Related papers: Quadratic obstructions to small-time local control…
This paper deals with the controllability for a class of non-autonomous neutral differential equations of fractional order with infinite delay in an abstract space. The semi-group theory of bounded linear operators, fractional calculus, and…
Linear systems on Lie groups are a natural generalization of linear system on Euclidian spaces. For such systems, this paper studies controllability by taking in consideration the eigenvalues of an associated derivation D. When the state…
This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…
We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
We study the problem of adaptive control of the linear quadratic regulator for systems in very high, or even infinite dimension. We demonstrate that while sublinear regret requires finite dimensional inputs, the ambient state dimension of…
This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…
We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…
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 study small-time local controllability of real analytic control-affine systems under small perturbations of their vector fields. Consider a real analytic control system $\mathcal{X}$ which is small-time locally…
We present a unified approach for determining and proving obstructions to small-time local controllability of scalar-input control systems. Our approach views obstructions to controllability as resulting from interpolation inequalities…
Infinite-dimensional linear port-Hamiltonian systems on a one-dimensional spatial domain with full boundary control and without internal damping are studied. This class of systems includes models of beams and waves as well as the transport…
In this work, we investigate the small-time global controllability properties of a class of fourth-order nonlinear parabolic equations driven by a bilinear control posed on the one-dimensional torus. The controls depend only on time and act…
We study the controllability of a closed control-affine quantum system driven by two or more external fields. We provide a sufficient condition for controllability in terms of existence of conical intersections between eigenvalues of the…
This paper is concerned with an optimal control problem for a nonhomogeneous linear stochastic differential equation having regime switching with a quadratic functional in the large time horizon. This is a continuation of the paper…
This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…
This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…
We consider a linear Schr\"odinger equation, on a bounded interval, with bilinear control. Beauchard and Laurent proved that, under an appropriate non degeneracy assumption, this system is controllable, locally around the ground state, in…