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In this paper, we present a new analytical framework for determining the well-posedness of constrained optimization problems that arise in the study of optimal control device design and placement within the context of infinite dimensional…

Numerical Analysis · Mathematics 2025-09-30 James Cheung

We present new Dirichlet-Neumann and Neumann-Dirichlet algorithms with a time domain decomposition applied to unconstrained parabolic optimal control problems. After a spatial semi-discretization, we use the Lagrange multiplier approach to…

Numerical Analysis · Mathematics 2023-08-25 Martin Jakob Gander , Liu-Di Lu

In this paper, we study a stochastic linear-quadratic control problem with random coefficients and regime switching on a horizon $[0,T\wedge\tau]$, where $\tau$ is a given random jump time for the underlying state process and $T$ is a…

Optimization and Control · Mathematics 2022-01-19 Ying Hu , Xiaomin Shi , Zuo Quan Xu

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…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu

This paper studies an infinite time horizon LQR optimal control problem for a system describing, within a linear approximation, the vertical oscillations of a floating solid, coupled to the motion of the free boundary fluid on which it…

Optimization and Control · Mathematics 2024-06-13 Marius Tucsnak , Zhuo Xu

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…

Optimization and Control · Mathematics 2016-04-22 Loïc Bourdin , Emmanuel Trélat

Methods from learning theory are used in the state space of linear dynamical and control systems in order to estimate the system matrices. An application to stabilization via algebraic Riccati equations is included. The approach is…

Dynamical Systems · Mathematics 2015-08-12 Fritz Colonius , Boumediene Hamzi

A weighted summation of Integral of Time Multiplied Absolute Error (ITAE) and Integral of Squared Controller Output (ISCO) minimization based time domain optimal tuning of fractional-order (FO) PID or PI{\lambda}D{\mu} controller is…

Optimization and Control · Mathematics 2013-06-18 Saptarshi Das , Indranil Pan , Kaushik Halder , Shantanu Das , Amitava Gupta

In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccati equation arising in optimal control and optimal filtering problems into two parts corresponding to an additive decomposition X=X0+D of…

Optimization and Control · Mathematics 2014-09-24 Lorenzo Ntogramatzidis , Augusto Ferrante

In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…

Optimization and Control · Mathematics 2012-04-18 Ather Gattami , Omid Khorsand

This paper deals with the finite horizon optimal control problem for discrete-time Markov jump linear system with input delay. The correlation among the jumping parameters and the input delay are considered simultaneously, which forms the…

Optimization and Control · Mathematics 2018-08-22 Chunyan Han , Hongdan Li , Huanshui Zhang

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

This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with constant coefficients. It is proved that the non-emptiness of the admissible control set for all initial state is…

Optimization and Control · Mathematics 2016-10-18 Jingrui Sun , Jiongmin Yong

In this work we investigate explicit and implicit difference equations and the corresponding infinite time horizon linear-quadratic optimal control problem. We derive conditions for feasibility of the optimal control problem as well as…

Optimization and Control · Mathematics 2017-10-30 Daniel Bankmann , Matthias Voigt

Finite-time linear-quadratic control of partial differential-algebraic equations (PDAEs) is considered. The discussion is restricted to those that are radial with index $0$; this corresponds to a nilpotency degree of 1. We establish the…

Optimization and Control · Mathematics 2024-04-08 Ala' Alalabi , Kirsten Morris

We propose controller synthesis for state regulation problems in which a human operator shares control with an autonomy system, running in parallel. The autonomy system continuously improves over human action, with minimal intervention, and…

Systems and Control · Computer Science 2019-09-23 Murad Abu-Khalaf , Sertac Karaman , Daniela Rus

We study the exploration-exploitation dilemma in the linear quadratic regulator (LQR) setting. Inspired by the extended value iteration algorithm used in optimistic algorithms for finite MDPs, we propose to relax the optimistic optimization…

Machine Learning · Statistics 2020-07-14 Marc Abeille , Alessandro Lazaric

This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecewise constant inputs, we formulate the discrete system…

Optimization and Control · Mathematics 2024-07-29 Zhanhao Zhang , Steen Hørsholt , John Bagterp Jørgensen

In this paper, we investigate the closed-loop solvability of the quantum stochastic linear quadratic optimal control problem. We derive the Pontryagin maximum principle for the linear quadratic control problem of infinite-dimensional…

Optimization and Control · Mathematics 2025-02-28 Wang Penghui , Wang Shan , Zhao Shengkai

This manuscript primarily aims to enhance the performance of whole-body controllers(WBC) for underactuated legged locomotion. We introduce a systematic parameter design mechanism for the floating-base feedback control within the WBC. The…

Robotics · Computer Science 2024-04-02 Shunpeng Yang , Zejun Hong , Sen Li , Patrick Wensing , Wei Zhang , Hua Chen