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We consider scalar decentralized average-cost infinite-horizon LQG problems with two controllers, focusing on the fast dynamics case when the (scalar) eigenvalue of the system is large. It is shown that the best linear controllers'…

Optimization and Control · Mathematics 2013-08-26 Se Yong Park , Anant Sahai

In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…

Optimization and Control · Mathematics 2012-04-18 Ather Gattami , Omid Khorsand

A new class of cost functionals for optimal control of quantum systems which produces controls which are sparse in frequency and smooth in time is proposed. This is achieved by penalizing a suitable time-frequency representation of the…

Optimization and Control · Mathematics 2016-07-15 Gero Friesecke , Felix Henneke , Karl Kunisch

A major challenge faced in the design of large-scale cyber-physical systems, such as power systems, the Internet of Things or intelligent transportation systems, is that traditional distributed optimal control methods do not scale…

Optimization and Control · Mathematics 2017-01-23 Yuh-Shyang Wang , Nikolai Matni , John C. Doyle

In this paper we study an imitation and transfer learning setting for Linear Quadratic Gaussian (LQG) control, where (i) the system dynamics, noise statistics and cost function are unknown and expert data is provided (that is, sequences of…

Systems and Control · Electrical Eng. & Systems 2023-06-23 Taosha Guo , Abed AlRahman Al Makdah , Vishaal Krishnan , Fabio Pasqualetti

This paper studies the linear-quadratic (LQ) optimal control problem of a class of systems governed by the first-order hyperbolic partial differential equations (PDEs) with final state constraints. The main contribution is to present the…

Optimization and Control · Mathematics 2024-11-25 Xiaomin Xue , Juanjuan Xu , Huanshui Zhang , Long Hu

This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…

Optimization and Control · Mathematics 2023-07-20 Juanjuan Xu , Jingmei Liu , Zhaorong Zhang , Wei Wang

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu

This paper studies the consensus problem of heterogeneous multi-agent systems by the feedforward control and linear quadratic (LQ) optimal control theory. Different from the existing consensus control algorithms, which require to design an…

Optimization and Control · Mathematics 2024-03-19 Liping Zhang , Huanshui Zhang

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

Software implementations of controllers for physical systems are at the core of many embedded systems. The design of controllers uses the theory of dynamical systems to construct a mathematical control law that ensures that the controlled…

Systems and Control · Computer Science 2012-04-16 Rupak Majumdar , Indranil Saha , Majid Zamani

It is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs (i.e., stochastic linear quadratic control problems) with random coefficients in infinite dimensions; while the same problem but in finite…

Optimization and Control · Mathematics 2019-10-15 Qi Lu , Xu Zhang

As the benchmark of data-driven control methods, the linear quadratic regulator (LQR) problem has gained significant attention. A growing trend is direct LQR design, which finds the optimal LQR gain directly from raw data and bypassing…

Systems and Control · Electrical Eng. & Systems 2025-03-06 Feiran Zhao , Alessandro Chiuso , Florian Dörfler

System level synthesis enables improved robust MPC formulations by allowing for joint optimization of the nominal trajectory and controller. This paper introduces a tailored algorithm for solving the corresponding disturbance feedback…

Optimization and Control · Mathematics 2024-09-05 Antoine P. Leeman , Johannes Köhler , Florian Messerer , Amon Lahr , Moritz Diehl , Melanie N. Zeilinger

The modelling of linear quadratic Gaussian optimal control problems on large complex networks is intractable computationally. Graphon theory provides an approach to overcome these issues by defining limit objects for infinite sequences of…

Optimization and Control · Mathematics 2024-07-02 Alex Dunyak , Peter E. Caines

Although quantum computers have the potential to efficiently solve certain problems considered difficult by known classical approaches, the design of a quantum circuit remains computationally difficult. It is known that the optimal gate…

Optimization and Control · Mathematics 2010-12-06 Srinivas Sridharan , Mile Gu , Matthew R. James , William M. McEneaney

This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…

Optimization and Control · Mathematics 2017-03-03 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

Control synthesis for continuously-parameterized families of quantum gates can enable critical advantages for mid-sized quantum computing applications in advance of fault-tolerance. We combine quantum optimal control with physics-informed…

This paper presents approaches to mean-field control, motivated by distributed control of multi-agent systems. Control solutions are based on a convex optimization problem, whose domain is a convex set of probability mass functions (pmfs).…

Optimization and Control · Mathematics 2023-06-12 Neil Cammardella , Ana Bušić , Sean Meyn

In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu