Related papers: Stabilization and Optimal Control of Interconnecte…
We establish the existence of both optimal relaxed controls and strict optimal controls for systems driven by Reflected Stochastic Differential Equations RSDEs. Our approach is based on weak convergence techniques for the associated RSDEs…
This work presents the solution to a class of decentralized linear quadratic state-feedback control problems, in which the plant and controller must satisfy the same combination of delay and sparsity constraints. Using a novel decomposition…
This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with conditional mean-field term in a switching regime environment. The orthogonal decomposition introduced in [21] has…
This paper gives an overview of the control of distributed-parameter systems using normal forms. Considering linear controllable PDE-ODE systems of hyperbolic type, two methods derive tracking controllers by mapping the system into a form…
This paper studies the partially observed stochastic optimal control problem for systems with state dynamics governed by Partial Differential Equations (PDEs) that leads to an extremely large problem. First, an open-loop deterministic…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
In this work, we propose a rigorous method for implementing predictor feedback controllers in nonlinear systems with unknown and arbitrarily long actuator delays. To address the analytically intractable nature of the predictor, we…
We consider the problem of stabilizing PDE-ODE cascade systems in which the input is applied to the PDE system whose output drives the ODE system. We also consider the dual problem of constructing an observer for ODE-PDE cascade systems in…
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…
Stemmed from the derivation of the optimal control to a stochastic linear-quadratic control problem with Markov jumps, we study one kind of backward stochastic differential equations (BSDEs) that the generator f is affected by a Markovian…
This paper proposes a stabilizing state-feedback control law for vector-valued state systems with a scalar control input, governed by a general class of integral difference equations that incorporate both pointwise and distributed input…
This paper investigates the problem of data-driven stabilization for linear discrete-time switched systems with unknown switching dynamics. In the absence of noise, a data-based state feedback stabilizing controller can be obtained by…
We address the control of Partial Differential equations (PDEs) with unknown parameters. Our objective is to devise an efficient algorithm capable of both identifying and controlling the unknown system. We assume that the desired PDE is…
Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the…
Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…
In a recent article, we presented a framework to control nonlinear partial differential equations (PDEs) by means of Koopman operator based reduced models and concepts from switched systems. The main idea was to transform a control system…
This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…
We study in this paper the wellposedness of path-dependent multidimensional forward-backward stochastic differential equations (FBSDE). By path-dependent we mean that the coefficients of the forward-backward SDE at time t can depend on the…
To stabilize PDE models, control laws require space-dependent functional gains mapped by nonlinear operators from the PDE functional coefficients. When a PDE is nonlinear and its "pseudo-coefficient" functions are state-dependent, a…
Selected results for the stability and optimal control of abstract switched systems in Banach and Hilbert space are reviewed. The dynamics are typically given in a piecewise sense by a family of nonlinearly perturbed evolutions of strongly…