Related papers: Solution of the Continuous Time Bilinear Quadratic…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
A method of optimal control computation is proposed for problems with control and state constraints. It uses a sequence of control structure adjustments in the form of generations and reductions of nodes and arcs, which do not change the…
This paper considers the linear-quadratic dual control problem where the system parameters need to be identified and the control objective needs to be optimized in the meantime. Contrary to existing works on data-driven linear-quadratic…
In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…
This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…
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…
This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…
In this paper we consider a constrained parabolic optimal control problem. The cost functional is quadratic and it combines the distance of the trajectory of the system from the desired evolution profile together with the cost of a control.…
In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…
We investigate the small-time local controllability (STLC) near the ground state of a bilinear Schr\"odinger equation when the linearized system is not controllable. It is well known that, for single-input systems, quadratic terms in the…
In this work we construct multigrid preconditioners to accelerate the solution process of a linear-quadratic optimal control problem constrained by the Stokes system. The first order optimality conditions of the control problem form a…
This paper investigates the stochastic linear-quadratic (LQ, for short) optimal control problems with non-Markovian regime switching in a finite time horizon where the state equation is multi-dimensional. Similar to the classical stochastic…
We consider the quantum state control of a multi-state system which evolves an initial state into a target state. We explicitly demonstrate the control method in an interesting case involving the transfer and rotation of a Schr\"{o}dinger…
We study a linear quadratic regulation problem with a constraint where the control input can be nonzero only at a limited number of times. Given that this constraint leads to a combinational optimization problem, we adopt a greedy method to…
This paper studies the finite-horizon linear quadratic regulation problem where the dynamics of the system are assumed to be unknown and the state is accessible. Information on the system is given by a finite set of input-state data, where…
Continuous-time control of multiple quadrotors in constrained environments under signal temporal logic (STL) specifications is critical due to their nonlinear dynamics, safety constraints, and the requirement to ensure continuous-time…
The linear quadratic regulator problem is central in optimal control and was investigated since the very beginning of control theory. Nevertheless, when it includes affine state constraints, it remains very challenging from the classical…
We study the controllability of a linear KdV-Schr{\"o}dinger equation on the one-dimensional torus via purely imaginary bilinear controls. Considering controls spanning a suitable finite number of Fourier modes, we prove small-time global…
Often considered in numerical simulations related to the control of quantum systems, the so-called monotonic schemes have not been so far much studied from the functional analysis point of view. Yet, these procedures provide an efficient…
This paper presents a new method for solving a class of nonlinear optimal control problems with a quadratic performance index. In this method, first the original optimal control problem is transformed into a nonlinear two-point boundary…