Related papers: Stable and Robust LQR Design via Scenario Approach
Transient energy growth of flow perturbations is an important mechanism for laminar-to-turbulent transition that can be mitigated with feedback control. Linear quadratic optimal control strategies have shown some success in reducing…
In this paper, we propose a new Robust Nonlinear Quadratic Gaussian (RNQG) controller based on State-Dependent Riccati Equation (SDRE) scheme for continuous-time nonlinear systems. Existing controllers do not account for combined noise and…
In this paper we study the linear quadratic regulation (LQR) problem for dynamical systems coupled over large-scale networks and obtain locally computable low-complexity solutions. The underlying large or even infinite networks are…
The optimal adaptive control of a linear system in a signal-plus-noise setting with infinite horizon LQ regulator cost is studied. The class of partially observed linear systems for which the certainty equivalence property holds is…
This paper proposes efficient policy iteration and value iteration algorithms for the continuous-time linear quadratic regulator problem with unmeasurable states and unknown system dynamics, from the perspective of direct data-driven…
The continuous and discrete time Linear Quadratic Regulator (LQR) theory has been used in this paper for the design of optimal analog and discrete PID controllers respectively. The PID controller gains are formulated as the optimal…
In this paper, we formulate a general time-inconsistent stochastic linear--quadratic (LQ) control problem. The time-inconsistency arises from the presence of a quadratic term of the expected state as well as a state-dependent term in the…
We study the problem of adaptive control of the linear quadratic regulator for systems in very high, or even infinite dimension. We demonstrate that while sublinear regret requires finite dimensional inputs, the ambient state dimension of…
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…
The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all…
The paper is concerned with the coherent quantum Linear Quadratic Gaussian (CQLQG) control problem for time-varying quantum plants governed by linear quantum stochastic differential equations over a bounded time interval. A controller is…
It is well-known that linear dynamical systems with Gaussian noise and quadratic cost (LQG) satisfy a separation principle. Finding the optimal controller amounts to solving separate dual problems; one for control and one for estimation.…
For quantum systems with linear dynamics in phase space much of classical feedback control theory applies. However, there are some questions that are sensible only for the quantum case, such as: given a fixed interaction between the system…
We consider the problem of designing a feedback controller which robustly regulates an LTI system to an optimal operating point in the presence of unmeasured disturbances. A general design framework based on so-called optimality models was…
We study a linear-quadratic, optimal control problem on a discrete, finite time horizon with distributional ambiguity, in which the cost is assessed via Conditional Value-at-Risk (CVaR). We take steps toward deriving a scalable dynamic…
This paper considers a risk-sensitive optimal control problem for a field-mediated interconnection of a quantum plant with a coherent (measurement-free) quantum controller. The plant and the controller are multimode open quantum harmonic…
Linear time-varying (LTV) systems are widely used for modeling real-world dynamical systems due to their generality and simplicity. Providing stability guarantees for LTV systems is one of the central problems in control theory. However,…
We consider the Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. Such a setup facilitates examining the implications of a natural initial-state independent…
Designing controllers to generate various trajectories has been studied for years, while recently, recovering an optimal controller from trajectories receives increasing attention. In this paper, we reveal that the inherent linear quadratic…
A study of the linear quadratic (LQ) control problem on a finite time interval for a model equation in Hilbert spaces which comprehends the memory of the inputs was performed recently by the authors. The outcome included a closed-loop…