Related papers: A Novel State-Centric Necessary Condition for Time…
This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…
This paper addresses a structural design problem in control systems, and explicitly takes into consideration the possible application to large-scale systems. More precisely, we aim to determine and characterize the minimum number of…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…
We propose a certainty-equivalence scheme for adaptive control of scalar linear systems subject to additive, i.i.d. Gaussian disturbances and bounded control input constraints, without requiring prior knowledge of the bounds of the system…
The main contributions of this paper are three fold. First, our primary concern is to investigate a class of stochastic recursive delayed control problems which arise naturally with sound backgrounds but have not been well-studied yet. For…
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 introduce an alternative approach for the analysis and numerical approximation of the optimal feedback control mapping. It consists in looking at a typical optimal control problem in such a way that feasible controls are mappings…
This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…
We give answer to an open question by proving a sufficient optimality condition for state-linear optimal control problems with time delays in state and control variables. In the proof of our main result, we transform a delayed state-linear…
This paper presents a novel two-level control architecture for a fully autonomous vehicle in a deterministic environment, which can handle traffic rules as specifications and low-level vehicle control with real-time performance. At the top…
In this paper, we present an equivalent convex optimization formulation for discrete-time stochastic linear systems subject to linear chance constraints, alongside a tight convex relaxation for quadratic chance constraints. By lifting the…
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…
In this paper, the tracking control problem of a class of uncertain Euler-Lagrange systems subjected to unknown input delay and bounded disturbances is addressed. To this front, a novel delay dependent control law, referred as Adaptive…
From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…
Connected and automated vehicles (CAVs) provide the most intriguing opportunity to improve energy efficiency, traffic flow, and safety. In earlier work, we addressed the constrained optimal coordination problem of CAVs at different traffic…
This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
In this paper, a novel online, output-feedback, critic-only, model-based reinforcement learning framework is developed for safety-critical control systems operating in complex environments. The developed framework ensures system stability…
We develop a novel decentralized control method for a network of perturbed linear systems with dynamical couplings subject to Signal Temporal Logic (STL) specifications. We first transform the STL requirements into set containment problems…
This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…