Related papers: Joint Actuator-sensor Design for Stochastic Linear…
The convergence of policy gradient algorithms hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control.…
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…
In this paper, we consider the problem of jointly performing online parameter estimation and optimal sensor placement for a partially observed infinite dimensional linear diffusion process. We present a novel solution to this problem in the…
We study the distributed Linear Quadratic Gaussian (LQG) control problem in discrete-time and finite-horizon, where the controller depends linearly on the history of the outputs and it is required to lie in a given subspace, e.g. to possess…
This study investigates a stochastic production planning problem with a running cost composed of quadratic production costs and inventory-dependent costs. The objective is to minimize the expected cost until production stops when inventory…
A discrete time stochastic feedback control system with a noisy communication channel between the sensor and the controller is considered. The sensor has limited memory. At each time, the sensor transmits encoded symbol over the channel and…
The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…
We propose an optimization formulation for the simultaneous estimation of a latent variable and the identification of a linear continuous-time dynamic system, given a single input-output pair. We justify this approach based on Bayesian…
This paper is concerned with the distributed linear quadratic optimal control problem. In particular, we consider a suboptimal version of the distributed optimal control problem for undirected multi-agent networks. Given a multi-agent…
In this paper, we propose a new algorithm to solve the Inverse Stochastic Optimal Control (ISOC) problem of the linear-quadratic sensorimotor (LQS) control model. The LQS model represents the current state-of-the-art in describing…
We formulate a mathematical framework for designing a self-tuning network control architecture, and propose a computationally-feasible greedy algorithm for online architecture optimization. In this setting, the locations of active sensors…
This work considers the problem of quickest detection of signals in a coupled system of $N$ sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled by general It\^{o}…
The distributed optimal synchronization problem with linear quadratic cost is solved in this paper for multi-agent systems with an undirected communication topology. For the first time, the optimal synchronization problem is formulated as a…
In this article, we consider a cooperative control problem involving a heterogeneous network of dynamically decoupled continuous-time linear plants. The (output-feedback) controllers for each plant may communicate with each other according…
In the context of distributed estimation, we consider the problem of sensor collaboration, which refers to the act of sharing measurements with neighboring sensors prior to transmission to a fusion center. While incorporating the cost of…
We propose a self-triggered control algorithm to reduce onboard processor usage, communication bandwidth, and energy consumption across a linear time-invariant networked control system. We formulate an optimal control problem by penalizing…
This paper studies optimal consensus tracking problem of heterogeneous linear multi-agent systems. By introducing tracking error dynamics, the optimal tracking problem is reformulated as finding a Nash-equilibrium solution of a multi-player…
We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…
In this paper, we provide optimal solutions to two different (but related) input/output design problems involving large-scale linear dynamical systems, where the cost associated to each directly actuated/measured state variable can take…
This article presents a new technique for suboptimal consensus protocol design for a class of multiagent systems. The technique is based upon the extension of newly developed sufficient conditions for suboptimal linear-quadratic optimal…