Related papers: Optimal Local and Remote Controls of Multiple Syst…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…
This paper is concerned with the problems of optimal control and stabilization for networked control systems (NCSs), where the remote controller and the local controller operate the linear plant simultaneously. The main contributions are…
We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…
This paper focuses on the linear quadratic control (LQC) design of systems corrupted by both stochastic noise and bounded noise simultaneously. When only of these noises are considered, the LQC strategy leads to stochastic or robust…
This paper considers the optimal control and stabilization problems for networked control systems (NCSs) with asymmetric information. In this NCSs model, the remote controller can receive packet-dropout states of the plant, and the…
We consider a networked control system consisting of a remote controller and a collection of linear plants, each associated with a local controller. Each local controller directly observes the state of its co-located plant and can inform…
This paper presents a convex optimization-based solution to the design of state-feedback controllers for solving the linear quadratic regulator (LQR) problem of uncertain discrete-time systems with multiplicative noise. To synthesize a…
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…
This paper develops a novel approach to the consensus problem of multi-agent systems by minimizing a weighted state error with neighbor agents via linear quadratic (LQ) optimal control theory. Existing consensus control algorithms only…
We provide a technique to obtain provably optimal control sequences for quantum systems under the influence of time-correlated multiplicative control noise. Utilizing the circuit-level noise model introduced in [Phys. Rev. Research 3,…
A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper, which does not require any definiteness constraint on the cost weighting matrices. From some abstract representations of…
We investigate the asymptotic properties of a finite-time horizon linear-quadratic optimal control problem driven by a multiscale stochastic process with multiplicative Brownian noise. We approach the problem by considering the associated…
This paper investigates the optimal control problem for a class of nonlinear fully coupled forward-backward stochastic difference equations (FBS$\Delta$Es). Under the convexity assumption of the control domain, we establish a variational…
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…
This paper addresses the problem of sequence-based controller design for Networked Control Systems (NCS), where control inputs and measurements are transmitted over TCP-like network connections that are subject to stochastic packet losses…
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…
We consider a decentralized optimal control problem for a linear plant controlled by two controllers, a local controller and a remote controller. The local controller directly observes the state of the plant and can inform the remote…
Networked control system (NCS) refer to a set of control loops that are closed over a communication network. In this article, the joint operation of control and networking for NCS is investigated wherein the network serves 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…
A decentralized control system with linear dynamics, quadratic cost, and Gaussian disturbances is considered. The system consists of a finite number of subsystems whose dynamics and per-step cost function are coupled through their…