Related papers: $H_{\infty}$ Optimal Control of Jump Systems Over …
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…
In most real cases transition probabilities between operational modes of Markov jump linear systems cannot be computed exactly and are time-varying. We take into account this aspect by considering Markov jump linear systems where the…
Jointly optimal transmission power control and remote estimation over an infinite horizon is studied. A sensor observes a dynamic process and sends its observations to a remote estimator over a wireless fading channel characterized by a…
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…
Markovian jump linear systems (MJLS) are an important class of dynamical systems that arise in many control applications. In this paper, we introduce the problem of controlling unknown (discrete-time) MJLS as a new benchmark for…
This research paper introduces a model-free optimal controller for discrete-time Markovian jump linear systems (MJLSs), employing principles from the methodology of reinforcement learning (RL). While Q-learning methods have demonstrated…
We consider the optimal control of linear systems over wireless MIMO fading channels, where the MIMO wireless fading and random access of the remote controller may cause intermittent controllability or uncontrollability of the closed-loop…
Microgrids have more operational flexibilities as well as uncertainties than conventional power grids, especially when renewable energy resources are utilized. An energy storage based feedback controller can compensate undesired dynamics of…
We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…
We propose a unified framework for robustly and adaptively stabilizing large-scale networked uncertain Markovian jump linear systems (MJLS) under external disturbances and mode switches that can change the network's topology. Adaptation is…
Controlling systems of ordinary differential equations (ODEs) is ubiquitous in science and engineering. For finding an optimal feedback controller, the value function and associated fundamental equations such as the Bellman equation and the…
In this paper, for any homogeneous system of agents with linear continuous time dynamics, we formulate an optimal control problem. In this problem a convex cost functional of the control signals of the agents shall be minimized, while the…
The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and $H_\infty$ optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as…
We consider a class of diffusions controlled through the drift and jump size, and driven by a jump L\'evy process and a nondegenerate Wiener process, and we study infinite horizon (ergodic) risk-sensitive control problem for this model. We…
We study feedback control of a dynamical process over a lossy channel equipped with a hybrid automatic repeat request protocol that connects a sensor to an actuator. The dynamical process is modeled by a Gauss-Markov process, and the lossy…
This paper studies the finite horizon portfolio management by optimally tracking a ratcheting capital benchmark process. It is assumed that the fund manager can dynamically inject capital into the portfolio account such that the total…
This work reformulates language generation as a stochastic optimal control problem, providing a unified theoretical perspective to analyze autoregressive and diffusion models and explain their limitations (Efficiency-Fidelity Paradox,…
We consider the problem of optimal multiple switching in finite horizon, when the state of the system, including the switching costs, is a general adapted stochastic process. The problem is formulated as an extended impulse control problem…
It is well known that stability is the most fundamental nature with regard to a control system, in view of this, the stabilization becomes an inevitable control problem. This article mainly discusses the optimal control and stabilization…
This paper first describes a class of uncertain stochastic control systems with Markovian switching, and derives an It\^o-Liu formula for Markov-modulated processes. And we characterize an optimal control law, which satisfies the…