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This paper is concerned with a stochastic linear quadratic (LQ, for short) optimal control problem. The notions of open-loop and closed-loop solvabilities are introduced. A simple example shows that these two solvabilities are different.…
Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…
The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…
The purpose of this paper is to close the remaining gaps in the understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of…
In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences. We propose…
The Conflict-Driven Cylindrical Algebraic Covering algorithm has proven well suited for performing theory validation checks in the satisfiability modulo theories paradigm for non-linear real arithmetic. CDCAC repurposes the theory…
We present a local minimax lower bound on the excess cost of designing a linear-quadratic controller from offline data. The bound is valid for any offline exploration policy that consists of a stabilizing controller and an energy bounded…
Many real-world applications are addressed through a linear least-squares problem formulation, whose solution is calculated by means of an iterative approach. A huge amount of studies has been carried out in the optimization field to…
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…
Linearisation is often used as a first step in the analysis of nonlinear initial boundary value problems. The linearisation procedure frequently results in a confusing contradiction where the nonlinear problem conserves energy and has an…
This paper considers the linear objective function optimization with respect to a novel system of fuzzy relation equations, where the fuzzy compositions are defined by the minimum t-norm. It is proved that the feasible solution set is…
The linear complementarity problem is a continuous optimization problem that generalizes convex quadratic programming, Nash equilibria of bimatrix games and several such problems. This paper presents a continuous optimization formulation…
Selecting a few available actuators to ensure the controllability of a linear system is a fundamental problem in control theory. Previous works either focus on optimal performance, simplifying the controllability issue, or make the system…
What is the minimal information that a robot must retain to achieve its task? To design economical robots, the literature dealing with reduction of combinatorial filters approaches this problem algorithmically. As lossless state compression…
We introduce a class of budgeted prize-collecting covering subgraph problems. For an input graph with prizes on the vertices and costs on the edges, the aim of these problems is to find a connected subgraph such that the cost of its edges…
We explore the clearing problem in the barter exchange market. The problem, described in the terminology of graph theory, is to find a set of vertex-disjoint, length-restricted cycles that maximize the total weight in a weighted digraph.…
In this paper we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints, are locally smooth. For solving this problem, we propose a…
In this paper, we consider the network slicing problem which attempts to map multiple customized virtual network requests (also called services) to a common shared network infrastructure and allocate network resources to meet diverse…
We identify a common scheme in several existing algorithms addressing computational problems on linear differential equations with polynomial coefficients. These algorithms reduce to computing a linear relation between vectors obtained as…
Coverage problems are central in optimization and have a wide range of applications in data mining and machine learning. While several distributed algorithms have been developed for coverage problems, the existing methods suffer from…