English
Related papers

Related papers: A modified Riccati approach to analytic interpolat…

200 papers

If imposing general structural constraints on controllers, it is unknown how to design $H_\infty$-controllers by convex optimization. Under a so-called quadratic invariance structure of the generalized plant, the Youla parametrization…

Optimization and Control · Mathematics 2013-05-15 Carsten W. Scherer

Many systems of interest to control engineering can be modeled by linear complementarity problems. We introduce a new notion of equivalence between linear complementarity problems that sets the basis to translate the powerful tools of…

Dynamical Systems · Mathematics 2019-11-14 Fernando Castaños , Félix Miranda-Villatoro , Alessio Franci

For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable distributional assumptions, the interpolated iterates track a Fillipov solution of the limiting differential inclusion. In addition, we…

Probability · Mathematics 2023-09-04 Vivek Borkar , Dhruv Shah

The nonstandard Lagrangian representations of Ricatti and Riccati-type equations that exist in the literature cannot be obtained using Helmholtz solution of the inverse problem. In this work we consider Riccati and higher-order Riccati…

Mathematical Physics · Physics 2024-06-26 Pranab Sarkar , Pratik Majhi , Madan Mohan Panja , Benoy Talukdar

There have been attempts in reinforcement learning to exploit a priori knowledge about the structure of the system. This paper proposes a hybrid reinforcement learning controller which dynamically interpolates a model-based linear…

Machine Learning · Computer Science 2020-12-10 Nicholas Capel , Naifu Zhang

We derive an explicit solution to the operator Riccati equation solving the Linear-Quadratic (LQ) optimal control problem for a class of boundary controlled hyperbolic partial differential equations (PDEs). Different descriptions of the…

Optimization and Control · Mathematics 2025-03-17 Anthony Hastir , Birgit Jacob , Hans Zwart

The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Maryam Kamgarpour

This paper proposes a versatile covariate adjustment method that directly incorporates covariate balance in regression discontinuity (RD) designs. The new empirical entropy balancing method reweights the standard local polynomial RD…

Econometrics · Economics 2024-05-29 Jun Ma , Zhengfei Yu

We propose an efficient algorithm for the optimal control problems (OCPs) of nonlinear switched systems that optimizes the control input and switching instants simultaneously for a given switching sequence. We consider the switching…

Optimization and Control · Mathematics 2021-06-09 Sotaro Katayama , Toshiyuki Ohtsuka

When used to accelerate the convergence of fixed-point iterative methods, such as the Picard method, which is a kind of nonlinear fixed-point iteration, polynomial extrapolation techniques can be very effective. The numerical solution of…

Numerical Analysis · Mathematics 2025-01-07 Abdellatif Mouhssine , Ahmed Ratnani , Hassane Sadok

We discuss recent advances in the regularity problem of a variety of fluid equations and systems. The purpose is to illustrate the advantage of harmonic analysis techniques in obtaining sharper conditional regularity results when compared…

Analysis of PDEs · Mathematics 2018-09-19 Mimi Dai , Han Liu

Many nonlinear optimal control and optimization problems involve constraints that combine continuous dynamics with discrete logic conditions. Standard approaches typically rely on mixed-integer programming, which introduces scalability…

Systems and Control · Electrical Eng. & Systems 2026-01-08 Jad Wehbeh , Eric C. Kerrigan

In data-based control, dissipativity can be a powerful tool for attaining stability guarantees for nonlinear systems if that dissipativity can be inferred from data. This work provides a tutorial on several existing methods for data-based…

Systems and Control · Electrical Eng. & Systems 2024-11-21 Ethan LoCicero , Alex Penne , Leila Bridgeman

This paper considers the problem of assumptions refinement in the context of unrealizable specifications for reactive systems. We propose a new counterstrategy-guided synthesis approach for GR(1) specifications based on Craig's…

Logic in Computer Science · Computer Science 2018-11-01 Davide G. Cavezza , Dalal Alrajeh

To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…

Numerical Analysis · Mathematics 2011-08-30 Oksana Bihun , Austin Bren , Michael Dyrud , Kristin Heysse

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…

Optimization and Control · Mathematics 2022-02-22 Qi Lü , Tianxiao Wang

The rational covariance extension problem to determine a rational spectral density given a finite number of covariance lags can be seen as a matrix completion problem to construct an infinite-dimensional positive-definite Toeplitz matrix…

Optimization and Control · Mathematics 2012-08-31 Anders Lindquist , Giorgio Picci

Multipoint secant and interpolation methods are effective tools for solving systems of nonlinear equations. They use quasi-Newton updates for approximating the Jacobian matrix. Owing to their ability to more completely utilize the…

Optimization and Control · Mathematics 2017-12-05 Oleg Burdakov , Ahmad Kamandi

Output-based controllers are known to be fragile with respect to model uncertainties. The standard $\mathcal{H}_{\infty}$-control theory provides a general approach to robust controller design based on the solution of the…

Optimization and Control · Mathematics 2022-04-22 Peter Benner , Jan Heiland , Steffen W. R. Werner