Related papers: Structured $H_\infty$-Optimal Control for Nested I…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
This paper addresses the stabilization of dynamical systems in the infinite horizon optimal control setting using nonlinear feedback control based on State-Dependent Riccati Equations (SDREs). While effective, the practical implementation…
In this paper, we formulate an optimization-based control-by-interconnection approach to the stabilization problem of nonlinear port-Hamiltonian systems. Motivated by model predictive control, the feedback is defined as an initial part of a…
We consider a decentralized networked control system (DNCS) consisting of a remote controller and a collection of linear plants, each associated with a local controller. Each local controller directly observes the state of its co-located…
The complexity of modern control systems necessitates architectures that achieve high performance while ensuring robust stability, particularly for nonlinear systems. In this work, we tackle the challenge of designing output-feedback…
A linear-quadratic optimal control problem for a forward stochastic Volterra integral equation (FSVIE, for short) is considered. Under the usual convexity conditions, open-loop optimal control exists, which can be characterized by the…
Robust controller synthesis attracts reviving research interest, driven by the rise of learning-based systems where uncertainty and perturbation are ubiquitous. Facing an uncertain situation, a robustly stabilizing controller should…
Stochastic reaction networks is a powerful class of models for the representation a wide variety of population models including biochemistry. The control of such networks has been recently considered due to their important implications for…
It is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs (i.e., stochastic linear quadratic control problems) with random coefficients in infinite dimensions; while the same problem but in finite…
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…
This paper provides a new method to solve analytic interpolation problems with rationality and derivative constraints, occurring in many applications to system and control. It is based on the covariance extension equation previously…
We consider a networked control system where a linear time-invariant (LTI) plant, subject to a stochastic disturbance, is controlled over a communication channel with colored noise and a signal-to-noise ratio (SNR) constraint. The…
This paper develops a novel control synthesis approach for a wide class of practical systems. The control action is derived by inserting a compensator device in the forward path of the system that is to be controlled. The compensator design…
This paper investigates the optimal co-design of logical and continuous controls for switched linear systems governed by controlled logical switching dynamics. Unlike traditional switched systems with arbitrary or state-dependent switching,…
Direct policy search has been widely applied in modern reinforcement learning and continuous control. However, the theoretical properties of direct policy search on nonsmooth robust control synthesis have not been fully understood. The…
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…
This paper focuses on the data-driven optimal structured controller design for discrete-time linear time-invariant (LTI) systems, considering both the $H_2$ performance and the $H_\infty$ performance. Specifically, we consider three…
A general and new stochastic linear quadratic optimal control problem is studied, where the coefficients are allowed to be time-varying, and both state delay and control delay can appear simultaneously in the state equation and the cost…
A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…
This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…