Related papers: Mean Square Optimal Control by Interconnection for…
This paper addresses a structural design problem in control systems, and explicitly takes into consideration the possible application to large-scale systems. More precisely, we aim to determine and characterize the minimum number of…
Geometric optimal control utilizes tools from differential geometry to analyze the structure of a problem to determine the control and state trajectories to reach a desired outcome while minimizing some cost function. For a controlled…
We propose a provably stabilizing and tractable approach for control of constrained linear systems under intermittent observations and unreliable transmissions of control commands. A smart sensor equipped with a Kalman filter is employed…
Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…
We consider an arbitrary network of $M/M/\infty$ queues with controlled transitions between queues. We consider optimal control problems where the costs are linear functions of the state and inputs over a finite or infinite horizon. We…
This paper is concerned with a mean-field linear quadratic (LQ, for short) optimal control problem with deterministic coefficients. It is shown that convexity of the cost functional is necessary for the finiteness of the mean-field LQ…
The linear-quadratic regulator (LQR) is an efficient control method for linear and linearized systems. Typically, LQR is implemented in minimal coordinates (also called generalized or "joint" coordinates). However, other coordinates are…
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…
We deal with algorithmic techniques for minimal cost input-connectivity while maintaining controllability of linear systems. The input matrix is assumed to be constrained in the sense that the set of states that each input (if present) can…
This paper is concerned with optimal control of stochastic fully coupled forward-backward linear quadratic (FBLQ) problems with indefinite control weight costs. In order to obtain the state feedback representation of the optimal control, we…
This paper revisits the classical Linear Quadratic Gaussian (LQG) control from a modern optimization perspective. We analyze two aspects of the optimization landscape of the LQG problem: 1) connectivity of the set of stabilizing controllers…
In this paper, we concern with the ergodic linear-quadratic closed-loop optimal control problems with random periodic coefficients. We put forward the random periodic mean-square exponentially stable condition, and prove the random…
We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…
This paper studies uniform stabilization and social optimality for linear quadratic (LQ) mean field control problems with multiplicative noise, where agents are coupled via dynamics and individual costs. The state and control weights in…
The risk-neutral LQR controller is optimal for stochastic linear dynamical systems. However, the classical optimal controller performs inefficiently in the presence of low-probability yet statistically significant (risky) events. The…
This paper studies the mean-square stability of heterogeneous LTI vehicular platoons with inter-vehicle communication channels affected by random data loss. We consider a discrete-time platoon system with predecessor following topology and…
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon problems, and allow notably some coefficients to be stochastic. Our method is…
This paper presents a hierarchical control scheme for interconnected linear systems. At the higher layer of the control structure a robust centralized Model Predictive Control (MPC) algorithm based on a reduced order dynamic model of the…
The standard linear quadratic Gaussian (LQG) framework assumes a Brownian noise process and relies on classical stochastic calculus tools, such as those based on It\^o calculus. In this paper, we solve a generalized linear quadratic optimal…
From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…