Related papers: Closed-form H-infinity Optimal Control for a Class…
A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…
We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…
This paper presents a new method for signal reconstruction by leveraging sampled-data control theory. We formulate the signal reconstruction problem in terms of an analog performance optimization problem using a stable discrete-time filter.…
We investigate state feedback and observation for infinite-dimensional linear systems, including a variety of partial differential equations with boundary control and observation. We extend the modulating function approach to…
We show that the stochastic Schrodinger equation for the filtered state of a system, with linear free dynamics, undergoing continual non-demolition measurement or either position or momentum, or both together, can be solved explicitly…
We consider an optimal control problem for the steady-state Kirchhoff equation, a prototype for nonlocal partial differential equations, different from fractional powers of closed operators. Existence and uniqueness of solutions of the…
Robustness and reliability are two key requirements for developing practical quantum control systems. The purpose of this paper is to design a coherent feedback controller for a class of linear quantum systems suffering from Markovian…
Designing optimal controllers for nonlinear dynamical systems often relies on reinforcement learning and adaptive dynamic programming (ADP) to approximate solutions of the Hamilton Jacobi Bellman (HJB) equation. However, these methods…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
We investigate $C^1$ finite element methods for one dimensional elliptic distributed optimal control problems with pointwise constraints on the derivative of the state formulated as fourth order variational inequalities for the state…
We study a finite horizon optimal control problem for the continuity equation under a weighted integral state constraint on the mass outside a fixed set. The model is cast in a Hilbert framework for densities. On a suitable invariant…
System level synthesis is a promising approach that formulates structured optimal controller synthesis problems as convex problems. This work solves the distributed linear-quadratic regulator problem under communication constraints directly…
We present a formulation of feedback in quantum systems in which the best estimates of the dynamical variables are obtained continuously from the measurement record, and fed back to control the system. We apply this method to the problem of…
We consider a nonlinear ordinary differential equation and want to control its behavior so that it reaches a target by minimizing a cost function. Our approach is to use hybrid systems to solve this problem: the complex dynamic is replaced…
In this paper, we consider a class of optimal control problems for a one-dimensional time-discrete constrained quasilinear diffusion state-systems of singular Allen--Cahn types and its regularized approximating problems. We note that the…
In this article, we consider a fundamental decentralized optimal control problem, which we call the two-player problem. Two subsystems are interconnected in a nested information pattern, and output feedback controllers must be designed for…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
Anew method for finding closed-loop optimal controllers of fractional tracking quadratic optimal control problems is introduced. The optimality conditions for the fractional optimal control problem are obtained. Illustrative examples are…
This paper addresses the problem of stabilization for infinite-dimensional systems. In particular, we design nonlinear stabilizers for both linear and nonlinear abstract systems. We focus on two classes of systems: the first class comprises…
In this paper, we directly design a state feedback controller that stabilizes a class of uncertain nonlinear systems solely based on input-state data collected from a finite-length experiment. Necessary and sufficient conditions are derived…