Related papers: On linear-quadratic optimal control of implicit di…
This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…
In this paper, we study how the Koopman operator framework can be combined with kernel methods to effectively control nonlinear dynamical systems. While kernel methods have typically large computational requirements, we show how random…
This paper aims at solving an optimal control problem governed by an anisotropic Allen-Cahn equation numerically. Therefore we first prove the Fr\'echet differentiability of an in time discretized parabolic control problem under certain…
This paper presents a synthesis approach aiming to guarantee a minimum upper-bound for the time taken to reach a target set of non-zero measure that encompasses the origin, while taking into account uncertainties and input and state…
We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…
This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…
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…
It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…
In this paper we consider an optimal control problem governed by a time-dependent variational inequality arising in quasistatic plasticity with linear kinematic hardening. We address certain continuity properties of the forward operator,…
We consider a general linear control system and a general quadratic cost, where the state evolves continuously in time and the control is sampled, i.e., is piecewise constant over a subdivision of the time interval. This is the framework of…
We present two nonparametric approaches to Kullback-Leibler (KL) control, or linearly-solvable Markov decision problem (LMDP) based on Gaussian processes (GP) and Nystr\"{o}m approximation. Compared to recently developed parametric methods,…
We consider matrix Riccati inequality arising in the theory of absolute stability, $H_\infty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati…
In this paper, we study approximate and exact controllability of the linear difference equation $x(t) = \sum\_{j=1}^N A\_j x(t - \Lambda\_j) + B u(t)$ in $L^2$, with $x(t) \in \mathbb C^d$ and $u(t) \in \mathbb C^m$, using as a basic tool a…
We present the conditions under which the time-optimal control problem for a nonlinear non-autonomous linearizable system can be solved by the method of successive approximations, at each step of which a power Markov moment min-problem is…
In this paper we study the conditioning of optimal control problems constrained by linear parabolic equations with Neumann boundary conditions. While we concentrate on a given end-time target function the results hold also when the target…
In this paper, we study the linear quadratic (LQ) optimal control problem of linear systems with private input and measurement information. The main challenging lies in the unavailability of other regulators' historical input information.…
In this paper, we consider a class of time-optimal control problems governed by linear parabolic equations with mixed control-state constraints and end-point constraints, and without Tikhonov regularization term in the objective function.…
The Inverse Optimal Control (IOC) problem is a structured system identification problem that aims to identify the underlying objective function based on observed optimal trajectories. This provides a data-driven way to model experts'…
We study the Optimal Control Problem (OCP) for regular linear differential-algebraic systems (DAEs). To this end, we introduce the input index, which allows, on the one hand, to characterize the space of consistent initial values in terms…
An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…