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If imposing general structural constraints on controllers, it is unknown how to design $H_\infty$-controllers by convex optimization. Under a so-called quadratic invariance structure of the generalized plant, the Youla parametrization…

Optimization and Control · Mathematics 2013-05-15 Carsten W. Scherer

We develop a complete state-space solution to H_2-optimal decentralized control of poset-causal systems with state-feedback. Our solution is based on the exploitation of a key separability property of the problem, that enables an efficient…

Optimization and Control · Mathematics 2013-12-12 Parikshit Shah , Pablo A. Parrilo

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

Optimization and Control · Mathematics 2025-10-17 Michael Kartmann , Stefan Volkwein

This paper considers the problem of regulating a dynamical system to equilibria that are defined as solutions of an input- and state-constrained optimization problem. To solve this regulation task, we design a state feedback controller…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Yiting Chen , Liliaokeawawa Cothren , Jorge Cortes , Emiliano Dall'Anese

The purpose of this paper is to formulate and solve a H-infinity controller synthesis problem for a class of non-commutative linear stochastic systems which includes many examples of interest in quantum technology. The paper includes…

Quantum Physics · Physics 2009-04-09 M. R. James , H. I. Nurdin , I. R. Petersen

We investigate optimal control of linear port-Hamiltonian systems with control constraints, in which one aims to perform a state transition with minimal energy supply. Decomposing the state space into dissipative and non-dissipative (i.e.…

Optimization and Control · Mathematics 2021-04-13 Manuel Schaller , Friedrich Philipp , Timm Faulwasser , Karl Worthmann , Bernhard Maschke

We study the quadratic regulator problem on a finite time horizon for the wave equation with high internal damping controlled on the boundary by square integrable controls. The approach in this paper transforms the wave equation with high…

Optimization and Control · Mathematics 2025-05-20 L. Pandolfi

This paper investigates the $H_{2}/H_{\infty}$ control problem for linear stochastic differential systems under partial observation. Unlike existing studies that assume full state accessibility, we consider the scenario where the controller…

Optimization and Control · Mathematics 2026-04-24 Changwang Xiao , Nan Yang , Qingxin Meng

Different from most of the previous works, this paper provides a thorough solution to the fundamental problems of linear-quadratic (LQ) control and stabilization for discrete-time mean-field systems under basic assumptions. Firstly, the…

Optimization and Control · Mathematics 2016-11-15 Huanshui Zhang , Qingyuan Qi

This paper addresses the problem of steering the distribution of the state of a discrete-time linear system to a given target distribution while minimizing an entropy-regularized cost functional. This problem is called a maximum entropy…

Optimization and Control · Mathematics 2024-12-30 Kaito Ito , Kenji Kashima

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…

Optimization and Control · Mathematics 2021-06-09 Carolina Bergeling , Kirsten A. Morris , Anders Rantzer

Starting from some results regarding the form of the Ricci scalar at a point $P$ in a spacetime endowed with a minimum distance, we investigate how they might be accommodated, specifically for the case of null separations, in a…

General Relativity and Quantum Cosmology · Physics 2022-10-12 Alessandro Pesci

A robustly stabilizing optimal control policy in a model-free mixed $\mathcal{H}_2/\mathcal{H}_\infty$-control setting is here put forward for counterbalancing the slow convergence and non-robustness of traditional high-variance policy…

Optimization and Control · Mathematics 2023-04-18 Lekan Molu

This paper mainly establishes the finite-horizon stochastic bounded real lemma, and then solves the $H_{\infty}$ control problem for discrete-time stochastic linear systems defined on the separable Hilbert spaces, thereby unifying the…

Optimization and Control · Mathematics 2026-01-12 Cheng'ao Li , Ting Hou , Weihai Zhang , Feiqi Deng

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…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

This paper proposes an operator-theoretic framework that recasts the minimal value function of a nonlinear optimal control problem as an abstract bilinear form on a suitable function space. The resulting bilinear form is shown to satisfy an…

Optimization and Control · Mathematics 2025-10-13 Tobias Breiten , Bernhard Höveler

Output-based controllers are known to be fragile with respect to model uncertainties. The standard $\mathcal{H}_{\infty}$-control theory provides a general approach to robust controller design based on the solution of the…

Optimization and Control · Mathematics 2022-04-22 Peter Benner , Jan Heiland , Steffen W. R. Werner

An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.…

Optimization and Control · Mathematics 2016-02-26 Xun Li , Jingrui Sun , Jiongmin Yong

Distributed control problems under some specific information constraints can be formulated as (possibly infinite dimensional) convex optimization problems. The underlying motivation of this work is to develop an understanding of the optimal…

Optimization and Control · Mathematics 2014-03-19 Takashi Tanaka , Pablo A. Parrilo

This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…

Optimization and Control · Mathematics 2017-05-11 Jingrui Sun
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