Related papers: Optimal control and stablilization for linear cont…
In stochastic multistable systems driven by the gradient of a potential, transitions between equilibria is possible because of noise. We study the ability of linear delay feedback control to mitigate these transitions, ensuring that the…
We give answer to an open question by proving a sufficient optimality condition for state-linear optimal control problems with time delays in state and control variables. In the proof of our main result, we transform a delayed state-linear…
Iterative linear quadradic regulator(iLQR) has become a benchmark method to deal with nonlinear stochastic optimal control problem. However, it does not apply to delay system. In this paper, we extend the iLQR theory and prove new theorem…
In the present work, sufficient conditions for global stabilization of nonlinear uncertain systems by means of discrete-delay static output feedback are presented. Illustrating examples show the efficiency of the proposed control strategy.
This paper, the second of a two-part series, presents a method for mean-field feedback stabilization of a swarm of agents on a finite state space whose time evolution is modeled as a continuous time Markov chain (CTMC). The resulting…
We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely many agents and for the mean-field dynamics as their number…
This paper focuses on indefinite stochastic mean-field linear-quadratic (MF-LQ, for short) optimal control problems, which allow the weighting matrices for state and control in the cost functional to be indefinite. The solvability of…
This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…
In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…
This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…
We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…
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…
This paper studies stochastic aperiodic stabilization of a networked control system (NCS) consisting of a continuous-time plant and a discrete-time controller. The plant and the controller are assumed to be connected by communication…
This paper studies linear quadratic Gaussian robust mean field social control problems in the presence of multiplicative noise. We aim to compute asymptotic decentralized strategies without requiring full prior knowledge of agents'…
The mean square stabilization problem for discrete-time networked control systems (NCSs) is investigated in this article. What the difference from most previous works is that input delay and packet losses occur simultaneously in the…
We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…
In this paper, we first propose a method that can efficiently compute the maximal robust controlled invariant set for discrete-time linear systems with pure delay in input. The key to this method is to construct an auxiliary linear system…
For a class of linear time-delay control systems satisfying the property of completability of the generalized eigenvectors we prove that the problems of complete stabilizability and exact null controllability are equivalent.
In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O…
In this paper, we solve the long-standing fundamental problem of irregular linear--quadratic (LQ) optimal control, which has received significant attention since the 1960s. We derive the optimal controllers via the key technique of finding…