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We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…
Recent work by Mania et al. has proved that certainty equivalent control achieves nearly optimal regret for linear systems with quadratic costs. However, when parameter uncertainty is large, certainty equivalence cannot be relied upon to…
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…
The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…
Control using quantized feedback is a fundamental approach to system synthesis with limited communication capacity. In this paper, we address the stabilization problem for unknown linear systems with logarithmically quantized feedback, via…
A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…
An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.…
This paper presents a robust fixed lag smoother for a class of nonlinear uncertain systems. A unified scheme, which combines a nonlinear robust estimator with a stable fixed lag smoother, is presented to improve the error covariance of the…
This paper is concerned with coherent quantum control design for translation invariant networks of identical quantum stochastic systems subjected to external quantum noise. The network is modelled as an open quantum harmonic oscillator and…
This paper addresses the problem of sequence-based controller design for Networked Control Systems (NCS), where control inputs and measurements are transmitted over TCP-like network connections that are subject to stochastic packet losses…
This paper is concerned with optimal control of stochastic fully coupled forward-backward linear quadratic (FBLQ) problems with indefinite control weight costs. In order to obtain the state feedback representation of the optimal control, we…
In this paper, our goal is to study fundamental foundations of linear quadratic Gaussian (LQG) control problems for stochastic linear time-invariant systems via Lagrangian duality of semidefinite programming (SDP) problems. In particular,…
This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…
This paper investigates the prescribed-time smooth control problem for a class of uncertain nonholonomic systems. With a novel smooth time-varying state transformation, the uncertain chained nonholonomic system is reformulated as an…
Linear time-invariant control systems can be considered as finitely generated modules over the commutative principal ideal ring $\mathbb{R}[\frac{d}{dt}]$ of linear differential operators with respect to the time derivative. The Kalman…
We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Gaussian distribution with prescribed mean and maximum…
The theory of controlled quantum open systems describes quantum systems interacting with quantum environments and influenced by external forces varying according to given algorithms. It is aimed, for instance, to model quantum devices which…
This paper surveys some recent results on the theory of quantum linear systems and presents them within a unified framework. Quantum linear systems are a class of systems whose dynamics, which are described by the laws of quantum mechanics,…
We study the problem of designing a state feedback linear quadratic Gaussian (LQG) controller for a system in which the system matrices as well as the process noise covariance are unknown. We do a rigorous comparison between two approaches.…
The purpose of this paper is to investigate the coherent feedback $H^\infty$ control problem for linear quantum systems. A key contribution is a simplified design methodology that guarantees closed-loop stability and a prescribed level of…