Related papers: State-space solution to a minimum-entropy $\mathca…
We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…
This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…
The purpose of this paper is to investigate the coherent feedback $H^\infty$ control problem for linear quantum systems. A key contribution is a simplified design methodology that guarantees closed-loop stability and a prescribed level of…
This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…
Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…
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 introduces a control problem of regulation of energy flows in a two-site electricity and heat supply system, where two Combined Heat and Power (CHP) plants are interconnected via electricity and heat flows. The control problem is…
We investigate $C^1$ finite element methods for one dimensional elliptic distributed optimal control problems with pointwise constraints on the derivative of the state formulated as fourth order variational inequalities for the state…
For the strictly positive case (the suboptimal case) the maximum entropy solution $X$ to the Leech problem $G(z)X(z)=K(z)$ and $\|X\|_\infty=\sup_{|z|\leq 1}\|X(z)\|\leq 1$, with $G$ and $K$ stable rational matrix functions, is proved to be…
The paper considers the suboptimal H-infinity control problem for a general discrete-time system (whose transfer function matrix is allowed to be improper or polynomial). The parametrization of output feedback controllers is given in a…
In the past couple of decades, non-quadratic convex penalties have reshaped signal processing and machine learning; in robust control, however, general convex costs break the Riccati and storage function structure that make the design…
A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE) which is a matrix-valued quadratic backward…
This paper presents necessary and sufficient conditions for deriving a strictly proper dynamic controller which satisfies the negative imaginary output feedback control problem. Our synthesis method divides the output feedback control…
A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
This brief note presents known results about the minimum-time control of a double integrator system from an arbitrary initial state to the state-space origin (minimum-time regulation problem, or special problem). The main purpose of this…
Recently, there has been a surge of research on a class of methods called feedback optimization. These are methods to steer the state of a control system to an equilibrium that arises as the solution of an optimization problem. Despite the…
This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main…
Mixed H2/H-infinity control balances performance and robustness by minimizing an H2 cost bound subject to an H-infinity constraint. However, classical Riccati/LMI solutions offer limited insight into the nonconvex optimization landscape and…
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…