Related papers: Optimal Control of Uncertain Nonlinear Quadratic S…
The optimal controller design problem for a linear, first-order spatially-invariant distributed parameter system is considered. Through a case study of the Linear Quadratic Regulator (LQR) problem for the diffusion equation over the torus,…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…
We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…
In this paper, we propose a sparsity-promoting feedback control design for stochastic linear systems with multiplicative noise. The objective is to identify a sparse control architecture that optimizes the closed-loop performance while…
A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…
This paper addresses two minimum reaching time control problems within the context of finite stable systems. The well-known Variable Structure Control (VSC) and Unity Vector Control (UVC) strategies are analyzed, with the primary objective…
We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…
An optimal ergodic control problem (EC problem, for short) is investigated for a linear stochastic differential equation with quadratic cost functional. Constant nonhomogeneous terms, not all zero, appear in the state equation, which lead…
Guaranteeing safety in the presence of unmatched disturbances -- uncertainties that cannot be directly canceled by the control input -- remains a key challenge in nonlinear control. This paper presents a constructive approach to…
We consider the linear quadratic (LQ) optimal control problem for a class of evolution equations in infinite dimensions, in the presence of distributed and nonlocal inputs. Following the perspective taken in our previous research work on…
In many safety-critical control systems, possibly opposing safety restrictions and control performance objectives arise. To confront such a conflict, this letter proposes a novel methodology that embeds safety into stability of control…
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…
Output feedback controlled synchronization problems for a class of nonlinear unstable systems under information constraints imposed by limited capacity of the communication channel are analyzed. A binary time-varying coder-decoder scheme is…
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…
We address the output regulation problem for a general class of linear stochastic systems. Specifically, we formulate and solve the ideal full-information and output-feedback problems, obtaining perfect, but non-causal, asymptotic…
The Error-in-Variables model of system identification/control involves nontrivial input and measurement corruption of observed data, resulting in generically nonconvex optimization problems. This paper performs full-state-feedback…
This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…
In this article, we develop a posteriori error analysis of a nonconforming finite element method for a linear quadratic elliptic distributed optimal control problem with two different set of constraints, namely (i) integral state constraint…
We consider control of uncertain linear time-varying stochastic systems from the perspective of regret minimization. Specifically, we focus on the problem of designing a feedback controller that minimizes the loss relative to a clairvoyant…
This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…