Related papers: Optimal control and stablilization for linear cont…
Predictor-based stabilization results are provided for nonlinear systems with input delays and a compact absorbing set. The control scheme consists of an inter-sample predictor, a global observer, an approximate predictor, and a nominal…
Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…
Recent years have seen a great increase in the capacity and parallel processing power of data centers and cloud services. To fully utilize the said distributed systems, optimal load balancing for parallel queuing architectures must be…
A mixed linear quadratic (MLQ, for short) optimal control problem is considered. The controlled stochastic system consists of two diffusion processes which are in different time horizons. There are two control actions: a standard control…
The optimal control problem for discrete-time systems with colored multiplicative noise is discussed in this paper. The problem will be more difficult to deal with than the case of white noise due to the correlation of the adjoining state.…
This paper addresses optimal feedback stabilizing control for bounded Jacobian nonlinear discrete-time (DT) systems with nonlinear observations, affected by state and process noise. Instead of directly stabilizing the uncertain system, we…
The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…
This paper studies a stabilization problem for linear MIMO systems subject to external perturbation that further requires the closed-loop system render a specified gain from the external perturbation to the output. The problem arises from…
The purpose of this paper is to investigate the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control. This equation has been defined following the analogy with the…
This paper introduces a novel stabilization control strategy for linear time-invariant systems affected by known time-varying measurement delays and matched unknown nonlinear disturbances, which may encompass actuator faults. It is…
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 develops a quantitative framework for analyzing the mean-square exponential stabilization of stochastic linear systems with multiplicative noise, focusing specifically on the optimal stabilizing rate, which characterizes the…
The purpose of this paper is to explore the necessary conditions for optimality of mean-field forward-backward delay control systems. A new estimate is proved, which is a powerfultool to deal with the optimal control problems of mean-field…
This paper addresses the problem of steering the distribution of the state of a discrete-time linear system to a given target distribution while minimizing an entropy-regularized cost functional. This problem is called a maximum entropy…
A control design approach is developed for a general class of uncertain strict-feedback-like nonlinear systems with dynamic uncertain input nonlinearities with time delays. The system structure considered in this paper includes a nominal…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…
This paper addresses, for the first time in the literature, optimal control problems for dynamic systems governed by a novel class of sweeping processes with time delay. We establish well-posedness of such processes, in the sense of the…
This paper studies a class of time-inconsistent mean field control (MFC) problems in the presence of common noise under non-exponential discount and joint law dependence of both state and control. We investigate the closed-loop…
This paper investigates a conditional mean-field type linear quadratic (LQ) optimal control problem with partial observation and regime switching, where the conditional expectations of the state and control given the history of Markov chain…
This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…