Related papers: Optimal Stabilization Control for Discrete-time Ma…
This paper considers an optimal control problem for a linear mean-field stochastic differential equation having regime switching with quadratic functional in the large time horizons. Our main contribution lies in establishing the strong…
We develop a predictor-feedback control design for multi-input nonlinear systems with distinct input delays, of arbitrary length, in each individual input channel. Due to the fact that different input signals reach the plant at different…
Learning how to effectively control unknown dynamical systems is crucial for intelligent autonomous systems. This task becomes a significant challenge when the underlying dynamics are changing with time. Motivated by this challenge, this…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…
This paper studies the boundary feedback stabilization of a class of diagonal infinite-dimensional boundary control systems. In the studied setting, the boundary control input is subject to a constant delay while the open loop system might…
We consider a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial information in…
This paper investigates the infinite horizon optimal control problem (OCP) for space applications characterized by nonlinear dynamics. The proposed approach divides the problem into a finite horizon OCP with a regularized terminal cost,…
Model Predictive Control (MPC) is a popular technology to operate industrial systems. It refers to a class of control algorithms that use an explicit model of the system to obtain the control action by minimizing a cost function. At each…
In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…
It is shown that a switching control involving a finite number of Dirac delta actuators is able to steer the state of a general class of nonautonomous parabolic equations to zero as time increases to infinity. The strategy is based on a…
Since response lags are essential in the feedback loops and are required by most physical systems, it is more appropriate to stabilize McKean-Vlasov stochastic differential equations (MV-SDEs) with common noise through the implementation of…
In this paper, we study state-feedback control of Markov jump linear systems with partial information. In particular, we assume that the controller can only access the mode signals according to a hidden-Markov observation process. Our…
This study focuses on the problem of optimal mismatched disturbance rejection control for uncontrollable linear discrete-time systems. In contrast to previous studies, by introducing a quadratic performance index such that the regulated…
This paper is dedicated to the stability analysis of the optimal solutions of a control problem associated with a semilinear elliptic equation. The linear differential operator of the equation is neither monotone nor coercive due to the…
We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterise the value function via HJB equation…
This paper investigates the stochastic linear quadratic (LQ, for short) optimal control problem of Markov regime switching system. The representation of the cost functional for the stochastic LQ optimal control problem of Markov regime…
This paper investigates optimal control problems for delayed systems governed by Infinitely Anticipated Backward Stochastic Differential Equations (IABSDEs). Unlike existing frameworks limited to bounded delays, we introduce a generalized…
Recently, policy optimization for control purposes has received renewed attention due to the increasing interest in reinforcement learning. In this paper, we investigate the global convergence of gradient-based policy optimization methods…
We consider an optimal control problem for infinite horizon systems governed by coupled forward-backward stochastic Volterra integral equations with delay. Using Hida-Malliavin calculus, we prove both sufficient and necessary maximum…
This paper introduces a novel time-freezing reformulation and numerical methods for optimal control of complementarity Lagrangian systems (CLS) with state jumps. We cover the difficult case when the system evolves on the boundary of the…