Related papers: The Adaptive LQ Regulator
A class of stochastic optimal control problems involving optimal stopping is considered. Methods of Krylov are adapted to investigate the numerical solutions of the corresponding normalized Bellman equations and to estimate the rate of…
We consider the optimal regulation problem for nonlinear control-affine dynamical systems. Whereas the linear-quadratic regulator (LQR) considers optimal control of a linear system with quadratic cost function, we study polynomial systems…
This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic but unknown disturbances restricted to lie in what is…
Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…
The paper deals with joint state and parameter estimation for nonlinear continuous-time systems. Based on a guaranteed LPV approximation, the set adaptive observers design problem is solved avoiding the exponential complexity obstruction…
This paper considers some formulations and possible approaches to the coherent LQG and $H^\infty$ quantum control problems. Some new results for these problems are presented in the case of annihilation operator only quantum systems showing…
Problem of damping of an arbitrary number of linear oscillators under common bounded control is considered. We are looking for a feedback control steering the system to the equilibrium. The obtained control is asymptotically optimal: the…
This paper considers the problem of robust stability for a class of uncertain nonlinear quantum systems subject to unknown perturbations in the system Hamiltonian. The case of a nominal linear quantum system is considered with non-quadratic…
This paper studies uniform stabilization and social optimality for linear quadratic (LQ) mean field control problems with multiplicative noise, where agents are coupled via dynamics and individual costs. The state and control weights in…
Switching control strategies that unite a potentially high-performance but uncertified controller and a stabilizing albeit conservative controller are shown to be able to balance safety with efficiency, but have been less studied under…
We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…
In this paper we consider a broad class of infinite horizon discrete-time optimal control models that involve a nonnegative cost function and an affine mapping in their dynamic programming equation. They include as special cases classical…
We introduce a generic solver for dynamic portfolio allocation problems when the market exhibits return predictability, price impact and partial observability. We assume that the price modeling can be encoded into a linear state-space and…
We propose controller synthesis for state regulation problems in which a human operator shares control with an autonomy system, running in parallel. The autonomy system continuously improves over human action, with minimal intervention, and…
The paper presents a new control algorithm for unstable linear systems with input delay. In comparison with known analogues, the control law has been designed, which is a modification of the Smith predictor, and is the simplest one to…
This paper is concerned with the design of an augmented state feedback controller for finite-dimensional linear systems with nonlinear observation dynamics. Most of the theoretical results in the area of (optimal) feedback design are based…
This paper studies the robustness of policy iteration in the context of continuous-time infinite-horizon linear quadratic regulation (LQR) problem. It is shown that Kleinman's policy iteration algorithm is inherently robust to small…
We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…
Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…
We investigate the stabilizability of discrete-time linear switched systems, when the sole control action of the controller is the switching signal, and when the controller has access to the state of the system in real time. Despite their…