Related papers: On Riccati contraction in time-varying linear-quad…
This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In…
We study the infinite horizon Linear-Quadratic problem and the associated algebraic Riccati equations for systems with unbounded control actions. The operator-theoretic context is motivated by composite systems of Partial Differential…
The determination of exponentially stable equilibria and their basin of attraction for a dynamical system given by a general autonomous ordinary differential equation can be achieved by means of a contraction metric. A contraction metric is…
In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences. We propose…
This letter addresses optimal controller design for periodic linear time-varying systems under unknown-but-bounded disturbances. We introduce differential Lyapunov-type equations to describe time-varying inescapable ellipsoids and define an…
The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…
In this paper, the reinforcement learning (RL)-based optimal control problem is studied for multiplicative-noise systems, where input delay is involved and partial system dynamics is unknown. To solve a variant of Riccati-ZXL equations,…
In this work, we study a class of mean-field linear quadratic Gaussian (LQG) problems. Under suitable conditions, explicit solutions of the distribution-dependent optimal control problems are obtained. Riccati systems are derived by…
Time-optimal control of a multi-rotor remains an open problem due to the under-actuation and nonlinearity of its dynamics, which make it difficult to solve this problem directly. In this paper, the time-optimal control problem of the…
A mixed linear quadratic (MLQ, for short) optimal control problem is considered. The controlled stochastic system consists of two diffusion processes which are in different time horizons. There are two control actions: a standard control…
We study a linear-quadratic, optimal control problem on a discrete, finite time horizon with distributional ambiguity, in which the cost is assessed via Conditional Value-at-Risk (CVaR). We take steps toward deriving a scalable dynamic…
We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We exhibit a control strategy which is optimal to within a multiplicative constant. While most authors find…
This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We…
We present an approach for the optimization of irrigation in a Richards' equation framework. We introduce a proper cost functional, aimed at minimizing the amount of water provided by irrigation, at the same time maximizing the root water…
This paper studies an infinite time horizon LQR optimal control problem for a system describing, within a linear approximation, the vertical oscillations of a floating solid, coupled to the motion of the free boundary fluid on which it…
An oblique projections based feedback stabilizability result in the literature is extended to a larger class of reaction-convection terms. A discussion is presented including a comparison between explicit oblique projections base feedback…
The Riccati equation method is used to establish some new oscillatory criteria for the hamiltonian systems in a new direction, which is to break the positive definiteness restriction imposed on one of coefficients of the hamiltonian system.…
Contraction theory is an analytical tool to study differential dynamics of a non-autonomous (i.e., time-varying) nonlinear system under a contraction metric defined with a uniformly positive definite matrix, the existence of which results…
The aim of this paper is to give some existence results of optimal control of robotic systems with a Riemannian geometric view, and derive a formulation of the PMP using the intrinsic geometry of the configuration space. Applying this…
In many iterative optimization methods, fixed-point theory enables the analysis of the convergence rate via the contraction factor associated with the linear approximation of the fixed-point operator. While this factor characterizes the…