Related papers: Proofs of "LQG Control For MIMO System Over Multip…
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 study the Integrated Communication and Control (ICAC) problem. Specifically, we investigate how messages can be transmitted from the controller/encoder to the observer/decoder through the control signal in Multiple-Input…
This technical report is an accompaniment to the paper "Differentially Private LQ Control" that is currently under review. This technical report provides a complete derivation of the infinite horizon discrete-time linear quadratic Gaussian…
We provide verification theorems (at different levels of generality) for infinite horizon stochastic control problems in continuous time for semimartingales. The control framework is given as an abstract "martingale formulation", which…
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…
We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…
In this work we consider discrete-time multiple-input multiple-output (MIMO) linear-quadratic-Gaussian (LQG) control where the feedback consists of variable length binary codewords. To simplify the decoder architecture, we enforce a strict…
A class of infinite horizon optimal control problems involving mixed quasi-norms of $L^p$-type cost functionals for the controls is discussed. These functionals enhance sparsity and switching properties of the optimal controls. The…
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 is a supplementary material to "Realization of three-port spring networks with inerter for effective mechanical control" [1], which provides the detailed proofs of some results. For more background information, refer to [2]-[32] and…
It is well-known that linear dynamical systems with Gaussian noise and quadratic cost (LQG) satisfy a separation principle. Finding the optimal controller amounts to solving separate dual problems; one for control and one for estimation.…
In this paper we establish several results on approximate controllability of a semilinear wave equation by making use of a single multiplicative control. These results are then applied to discuss the exact controllability properties for the…
Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…
In this paper we study an imitation and transfer learning setting for Linear Quadratic Gaussian (LQG) control, where (i) the system dynamics, noise statistics and cost function are unknown and expert data is provided (that is, sequences of…
The desired shifts of the boundaries of spectral allowed zones of periodical systems are demonstrated. In particular, the phenomenon of merging neighbor allowed zones is exhibited and its simple explanation is given. It is also shown how to…
This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with constant coefficients. It is proved that the non-emptiness of the admissible control set for all initial state is…
We prove a maximum principle for the problem of optimal control for a fractional diffusion with infinite horizon. Further, we show existence of fractional backward stochastic differential equations on infinite horizon. We illustrate our…
We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. We establish first and second sufficient stochastic maximum principles as well as necessary conditions for that problem. We illustrate our…
We consider event-triggered linear-quadratic Gaussian (LQG) control when sensor updates are transmitted over an i.i.d. packet-erasure channel. Although the optimal controller in a standard LQG setup is available in closed form, choosing…
We consider a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial information in…