Related papers: Realization independent single time-delay dynamica…
We first consider the problem of approximating a few eigenvalues of a rational matrix-valued function closest to a prescribed target. It is assumed that the proper rational part of the rational matrix-valued function is expressed in the…
We study a class of infinite-horizon impulse control problems with execution delay in discrete time. Using probabilistic methods, particularly the notion of the Snell envelope of processes, we construct an optimal strategy among all…
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…
This paper provides a comprehensive framework for designing functional observers for linear systems subject to delayed output measurements. Moving beyond traditional methodologies, the proposed observer generates an estimate $\hat{z}(t)$…
In this paper, time-independent Hamiltonian systems are investigated via a Lie-group/algebra formalism. The (unknown) solution linked with the Hamiltonian is considered to be a Lie-group transformation of the initial data, where the group…
In modern engineering scenarios, there is often a strict upper bound on the number of algorithm iterations that can be performed within a given time limit. This raises the question of optimal algorithmic configuration for a fixed and finite…
The paper develops the Loewner approach for data-based modeling of a linear distributed-parameter system. This approach is applied to a controlled flexible beam model coupled with a spring-mass system. The original dynamical system is…
In this paper the infinite horizon optimal regulation problem is solved online for a deterministic control-affine nonlinear dynamical system using the state following (StaF) kernel method to approximate the value function. Unlike…
We provide a unifying framework for $\mathcal{L}_2$-optimal reduced-order modeling for linear time-invariant dynamical systems and stationary parametric problems. Using parameter-separable forms of the reduced-model quantities, we derive…
In this study, we consider the infinite-horizon, discounted cost, optimal control of stochastic nonlinear systems with separable cost and constraints in the state and input variables. Using the linear-time Legendre transform, we propose a…
We study optimal liquidation strategies under partial information for a single asset within a finite time horizon. We propose a model tailored for high-frequency trading, capturing price formation driven solely by order flow through…
Time delays are ubiquitous in industrial processes, and they must be accounted for when designing control algorithms because they have a significant effect on the process dynamics. Therefore, in this work, we propose a simultaneous approach…
Mission-time Linear Temporal Logic (MLTL) is rapidly increasing in popularity as a specification logic, e.g., for runtime verification and model checking, driving a need for a trustworthy tool base for analyzing MLTL. In this work, we…
This paper gives a new solution to the output feedback H2 problem for quadratically invariant communication delay patterns. A characterization of all stabilizing controllers satisfying the delay constraints is given and the decentralized H2…
These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…
The fundamental purpose of the present work is to constitute an enhanced Euler method with adaptive inverse-quadratic and inverse-multi-quadratic radial basis function (RBF) interpolation technique to solve initial value problems. These…
We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…
This paper studies optimal motion planning subject to motion and environment uncertainties. By modeling the system as a probabilistic labeled Markov decision process (PL-MDP), the control objective is to synthesize a finite-memory policy,…
Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…
This paper presents an incremental replanning algorithm, dubbed LTL-D*, for temporal-logic-based task planning in a dynamically changing environment. Unexpected changes in the environment may lead to failures in satisfying a task…