Related papers: Riccati-feedback Control of a Two-dimensional Two-…
This paper studies the design of a finite-dimensional output feedback controller for the stabilization of a reaction-diffusion equation in the presence of a sector nonlinearity in the boundary input. Due to the input nonlinearity, classical…
We study feedback control of coupled nonlinear stochastic oscillators in a force field. We first consider the problem of asymptotically driving the system to a desired {\em steady state} corresponding to reduced thermal noise. Among the…
Control using quantized feedback is a fundamental approach to system synthesis with limited communication capacity. In this paper, we address the stabilization problem for unknown linear systems with logarithmically quantized feedback, via…
This paper is concerned with a linear-quadratic (LQ, for short) optimal control problem for backward stochastic differential equations (BSDEs, for short), where the coefficients of the backward control system and the weighting matrices in…
In this work, we present a second-order numerical scheme to address the solution of optimal control problems constrained by the evolution of nonlinear Fokker-Planck equations arising from socio-economic dynamics. In order to design an…
The synthesis of control laws for interacting agent-based dynamics and their mean-field limit is studied. A linearization-based approach is used for the computation of sub-optimal feedback laws obtained from the solution of differential…
In this paper, we propose a minimax linear-quadratic control method to address the issue of inaccurate distribution information in practical stochastic systems. To construct a control policy that is robust against errors in an empirical…
The engineering and control of devices at the quantum-mechanical level--such as those consisting of small numbers of atoms and photons--is a delicate business. The fundamental uncertainty that is inherently present at this scale manifests…
Feedback optimization is a control paradigm that enables physical systems to autonomously reach efficient operating points. Its central idea is to interconnect optimization iterations in closed-loop with the physical plant. Since iterative…
We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…
A general and new stochastic linear quadratic optimal control problem is studied, where the coefficients are allowed to be time-varying, and both state delay and control delay can appear simultaneously in the state equation and the cost…
We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…
For linear time-invariant (LTI) systems, the design of an optimal controller is a commonly encountered problem in many applications. Among all the optimization approaches available, the linear quadratic regulator (LQR) methodology certainly…
This paper presents a dual receding horizon output feedback controller for a general non linear stochastic system with imperfect information. The novelty of this controller is that stabilization is treated, inside the optimization problem,…
The present article is dedicated to the forward and backward solution of a transient one-phase Stefan problem. In the forward problem, we compute the evolution of the initial domain for a Stefan problem where the melting temperature varies…
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…
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon pro\-blems, and allow notably some coefficients to be stochastic. Extension to…
We consider a one-dimensional one-phase inverse Stefan problem for the heat equation. It consists in recovering a boundary influx condition from the knowledge of the position of the moving front, and the initial state. We derived a…
This paper presents a direct data-driven approach for computing robust control invariant (RCI) sets and their associated state-feedback control laws for linear time-invariant systems affected by bounded disturbances. The proposed method…
The non-local in space two-phase Stefan problem (a prototype in phase change problems) can be formulated via a singular nonlinear parabolic integro-differential equation which admits a unique weak solution. This formulation makes Stefan…