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In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…
This paper studies controllability of a discrete-time linear dynamical system using nonnegative and sparse inputs. These constraints on the control input arise naturally in many real-life systems where the external influence on the system…
The question of controllability is investigated for a quantum control system in which the Hamiltonian operator components carry explicit time dependence which is not under the control of an external agent. We consider the general situation…
This paper mainly establishes the finite-horizon stochastic bounded real lemma, and then solves the $H_{\infty}$ control problem for discrete-time stochastic linear systems defined on the separable Hilbert spaces, thereby unifying the…
A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…
This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…
We present a local minimax lower bound on the excess cost of designing a linear-quadratic controller from offline data. The bound is valid for any offline exploration policy that consists of a stabilizing controller and an energy bounded…
This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with conditional mean-field term in a switching regime environment. The orthogonal decomposition introduced in [21] has…
A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a…
The Korteweg-de Vries (KdV) equation with the right Dirichlet control was initially investigated more than twenty years ago. It was shown that this system is small time, locally, exactly controllable for all non-critical lengths and its…
We develop a tracking model predictive control (MPC) scheme for nonlinear systems using the linearized dynamics at the current state as a prediction model. Under reasonable assumptions on the linearized dynamics, we prove that the proposed…
We study a finite-dimensional continuous-time optimal control problem on finite horizon for a controlled diffusion driven by Brownian motion, in the linear-quadratic case. We admit stochastic coefficients, possibly depending on an…
The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…
We propose a methodology for performing risk-averse quadratic regulation of partially observed Linear Time-Invariant (LTI) systems disturbed by process and output noise. To compensate against the induced variability due to both types of…
This paper addresses the controllability of a class of quasi-linear parabolic equations governed by multiplicative controls with mobile support. To prove the existence of such a control forcing the solution to rest at time $T>0$, we first…
We consider the Navier-Stokes system in a bounded domain with a smooth boundary. Given a sufficiently regular time-dependent global solution, we construct a finite-dimensional feedback control that is supported by a given open set and…
Statistical linearization has recently seen a particular surge of interest as a numerically cheap method for robust control of stochastic differential equations. Although it has already been successfully applied to control complex…
This paper deals with the null-controllability of a system of {\em mixed parabolic-elliptic pdes} at any given time $T>0$. More precisely, we consider the \textit{Kuramoto-Sivashinsky--Korteweg-de Vries equation} coupled with a second order…
This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…
This paper generalizes recent results by the authors on noninvasive model-reference adaptive control designs for control-based continuation of periodic orbits in periodically excited linear systems with matched uncertainties to a larger…