional observations. We approach this problem via cost-driven state representation learning, in which we learn a dynamical model in a…
Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…
This paper is concerned with a general linear quadratic (LQ) control problem of mean-field backward stochastic differential equation (BSDE). Here, the weighting matrices in the cost functional are allowed to be indefinite. Necessary and…
Toward scalable quantum computing, the control of quantum systems needs to be robust against both coherent errors induced by parametric uncertainties and incoherent errors induced by environmental decoherence. This poses significant…
The paper is concerned with the coherent quantum Linear Quadratic Gaussian (CQLQG) control problem for time-varying quantum plants governed by linear quantum stochastic differential equations over a bounded time interval. A controller is…
This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…
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…
We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes…
Mathematical models of quantum computers such as a multidimensional quantum Turing machine and quantum circuits are described and its relations with lattice spin models are discussed. One of the main open problems one has to solve if one…
In this paper LQG control over unreliable communication links is derived. That is to say, the communication channels between the controller and the actuators and between the sensors and the controller are unreliable. Previous solutions to…
In this paper, we investigate the closed-loop solvability of the quantum stochastic linear quadratic optimal control problem. We derive the Pontryagin maximum principle for the linear quadratic control problem of infinite-dimensional…
The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…
This paper is concerned with an infinite horizon stochastic linear quadratic (LQ, for short) optimal control problems with conditional mean-field terms in a switching environment. Different from [17], the cost functionals do not have…
In this paper, a robust nonlinear control scheme is proposed for a nonlinear multi-input multi-output (MIMO) system subject to bounded time varying uncertainty which satisfies a certain integral quadratic constraint condition. The scheme…
We study a signature-driven numerical scheme to solve multi-dimensional linear-quadratic (LQ) stochastic control problems. Using that linear signature functionals are dense in the natural class of admissible controls, we show that our…
In the theory of quantum dynamical filtering, one of the biggest issues is that the underlying system dynamics represented by a quantum stochastic differential equation must be known exactly in order that the corresponding filter provides…
The purpose of this paper is to study and design direct and indirect couplings for use in coherent feedback control of a class of linear quantum stochastic systems. A general physical model for a nominal linear quantum system coupled…
We consider the optimal control of quantum systems interacting non-linearly with an electromagnetic field. We propose new monotonically convergent algorithms to solve the optimal equations. The monotonic behavior of the algorithm is ensured…