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This paper investigates the optimal co-design of logical and continuous controls for switched linear systems governed by controlled logical switching dynamics. Unlike traditional switched systems with arbitrary or state-dependent switching,…
A Linear-quadratic optimal control problem is considered for mean-field stochastic differential equations with deterministic coefficients. By a variational method, the optimality system is derived, which turns out to be a linear mean-field…
This paper presents an explicit solution to a two player distributed LQR problem in which communication between controllers occurs across a communication link with varying delay. We extend known dynamic programming methods to accommodate…
This work proposes a solution for the longitudinal and lateral control problem of urban autonomous vehicles using a gain scheduling LPV control approach. Using the kinematic and dynamic vehicle models, a linear parameter varying (LPV)…
In this paper, we study non-homogeneous stochastic linear-quadratic (LQ) optimal control problems with multi-dimensional state and regime switching. We focus on the corresponding stochastic Riccati equation, which is the same as that one in…
We introduce a new problem setting for continuous control called the LQR with Rich Observations, or RichLQR. In our setting, the environment is summarized by a low-dimensional continuous latent state with linear dynamics and quadratic…
The design of direct data-based controllers has become a fundamental part of control theory research in the last few years. In this paper, we consider three classes of data-based state feedback control problems for linear systems. These…
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, we propose a new Robust Nonlinear Quadratic Gaussian (RNQG) controller based on State-Dependent Riccati Equation (SDRE) scheme for continuous-time nonlinear systems. Existing controllers do not account for combined noise and…
This paper presents weighted stochastic Riccati (WSR) equations for designing multiple types of optimal controllers for linear stochastic systems. The stochastic system matrices are independent and identically distributed (i.i.d.) to…
Predictive control, which is based on a model of the system to compute the applied input optimizing the future system behavior, is by now widely used. If the nominal models are not given or are very uncertain, data-driven model predictive…
This paper studies the data-driven control of unknown linear-threshold network dynamics to stabilize the state to a reference value. We consider two types of controllers: (i) a state feedback controller with feed-forward reference input and…
This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…
Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…
In this article, we study a model-free design approach for stochastic linear quadratic (SLQ) controllers. Based on the convexity of the SLQ dual problem and the Karush-Kuhn-Tucker (KKT) conditions, we find the relationship between the…
One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to provide the desired feedback controls for linear quadratic…
Transportation departments take actions to manage traffic flow and reduce travel times based on estimated current and projected traffic conditions. Travel time estimates and forecasts require information on traffic density which are…
A linear non-modal mechanism for transient amplification of perturbation energy is known to trigger sub-critical transition to turbulence in many shear flows. Feedback control strategies for minimizing this transient energy growth can be…
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…
A linear-quadratic optimal control problem for a forward stochastic Volterra integral equation (FSVIE, for short) is considered. Under the usual convexity conditions, open-loop optimal control exists, which can be characterized by the…