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The choice of the location of controllers and observations is of great importance for designing control systems and improving the estimations in various practical problems. For time-varying systems in Hilbert spaces, the existence and…
We propose a formulation for approximate constrained nonlinear output-feedback stochastic model predictive control. Starting from the ideal but intractable stochastic optimal control problem (OCP), which involves the optimization over…
Extended formulations are an important tool in polyhedral combinatorics. Many combinatorial optimization problems require an exponential number of inequalities when modeled as a linear program in the natural space of variables. However, by…
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…
A high-gain extended observer is designed for a class of nonlinear uncertain systems. This observer has the ability of estimating system uncertainty, and it can be used to estimate the derivatives of signal up to order n. The controller…
In this note we construct minimax observers for linear stationary DAEs with bounded uncertain inputs, given noisy measurements. We prove a new duality principle and show that a finite (infinite) horizon minimax observer exists if and only…
In this paper, we consider discrete-time infinite horizon problems of optimal control to a terminal set of states. These are the problems that are often taken as the starting point for adaptive dynamic programming. Under very general…
In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…
The problem of state estimation for a system of coupled hyperbolic PDEs and ODEs with Lipschitz nonlinearities with boundary measurements is considered. An infinite dimensional observer with a linear boundary injection term is used to solve…
Infinite-dimensional control systems with outputs are considered in the Hamiltonian formulation with generalized coordinates. An explicit scheme for constructing a dynamic observer for this class of systems is proposed with arbitrary gain…
The stabilization of nonlinear systems under zero-state-detectability assumption or its analogues is considered. The proposed supervisory control provides a finite time practical stabilization of output and it is based on uniting local and…
The inverse linear-quadratic optimal control problem is a system identification problem whose aim is to recover the quadratic cost function and hence the closed-loop system matrices based on observations of optimal trajectories. In this…
The control of ensembles of dynamical systems is an intriguing and challenging problem, arising for example in quantum control. We initiate the investigation of optimal control of ensembles of discrete-time systems, focusing on minimising…
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…
Novel nonlinear damping control is proposed for the second-order systems. The proportional output feedback is combined with the damping term which is quadratic to the output derivative and inverse to the set-point distance. The global…
The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…
Infinite-dimensional linear systems with unbounded input and output operators are considered. For the purpose of finite-dimensional observer-based state feedback, an observer approximation scheme will be developed which can be directly…
New form of sufficient optimality condition is obtained in comparison with the Mangasarian sufficiency theorem. Both finite and infinite values of objective functional are allowed since concepts of overtaking and weakly overtaking…
A dual formulation for the problem of determining absolute performance limitations on overshoot, undershoot, maximum amplitude and fluctuation minimization for continuous-time feedback systems is constructed. Determining, for example, the…
Understanding the optimization landscape of linear quadratic regulation (LQR) problems is fundamental to the design of efficient reinforcement learning solutions. Recent work has made significant progress in characterizing the landscape of…