Related papers: Quadratic-exponential coherent feedback control of…
A new class of cost functionals for optimal control of quantum systems which produces controls which are sparse in frequency and smooth in time is proposed. This is achieved by penalizing a suitable time-frequency representation of the…
Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…
Linear time-invariant control systems can be considered as finitely generated modules over the commutative principal ideal ring $\mathbb{R}[\frac{d}{dt}]$ of linear differential operators with respect to the time derivative. The Kalman…
The challenge of constructing feedback control laws for risk-averse optimal control of partial differential equations (PDEs) with random coefficients is addressed. The control objective composes a tracking-type cost with the nonlinear…
We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…
Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadratic Gaussian (LQG) is a widely-used setting, where the…
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
This paper considers the application of integral Linear Quadratic Gaussian (LQG) optimal control theory to a problem of cavity locking in quantum optics. The cavity locking problem involves controlling the error between the laser frequency…
Recent theoretical and experimental investigations of coherent feedback control, the feedback control of a quantum system with another quantum system, has raised the important problem of how to synthesize a class of quantum systems, called…
This paper addresses a risk-constrained decentralized stochastic linear-quadratic optimal control problem with one remote controller and one local controller, where the risk constraint is posed on the cumulative state weighted variance in…
Quantum feedback is assuming increasingly important role in quantum control and quantum information processing. In this work we analyze the application of such feedback techniques in eliminating decoherence in open quantum systems. In order…
This paper discusses fully coherent quantum feedback control, in which the sensors, controller, and actuators are quantum systems and interact coherently with the system to be controlled: as a result, the entire feedback loop is coherent.…
In networked control systems, often the sensory signals are quantized before being transmitted to the controller. Consequently, performance is affected by the coarseness of this quantization process. Modern communication technologies allow…
This paper investigates the stochastic linear quadratic (LQ, for short) optimal control problem of Markov regime switching system. The representation of the cost functional for the stochastic LQ optimal control problem of Markov regime…
This paper is concerned with infinite-horizon growth rates of quadratic-exponential functionals (QEFs) for linear quantum stochastic systems driven by multichannel bosonic fields. Such risk-sensitive performance criteria impose an…
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…
We consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under the assumption that system parameters are unknown. To solve the problem in the model free setting, we propose the…
Consider a linear quadratic regulator (LQR) problem being solved in a model-free manner using the policy gradient approach. If the gradient of the quadratic cost is being transmitted across a rate-limited channel, both the convergence and…
In this paper, the solvability of discrete-time stochastic linear-quadratic (LQ) optimal control problem in finite horizon is considered. Firstly, it shows that the closed-loop solvability for the LQ control problem is optimal if and only…