Related papers: Optimal Control for Linear Systems with L1-norm co…
We consider the problem of designing a feedback controller which robustly regulates an LTI system to an optimal operating point in the presence of unmeasured disturbances. A general design framework based on so-called optimality models was…
In this paper we are concerned with generalised L 1-minimisation problems, i.e. Bolza problems involving the absolute value of the control with a control-affine dynamics. We establish sufficient conditions for the strong local optimality of…
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…
Second order systems whose drift is defined by the gradient of a given potential are considered, and minimization of the $L^1$-norm of the control is addressed. An analysis of the extremal flow emphasizes the role of singular trajectories…
Continuing the first part of the paper, we consider scalar decentralized average-cost infinite-horizon LQG problems with two controllers. This paper focuses on the slow dynamics case when the eigenvalue of the system is small and prove that…
We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the deterministic framework, we characterize the feasibility of…
Problem of time-optimal control of linear systems with fractional dynamics is treated in the paper from the convex-analytic standpoint. A linear system of fractional differential equations involving Riemann--Liouville derivatives is…
This paper will investigate the infinite horizon optimal control and stabilization problems for the Markov jump linear system (MJLS) subject to control input delay. Different from previous works, for the first time, the necessary and…
We study the stabilization of networked control systems with asynchronous sensors and controllers. Offsets between the sensor and controller clocks are unknown and modeled as parametric uncertainty. First we consider multi-input linear…
This paper studies the set of terminal state covariances that are reachable over a finite time horizon from a given initial state covariance for a linear stochastic system with additive noise. For discrete-time systems, a complete…
Recent work by Mania et al. has proved that certainty equivalent control achieves nearly optimal regret for linear systems with quadratic costs. However, when parameter uncertainty is large, certainty equivalence cannot be relied upon to…
This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…
This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…
This paper considers the optimal control and stabilization problems for networked control systems (NCSs) with asymmetric information. In this NCSs model, the remote controller can receive packet-dropout states of the plant, and the…
The paper presents necessary and sufficient conditions for the order reduction of optimal control systems. Exploring the corresponding Hamiltonian system allows to solve the order reduction problem in terms of dynamical systems,…
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear…
This paper addresses the problems of stabilization, robust control, and observer design for nonlinear systems. We build upon recently a proposed method based on contraction theory and convex optimization, extending the class of systems to…
This paper describes the structure of optimal policies for discounted periodic-review single-commodity total-cost inventory control problems with fixed ordering costs for finite and infinite horizons. There are known conditions in the…
We investigate a limit value of an optimal control problem when the horizon converges to infinity. For this aim, we suppose suitable nonexpansive-like assumptions which does not imply that the limit is independent of the initial state as it…
Existing results on finite-time model predictive control (MPC) often rely on terminal equality constraint, switching inside one-step region, or terminal cost with short control horizon, leading to limited initial feasibility. This paper…