Related papers: Inverse linear-quadratic discrete-time finite-hori…
This paper presents a general description of a parameter estimation inverse problem for systems governed by nonlinear differential equations. The inverse problem is presented using optimal control tools with state constraints, where the…
This paper studies optimal consensus tracking problem of heterogeneous linear multi-agent systems. By introducing tracking error dynamics, the optimal tracking problem is reformulated as finding a Nash-equilibrium solution of a multi-player…
Optimal control problems with a very large time horizon can be tackled with the Receding Horizon Control (RHC) method, which consists in solving a sequence of optimal control problems with small prediction horizon. The main result of this…
In this paper we propose a method for applications oriented input design for linear systems under time-domain constraints on the amplitude of input and output signals. The method guarantees a desired control performance for the estimated…
In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…
We consider the problem of controlling an unknown linear dynamical system under a stochastic convex cost and full feedback of both the state and cost function. We present a computationally efficient algorithm that attains an optimal…
The frequency-domain data of a multivariable system in different operating points is used to design a robust controller with respect to the measurement noise and multimodel uncertainty. The controller is fully parametrized in terms of…
This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…
The distributed optimal synchronization problem with linear quadratic cost is solved in this paper for multi-agent systems with an undirected communication topology. For the first time, the optimal synchronization problem is formulated as a…
In this paper, a time-varying distributed convex optimization problem is studied for continuous-time multi-agent systems. Control algorithms are designed for the cases of single-integrator and double-integrator dynamics. Two discontinuous…
In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault…
In this paper, we consider the problem of computing parameters of an objective function for a discrete-time optimal control problem from state and control trajectories with active control constraints. We propose a novel method of inverse…
Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…
A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…
This paper is concerned with a stochastic linear quadratic (LQ, for short) control problem with a recursive cost functional in an infinite horizon. A main difficult is well-posedness of the BSDE in $L^1$ and in infinite horizon. A notion of…
A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…
In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…
This paper is concerned with a time-inconsistent stochastic optimal control problem in an infinite time horizon with a non-degenerate diffusion in the state equation. A major assumption is that people become rational after a large time.…
We study the linear-quadratic control problem for a class of non-exchangeable mean-field systems, which model large populations of heterogeneous interacting agents. We explicitly characterize the optimal control in terms of a new…
Optimal control problems with discrete-valued inputs are inherently challenging due to their mixed-integer nature, rendering them generally intractable for real-time, safety-critical aerospace applications. Lossless convexification offers a…