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In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…

Optimization and Control · Mathematics 2022-01-13 Andrea Pesare , Michele Palladino , Maurizio Falcone

The quadratic optimal state feedback (LQR) is one of the most popular designs for linear systems and succeeds via the solution of the algebraic Riccati equation. The situation is different in the case of non-linear systems: the Riccati…

Optimization and Control · Mathematics 2024-01-30 Boris Lohmann , Joscha Bongard

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

Optimization and Control · Mathematics 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

This survey paper deals with the stabilization of nonlinear systems by analyzing the controlling method in terms of state feedback and output feedback. A brief overview of some literature on how the feedback controller of some dynamic…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Demelash Abiye Deguale

This paper deals with the output feedback stabilization problem of nonlinear multi-input multi-output systems having an uncertain input gain matrix. It is assumed that the system has a well-defined vector relative degree and that the zero…

Systems and Control · Computer Science 2019-03-19 Wonseok Ha , Juhoon Back

A promising approach to optimal control of nonlinear systems involves iteratively linearizing the system and solving an optimization problem at each time instant to determine the optimal control input. Since this approach relies on online…

Optimization and Control · Mathematics 2025-01-30 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

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

In this paper, we propose a novel dynamic state-feedback controller for polytopic linear parameter-varying (LPV) systems with constant input matrix. The controller employs a projected gradient flow method to continuously improve its control…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Armin Gießler , Felix Strehle , Jochen Illerhaus , Sören Hohmann

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…

Optimization and Control · Mathematics 2013-05-07 Jiongmin Yong

This paper addresses the problem of designing an optimal output feedback controller with a specified controller structure for linear time-invariant (LTI) systems to maximize the passivity level for the closed-loop system, in both…

Systems and Control · Electrical Eng. & Systems 2019-07-31 Lanlan Su , Vijay Gupta , Panos Antsaklis

We show that the stochastic Schrodinger equation for the filtered state of a system, with linear free dynamics, undergoing continual non-demolition measurement or either position or momentum, or both together, can be solved explicitly…

Quantum Physics · Physics 2008-11-04 John Gough

We consider the problem of designing a feedback controller for a multivariable linear time-invariant system which regulates an arbitrary system output to the solution of an equality-constrained convex optimization problem despite unknown…

Optimization and Control · Mathematics 2020-05-12 Liam S. P. Lawrence , John W. Simpson-Porco , Enrique Mallada

This paper presents a low-complexity, model-free, output-feedback controller for a class of unknown time-varying nonlinear systems with unknown input constraints. The controller achieves the preset control accuracy when the actuator is not…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Dianrui Mu , Changchun Hua , Yafeng Li , Jiannan Chen , Rao Wei

This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…

Systems and Control · Computer Science 2018-07-27 Karthik Elamvazhuthi , Piyush Grover , Spring Berman

This work addresses the distributed frequency control problem in power systems considering controllable load with a nonsmooth cost. The nonsmoothness exists widely in power systems, such as tiered price, greatly challenging the design of…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Zhaojian Wang , Feng Liua , Changhong Zhao , Zhiyuan Ma , Wei Wei

As control engineering methods are applied to increasingly complex systems, data-driven approaches for system identification appear as a promising alternative to physics-based modeling. While the Bayesian approaches prevalent for…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Robert Lefringhausen , Supitsana Srithasan , Armin Lederer , Sandra Hirche

This paper investigates the robust asymptotic stabilization of a linear time-invariant (LTI) system by a static feedback with a static state quantization. It is shown that the controllable LTI system can be stabilized to zero in a finite…

Optimization and Control · Mathematics 2024-03-27 Yu Zhou , Andrey Polyakov , Gang Zheng

This paper focuses on optimal mismatched disturbance rejection control for linear continuoustime uncontrollable systems. Different from previous studies, by introducing a new quadratic performance index to transform the mismatched…

Optimization and Control · Mathematics 2023-06-05 Shichao Lv , Hongdan Li , Kai Peng , Shihua Li , Huanshui Zhang

We study in this paper the problem of adaptive trajectory tracking control for a class of nonlinear systems with parametric uncertainties. We propose to use a modular approach, where we first design a robust nonlinear state feedback which…

Systems and Control · Computer Science 2015-09-28 Mouhacine Benosman , Amir-massoud Farahmand , Meng Xia

We consider a class of $\ell_0$-regularized linear-quadratic (LQ) optimal control problems. This class of problems is obtained by augmenting a penalizing sparsity measure to the cost objective of the standard linear-quadratic regulator…

Optimization and Control · Mathematics 2015-07-31 MirSaleh Bahavarnia