Related papers: $H_{\infty}$ Optimal Control of Jump Systems Over …
This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…
This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space $\R^N$. In this article…
The stochastic $H_2/H_\infty$ control problem for continuous-time mean-field stochastic differential equations with Poisson jumps over finite horizon is investigated in this paper. Continuous and jump diffusion terms in the system depend…
We consider an infinite horizon portfolio problem with borrowing constraints, in which an agent receives labor income which adjusts to financial market shocks in a path dependent way. This path-dependency is the novelty of the model, and…
Optimal queueing control of multi-hop networks remains a challenging problem even in the simplest scenarios. In this paper, we consider a two-hop half-duplex relaying system with random channel connectivity. The relay is equipped with a…
This paper provides a comprehensive analysis of the design of optimal structured and sparse $H_\infty$ controllers for continuous-time linear time-invariant (LTI) systems. Three problems are considered. First, designing the sparsest…
An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…
This paper considers linear-quadratic (LQ) stochastic leader-follower Stackelberg differential games for jump-diffusion systems with random coefficients. We first solve the LQ problem of the follower using the stochastic maximum principle…
This paper investigates the optimal control problems for the finite-horizon continuous-time Markov decision processes with delay-dependent control policies. We develop compactification methods in decision processes, and show that the…
We investigate optimal control of linear port-Hamiltonian systems with control constraints, in which one aims to perform a state transition with minimal energy supply. Decomposing the state space into dissipative and non-dissipative (i.e.…
In this work, we formulate two controllability maximization problems for large-scale networked dynamical systems such as brain networks: The first problem is a sparsity constraint optimization problem with a box constraint. The second…
We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…
A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…
This paper considers a transmission control problem in network-coded two-way relay channels (NC-TWRC), where the relay buffers random symbol arrivals from two users, and the channels are assumed to be fading. The problem is modeled by a…
This study investigates the infinite-horizon optimal control problem for switched Boolean control networks with an average-cost criterion. A primary challenge of this problem is the prohibitively high computational cost when dealing with…
We propose a general model-free strategy for feedback control design of turbulent flows. This strategy called 'machine learning control' (MLC) is capable of exploiting nonlinear mechanisms in a systematic unsupervised manner. It relies on…
In this brief paper, we consider the problem of minimizing the asymptotic exit rate of diffusion processes from an open connected bounded set pertaining to a multi-channel system with small random perturbations. Specifically, we establish a…
The objective of this work is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite-time horizon discounted cost. The continuous-time controlled…
We study optimal stochastic control problems of general coupled systems of forward-backward stochastic differential equations with jumps. By means of the It\^o-Ventzell formula the system is transformed to a controlled backward stochastic…
Incorporating pattern-learning for prediction (PLP) in many discrete-time or discrete-event systems allows for computation-efficient controller design by memorizing patterns to schedule control policies based on their future occurrences. In…