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This work extends reachability analyses based on ellipsoidal techniques to Linear Time Invariant (LTI) systems subject to an integral quadratic constraint (IQC) between the past state and disturbance signals , interpreted as an input-output…
This paper is concerned with a stochastic linear-quadratic optimal control problem of Markovian regime switching system with model uncertainty and partial information, where the information available to the control is based on a…
We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…
We study the closed-loop solvability of a stochastic linear quadratic optimal control problem for systems governed by stochastic evolution equations. This solvability is established by means of solvability of the corresponding Riccati…
This paper completely solves the controllability problems of two-dimensional multi-input discrete-time bilinear systems with and without drift. Necessary and sufficient conditions for controllability, which cover the existing results, are…
This paper is concerned with the linear quadratic optimal control problem for networked system simultaneously with input delay and Markovian dropout. Different from the results in the literature, we consider the hold-input strategy, which…
This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…
This paper studies a continuous-time stochastic linear-quadratic (SLQ) optimal control problem on infinite-horizon. A data-driven policy iteration algorithm is proposed to solve the SLQ problem. Without knowing three system coefficient…
We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…
A notion of $L^p$-exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Further, it is proved that the $L^p$-exact controllability,…
This paper studies the exponential stabilization on infinite dimensional system with impulse controls, where impulse instants appear periodically. The first main result shows that exponential stabilizability of the control system with a…
The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the…
In this paper, the optimal local and remote linear quadratic (LQ) control problem is studied for a networked control system (NCS) which consists of multiple subsystems and each of which is described by a general multiplicative noise…
Neural Networks (NNs) can provide major empirical performance improvements for robotic systems, but they also introduce challenges in formally analyzing those systems' safety properties. In particular, this work focuses on estimating the…
Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its…
This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…
This paper focuses on the linear quadratic control (LQC) design of systems corrupted by both stochastic noise and bounded noise simultaneously. When only of these noises are considered, the LQC strategy leads to stochastic or robust…
Motivated by applications in robotics, we investigate a discrete control system related Fibonacci sequence and we characterize its reachable set.
In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems…
In this article we approach a class of stochastic reachability problems with state constraints from an optimal control perspective. Preceding approaches to solving these reachability problems are either confined to the deterministic setting…