Related papers: On Optimal Distributed Output-Feedback Control ove…
In this note, a novel observer-based output feedback control approach is proposed to address the distributed optimal output consensus problem of uncertain nonlinear multi-agent systems in the normal form over unbalanced directed graphs. The…
This paper investigates the synthesis of distributed economic control algorithms under which dynamically coupled physical systems are regulated to a variational equilibrium of a constrained convex game. We study two complementary cases: (i)…
The quadratic optimal state feedback (LQR) is one of the most popular designs for linear systems and succeeds via the solution of the algebraic Riccati equation. The situation is different in the case of non-linear systems: the Riccati…
This paper investigates the distributed optimal output consensus problem of heterogeneous linear multi-agent systems over weight-unbalanced directed networks. A novel distributed continuous-time state feedback controller is proposed to…
This paper considers an internal model based distributed control approach to the cooperative output regulation problem of heterogeneous linear time-invariant multiagent systems over fixed directed communication graph topologies. First, a…
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…
This paper considers the problem of steady-state real-time optimization (RTO) of interconnected systems with a common constraint that couples several units, for example, a shared resource. Such problems are often studied under the context…
Finite-time linear-quadratic control of partial differential-algebraic equations (PDAEs) is considered. The discussion is restricted to those that are radial with index $0$; this corresponds to a nilpotency degree of 1. We establish the…
In this paper, a finite-horizon optimal control problem involving a dynamical system described by a linear Caputo fractional differential equation and a quadratic cost functional is considered. An explicit formula for the value functional…
The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…
We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…
Formation control problems can be expressed as linear quadratic discrete-time games (LQDTG) for which Nash equilibrium solutions are sought. However, solving such problems requires solving coupled Riccati equations, which cannot be done in…
Synchronization control of coupled continuous-time linear systems is studied. For identical systems that are stabilizable, a linear feedback law obtained via algebraic Riccati equation is shown to synchronize any fixed directed network of…
A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…
Linear-quadratic optimal control problem for systems governed by forward-backward stochastic differential equations has been extensively studied over the past three decades. Recent research has revealed that for forward-backward control…
In this article, we consider a cooperative control problem involving a heterogeneous network of dynamically decoupled continuous-time linear plants. The (output-feedback) controllers for each plant may communicate with each other according…
In this work, we study a class of mean-field linear quadratic Gaussian (LQG) problems. Under suitable conditions, explicit solutions of the distribution-dependent optimal control problems are obtained. Riccati systems are derived by…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
We consider the linear quadratic (LQ) optimal control problem for a class of evolution equations in infinite dimensions, in the presence of distributed and nonlocal inputs. Following the perspective taken in our previous research work on…