Related papers: Minimum Cost Input/Output Design for Large Scale L…
This paper studies the formation mission design problem for commercial aircraft in the presence of uncertainties. Specifically, it considers uncertainties in the departure times of the aircraft and in the fuel burn savings for the trailing…
Minimal input/output selection is investigated in this paper for each subsystem of a networked system. Some novel sufficient conditions are derived respectively for the controllability and observability of a networked system, as well as…
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…
This paper investigates the minimal number of inputs/outputs required to guarantees the controllability/observability of a system, under the condition that its state transition matrix (STM) is prescribed. It has been proved that this…
Linear-Rate Multi-Mode Systems is a model that can be seen both as a subclass of switched linear systems with imposed global safety constraints and as hybrid automata with no guards on transitions. We study the existence and design of a…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…
This research considers the ranking and selection with input uncertainty. The objective is to maximize the posterior probability of correctly selecting the best alternative under a fixed simulation budget, where each alternative is measured…
Designing a static state-feedback controller subject to structural constraint achieving asymptotic stability is a relevant problem with many applications, including network decentralized control, coordinated control, and sparse feedback…
This article proposes an approach to design output-feedback controllers for unknown continuous-time linear time-invariant systems using only input-output data from a single experiment. To address the lack of state and derivative…
The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…
We investigate the general structure of optimal investment and consumption with small proportional transaction costs. For a safe asset and a risky asset with general continuous dynamics, traded with random and time-varying but small…
What is the performance cost of using simple, decoupled control policies in inherently coupled systems? Motivated by industrial refrigeration systems, where centralized compressors exhibit economies of scale yet traditional control employs…
In this paper, a distributed optimal steady-state regulation problem is formulated and investigated for heterogeneous linear multi-agent systems subject to external disturbances. We aim to steer this high-order multi-agent network to a…
This paper is concerned with linear stochastic Hamiltonian (LSH) systems subject to random external forces. Their dynamics are modelled by linear stochastic differential equations, parameterised by stiffness, mass, damping and coupling…
We study L 1 -optimal stabilization of linear systems with finite and infinite horizons. Main results concern the existence, uniqueness and structure of optimal solutions, and the robustness of optimal cost.
Despite recent progress in our understanding of complex dynamic networks, it remains challenging to devisesufficiently accurate models to observe, control or predict the state of real systems in biology, economics or other fields. A largely…
Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…
The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…
This paper presents a novel two-level control architecture for a fully autonomous vehicle in a deterministic environment, which can handle traffic rules as specifications and low-level vehicle control with real-time performance. At the top…