Related papers: Decentralized Control of Linear Systems with Priva…
A study of the linear quadratic (LQ) control problem on a finite time interval for a model equation in Hilbert spaces which comprehends the memory of the inputs was performed recently by the authors. The outcome included a closed-loop…
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…
Based on a recently developed notion of physical realizability for quantum linear stochastic systems, we formulate a quantum LQG optimal control problem for quantum linear stochastic systems where the controller itself may also be a quantum…
In this work, we propose a feedback control based temporal discretization for linear quadratic optimal control problems (LQ problems) governed by controlled mean-field stochastic differential equations. We firstly decompose the original…
We study the linear quadratic Gaussian (LQG) control problem, in which the controller's observation of the system state is such that a desired cost is unattainable. To achieve the desired LQG cost, we introduce a communication link from the…
This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…
This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…
The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…
We consider a decentralized system with multiple controllers and define substitutability of one controller by another in open-loop strategies. We explore the implications of this property on the optimization of closed-loop strategies. In…
In decentralized control systems with linear dynamics, quadratic cost, and Gaussian disturbance (also called decentralized LQG systems) linear control strategies are not always optimal. Nonetheless, linear control strategies are appealing…
We consider the linear quadratic (LQ) optimal control problem for a class of evolution equations in infinite dimensions, in the presence of distributed and nonlocal inputs. Following the perspective taken in our previous research work on…
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…
The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…
This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…
We consider the decentralized control of a discrete-time, linear system subject to exogenous disturbances and polyhedral constraints on the state and input trajectories. The underlying system is composed of a finite collection of…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…
This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…
In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…
This paper explores the decentralized control of linear deterministic systems in which different controllers operate based on distinct state information, and extends the findings to the output feedback scenario. Assuming the controllers…