Related papers: Optimal Output Feedback Architecture for Triangula…
This paper formulates adaptive controller design as a minimax dual control problem. The objective is to design a controller that minimizes the worst-case performance over a set of uncertain systems. The uncertainty is described by a set of…
This paper investigates the stochastic linear-quadratic (LQ, for short) optimal control problems with non-Markovian regime switching in a finite time horizon where the state equation is multi-dimensional. Similar to the classical stochastic…
In this paper, we investigate a class of time-inconsistent discrete-time stochastic linear-quadratic optimal control problems, whose time-consistent solutions consist of an open-loop equilibrium control and a linear feedback equilibrium…
H-infinity optimal control and estimation are addressed for a class of systems governed by partial differential equations with bounded input and output operators. Diffusion equations are an important example in this class. Explicit formulas…
We consider optimal distributed controller synthesis for an interconnected system subject to communication constraints, in linear quadratic settings. Motivated by the problem of finite heavy duty vehicle platooning, we study systems…
Feedback optimization refers to a class of methods that steer a control system to a steady state that solves an optimization problem. Despite tremendous progress on the topic, an important problem remains open: enforcing state constraints…
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…
We derive closed-form extensions of Riccati's recursions (both sequential and parallel) for solving dual-regularized LQR problems. We show how these methods can be used to solve general constrained, non-convex, discrete-time optimal control…
Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…
We study the exploration-exploitation dilemma in the linear quadratic regulator (LQR) setting. Inspired by the extended value iteration algorithm used in optimistic algorithms for finite MDPs, we propose to relax the optimistic optimization…
The continuous-time analysis of existing iterative algorithms for optimization has a long history. This work proposes a novel continuous-time control-theoretic framework for equality-constrained optimization. The key idea is to design a…
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…
As it is popular known, Riccati equation is the key basic tool for optimal control in the modern control theory. The solvability conditions of optimal control, stabilization conditions and controller design are all based on the Riccati…
The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…
This paper investigates the distributed optimal output consensus problem of second-order uncertain nonlinear multi-agent systems over weight-unbalanced directed networks. Under the standard assumption that local cost functions are strongly…
We introduce a generic solver for dynamic portfolio allocation problems when the market exhibits return predictability, price impact and partial observability. We assume that the price modeling can be encoded into a linear state-space and…
For various typical cases and situations where the formulation results in an optimal control problem, the Linear Quadratic Regulator (LQR) approach and its variants continue to be highly attractive. In certain scenarios, it can happen that…
This paper considers the optimization landscape of linear dynamic output feedback control with $\mathcal{H}_\infty$ robustness constraints. We consider the feasible set of all the stabilizing full-order dynamical controllers that satisfy an…
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…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…