Related papers: Guaranteed Cost LQG Control of Uncertain Linear Qu…
This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…
Irregular linear quadratic control (LQ, was called Singular LQ) has been a long-standing problem since 1970s. This paper will show that an irregular LQ control (deterministic) is solvable (for arbitrary initial value) if and only if the LQ…
This paper addresses the problem of distributed coordination control for multi-robot systems (MRSs) in the presence of localization uncertainty using a Linear Quadratic Gaussian (LQG) approach. We introduce a stochastic LQG control strategy…
This paper introduces a problem of coherent-classical estimation for a class of linear quantum systems. In this problem, the estimator is a mixed quantum-classical system which produces a classical estimate of a system variable. The…
This paper studies a class of partially observed Linear Quadratic Gaussian (LQG) problems with unknown dynamics. We establish an end-to-end sample complexity bound on learning a robust LQG controller for open-loop stable plants. This is…
This paper deals with a class of time inconsistent stochastic linear quadratic (SLQ) optimal control problems in Markovian framework. Three notions, i.e., closed-loop equilibrium controls/strategies, open-loop equilibrium controls and their…
This paper is concerned with a stochastic linear quadratic (LQ, for short) optimal control problem. The notions of open-loop and closed-loop solvabilities are introduced. A simple example shows that these two solvabilities are different.…
This paper investigates the asymptotic behavior of the solution to a linear-quadratic stochastic optimal control problems. The so-called probability cell problem is introduced the first time. It serves as the probability interpretation of…
No quantum measurement can give full information on the state of a quantum system; hence any quantum feedback control problem is neccessarily one with partial observations, and can generally be converted into a completely observed control…
We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…
The goal of this paper is to study a multi-objective linear quadratic Gaussian (LQG) control problem. In particular, we consider an optimal control problem minimizing a quadratic cost over a finite time horizon for linear stochastic systems…
A new class of cost functionals for optimal control of quantum systems which produces controls which are sparse in frequency and smooth in time is proposed. This is achieved by penalizing a suitable time-frequency representation of the…
The requirement for identifying accurate system representations has not only been a challenge to fulfill, but it has compromised the scalability of formal methods, as the resulting models are often too complex for effective decision making…
This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…
In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…
This paper presents a one-shot learning approach with performance and robustness guarantees for the linear quadratic regulator (LQR) control of stochastic linear systems. Even though data-based LQR control has been widely considered,…
Linear Quadratic Gaussian (LQG) systems are well-understood and methods to minimize the expected cost are readily available. Less is known about the statistical properties of the resulting cost function. The contribution of this paper is a…
This paper focuses on indefinite stochastic mean-field linear-quadratic (MF-LQ, for short) optimal control problems, which allow the weighting matrices for state and control in the cost functional to be indefinite. The solvability of…
The precision and response of trajectory observables offer valuable insights into the behavior of nonequilibrium systems. For classical systems, trade-offs between these characteristics and thermodynamic costs, such as entropy production…
This paper investigates a conditional mean-field type linear quadratic (LQ) optimal control problem with partial observation and regime switching, where the conditional expectations of the state and control given the history of Markov chain…