Related papers: Safe Linear-Quadratic Dual Control with Almost Sur…

In this paper we consider the problem of minimizing a quadratic functional for a discrete-time linear stochastic system with multiplicative noise, on a standard probability space, in infinite time horizon. We show that the necessary and…

This paper studies the linear quadratic regulator (LQR) problem over an unknown Bernoulli packet loss channel. The unknown loss rate is estimated using finite channel samples and a certainty-equivalence (CE) optimal controller is then…

This paper is concerned with the design of a linear control law for linear systems with stationary additive disturbances. The objective is to find a state feedback gain that minimizes a quadratic stage cost function, while observing chance…

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

The key challenges in design of predictor-based control laws for switched systems with arbitrary switching and long input delay are the potential unavailability of the future values of the switching signal (at current time) and the fact…

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

We address the output regulation problem for a general class of linear stochastic systems. Specifically, we formulate and solve the ideal full-information and output-feedback problems, obtaining perfect, but non-causal, asymptotic…

This article presents tractable and recursively feasible optimization-based controllers for stochastic linear systems with bounded controls. The stochastic noise in the plant is assumed to be additive, zero mean and fourth moment bounded,…

We consider the problem of robotic planning under uncertainty in this paper. This problem may be posed as a stochastic optimal control problem, a solution to which is fundamentally intractable owing to the infamous "curse of…

In this paper, we investigate a class of time-inconsistent discrete-time stochastic linear-quadratic optimal control problems, whose time-consistent solutions consist of an open-loop equilibrium control and a linear feedback equilibrium…

This work addresses the problem of risk-sensitive control for nonlinear systems with imperfect state observations, extending results for the linear case. In particular, we derive an algorithm that can compute local solutions with…

We develop a switched predictor-feedback law, which achieves global asymptotic stabilization of linear systems with input delay and with the plant and actuator states available only in (almost) quantized form. The control design relies on a…

We study the problem of estimating the value function of discrete-time switched systems under arbitrary switching. Unlike the switched LQR problem, where both inputs and mode sequences are optimized, we consider the case where switching is…

We study the sample efficiency of domain randomization and robust control for the benchmark problem of learning the linear quadratic regulator (LQR). Domain randomization, which synthesizes controllers by minimizing average performance over…

In Part I of this paper we propose a decentralized optimal frequency control of multi-area power system with operational constraints, where the tie-line powers remain unchanged in the steady state and the power mismatch is balanced within…

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 work examines the optimal covariance steering problem for systems subject to unknown parameters that enter multiplicatively with the state and control, in addition to additive disturbances. In contrast to existing works, the unknown…

A robust model predictive control scheme for a class of constrained norm-bounded uncertain discrete-time linear systems is developed under the hypothesis that only partial state measurements are available for feedback. Off-line calculations…

This paper presents several results on performance analysis for a class of uncertain linear quantum systems subject to either quadratic or non-quadratic perturbations in the system Hamiltonian. Also, coherent guaranteed cost controllers are…

We study the problem of adaptive control of the linear quadratic regulator for systems in very high, or even infinite dimension. We demonstrate that while sublinear regret requires finite dimensional inputs, the ambient state dimension of…