Related papers: Guaranteed Cost LQG Control of Uncertain Linear Qu…
We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…
The purpose of this paper is to develop a synthesis theory for linear dynamical quantum stochastic systems that are encountered in linear quantum optics and in phenomenological models of linear quantum circuits. In particular, such a theory…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…
This paper presents two stochastic model predictive control methods for linear time-invariant systems subject to unbounded additive uncertainties. The new methods are developed by formulating the chance constraints into deterministic form,…
This paper investigates a new class of homogeneous stochastic control problems with cone control constraints, extending the classical homogeneous stochastic linear-quadratic (LQ) framework to encompass nonlinear system dynamics and…
We study the closed-loop solvability of a stochastic linear quadratic optimal control problem for systems governed by stochastic evolution equations. This solvability is established by means of solvability of the corresponding Riccati…
We consider an arbitrary network of $M/M/\infty$ queues with controlled transitions between queues. We consider optimal control problems where the costs are linear functions of the state and inputs over a finite or infinite horizon. We…
In this paper, we study the linear quadratic (LQ) optimal control problem of linear systems with private input and measurement information. The main challenging lies in the unavailability of other regulators' historical input information.…
Standard model-based control design deteriorates when the system dynamics change during operation. To overcome this challenge, online and adaptive methods have been proposed in the literature. In this work, we consider the class of…
In this paper, we investigate how to achieve the unpredictability against malicious inferences for linear systems. The key idea is to add stochastic control inputs, named as unpredictable control, to make the outputs irregular. The future…
This paper considers the problem of robust stability for a class of uncertain quantum systems subject to unknown perturbations in the system Hamiltonian. Some general stability results are given for different classes of perturbations to the…
This work addresses the problem of risk-sensitive control for nonlinear systems with imperfect state observations, extending results for the linear case. In particular, we derive an algorithm that can compute local solutions with…
Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum…
This paper is concerned with a linear fractional representation approach to the synthesis of linear coherent quantum controllers for a given linear quantum plant. The plant and controller represent open quantum harmonic oscillators and are…
Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…
Switching control strategies that unite a potentially high-performance but uncertified controller and a stabilizing albeit conservative controller are shown to be able to balance safety with efficiency, but have been less studied under…
Consider a control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and control signal,…
In this paper, we consider optimal control of stochastic differential equations subject to an expected path constraint. The stochastic maximum principle is given for a general optimal stochastic control in terms of constrained FBSDEs. In…
This paper considers links between the original risk-sensitive performance criterion for quantum control systems and its recent quadratic-exponential counterpart. We discuss a connection between the minimization of these cost functionals…
In this paper, we consider linear quadratic optimal control with mean-field type for discrete-time stochastic systems with state and control dependent noise. An optimal control problem is studied for a linear mean-field stochastic…