Related papers: Discrete time risk sensitive control problem
This paper delves into the problem of computing robust controlled invariants for monotone continuous-time systems, with a specific focus on lower-closed specifications. We consider the classes of state monotone (SM) and control-state…
We consider the problem of model reduction for Markovian quantum systems whose dynamics are described by a time-dependent Lindblad generator -- notably, as arising in the presence of external control. Our approach, which builds upon Krylov…
We consider a risk-sensitive continuous-time Markov decision process over a finite time duration. Under the conditions that can be satisfied by unbounded transition and cost rates, we show the existence of an optimal policy, and the…
In this paper, the time-varying formation and time-varying formation tracking problems are solved for linear multi-agent systems over digraphs without the knowledge of the eigenvalues of the Laplacian matrix associated to the digraph. The…
In this paper, we study some control problems that derive from time optimal control of coupled spin dynamics in NMR spectroscopy and quantum information and computation. Time optimal control helps to minimize relaxation losses. The ability…
This paper deals with the finite horizon optimal control problem for discrete-time Markov jump linear system with input delay. The correlation among the jumping parameters and the input delay are considered simultaneously, which forms the…
This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with compact action space depending on the state variable. The control…
In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
We present two related anytime algorithms for control of nonlinear systems when the processing resources available are time-varying. The basic idea is to calculate tentative control input sequences for as many time steps into the future as…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…
Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…
Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…
In this paper, we investigate delayed linear difference systems and establish several fundamental results. We first provide a Kalman-type rank condition tailored for delayed linear difference systems. Furthermore, we construct the discrete…
When a solution to an abstract inverse linear problem on Hilbert space is approximable by finite linear combinations of vectors from the cyclic subspace associated with the datum and with the linear operator of the problem, the solution is…
It is an interesting open problem to achieve adaptive prescribed-time control for strict-feedback systems with unknown and fast or even abrupt time-varying parameters. In this paper we present a solution with the aid of several design and…
We consider a class of optimal control problems, with finite or infinite horizon, for a continuous-time Markov chain with finite state space. In this case, the control process affects the transition rates. We suppose that the controlled…
This work proposes an open-loop methodology to solve chance constrained stochastic optimal control problems for linear systems with a stochastic control matrix. We consider a joint chance constraint for polytopic time-varying target sets…
Consider a discrete-time system in which a centralized controller (CC) is tasked with assigning at each time interval (or slot) K resources (or servers) to K out of M>=K nodes. When assigned a server, a node can execute a task. The tasks…
This paper is concerned with the linear quadratic optimal control problem for networked system simultaneously with input delay and Markovian dropout. Different from the results in the literature, we consider the hold-input strategy, which…