Related papers: LQ-OCP: Energy-Optimal Control for LQ Problems
Presented is an algorithm to synthesize an infinite-horizon LQR optimal feedback controller for continuous-time systems. The algorithm does not require knowledge of the system dynamics, but instead uses only a finite-length sampling of…
In this paper, the open-loop, closed-loop, and weak closed-loop solvability for discrete-time linear-quadratic (LQ) control problem is considered due to the fact that it is always open-loop optimal solvable if the LQ control problem is…
This work addresses the ecological-adaptive cruise control problem for connected electric vehicles by a computationally efficient robust control strategy. The problem is formulated in the space-domain with a realistic description of the…
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…
In this paper, we solve the long-standing fundamental problem of irregular linear--quadratic (LQ) optimal control, which has received significant attention since the 1960s. We derive the optimal controllers via the key technique of finding…
Flying robots such as the quadrotor could provide an efficient approach for medical treatment or sensor placing of wild animals. In these applications, continuously targeting the moving animal is a crucial requirement. Due to the…
This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…
We describe an optimal adversarial attack formulation against autoregressive time series forecast using Linear Quadratic Regulator (LQR). In this threat model, the environment evolves according to a dynamical system; an autoregressive model…
Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…
This paper revisits the problem of optimal control law design for linear systems using the global optimal control framework introduced by Vadim Krotov. Krotov's approach is based on the idea of total decomposition of the original optimal…
In this study, we introduce numerical methods for discretizing continuous-time linear-quadratic optimal control problems (LQ-OCPs). The discretization of continuous-time LQ-OCPs is formulated into differential equation systems, and we can…
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…
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…
We propose an energy-optimized invariant energy quadratization method to solve the gradient flow models in this paper, which requires only one linear energy-optimized step to correct the auxiliary variables on each time step. In addition to…
We investigate the discrete-time stochastic linear quadratic control problem for a population of cooperative agents under the hard equality constraint on total control inputs, motivated by demand response in renewable energy systems. We…
Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.
Feedback control problems involving autonomous quadratic systems are prevalent, yet there are only a limited number of software tools available for approximating their solution due to the complexity of the problem. This paper represents a…
We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…
This paper investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noises. We formulate the stochastic LQR problem as a nonconvex…
Real-time optimal control remains a fundamental challenge in robotics, especially for nonlinear systems with stringent performance requirements. As one of the representative trajectory optimization algorithms, the iterative Linear Quadratic…