Related papers: $H_{\infty}$ Optimal Control of Jump Systems Over …
The performance of control systems with input packet losses on the controller to plant communication channel is analysed. The main contribution of this work is a proof that linear optimal control systems operating with UDP-like…
Robustness and reliability are two key requirements for developing practical quantum control systems. The purpose of this paper is to design a coherent feedback controller for a class of linear quantum systems suffering from Markovian…
In this paper, we study a linear-quadratic optimal control problem for mean-field stochastic differential equations driven by a Poisson random martingale measure and a multidimensional Brownian motion. Firstly, the existence and uniqueness…
We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration…
We study a stochastic optimal control problem with the state constrained to a smooth, compact domain. The control influences both the drift and a possibly degenerate, control-dependent dispersion matrix, leading to a fully nonlinear,…
This paper studies the stability and $\mathcal{H}_{\infty}$ performance analysis problem for linear networked and quantized control systems with both communication delays random packet losses. To deal with the network-induced uncertainties…
In this paper, we study an optimal stopping problem in the presence of model uncertainty and regime switching. The max-min formulation for robust control and the dynamic programming approach are adopted to establish a general theoretical…
We study a problem of utility maximization under model uncertainty with information including jumps. We prove first that the value process of the robust stochastic control problem is described by the solution of a quadratic-exponential…
In this paper, we investigate the state estimation problem over multiple Markovian packet drop channels. In this problem setup, a remote estimator receives measurement data transmitted from multiple sensors over individual channels. By the…
Optimal control is often used in robotics for planning a trajectory to achieve some desired behavior, as expressed by the cost function. Most works in optimal control focus on finding a single optimal trajectory, which is then typically…
In this paper, we consider the delay-sensitive power and transmission threshold control design in S-ALOHA network with FSMC fading channels. The random access system consists of an access point with K competing users, each has access to the…
This paper studies the Linear Quadratic Regulator (LQR) problem for continuous-time Markov Jump Linear Systems (MJLS) governed by general finite-state Markov chains that may include transient, absorbing, or non-communicating states. The…
In this paper, we consider a general time-inconsistent optimal control problem for a non homogeneous linear system, in which its state evolves according to a stochastic differential equation with deterministic coefficients, when the noise…
In this paper, we consider the stochastic optimal control problem for jump diffusion systems with state constraints. In general, the value function of such problems is a discontinuous viscosity solution of the Hamilton-Jacobi-Bellman (HJB)…
This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…
Kullback Leibler (KL) control problems allow for efficient computation of optimal control by solving a principal eigenvector problem. However, direct applicability of such framework to continuous state-action systems is limited. In this…
Hybrid dynamical systems are systems which posses both continuous and discrete transitions. Assuming that the discrete transitions (resets) occur a finite number of times, the optimal control problem can be solved by gluing together the…
In control system networks, reconfiguration of the controller when agents are leaving or joining the network is still an open challenge, in particular when operation constraints that depend on each agent's behavior must be met. Drawing our…
This paper is concerned with a discounted optimal control problem of partially observed forward-backward stochastic systems with jumps on infinite horizon. The control domain is convex and a kind of infinite horizon observation equation is…
In this paper, we propose a centralized secondary control for the real-time steady-state optimization of multi-terminal HVdc grids under voltage and current limits. First, we present the dynamic models of the grid components, including the…