Related papers: LQR control for a system describing the interactio…
Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…
The purpose of this paper is to close the remaining gaps in the understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of…
In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fixed time horizon T tends to infinity. The leading term in…
This paper concerns the viscous and non-resistive MHD systems which govern the motion of electrically conducting fluids interacting with magnetic fields. We consider an initial-boundary value problem for both compressible and…
The floating structure problem describes the interaction between surface water waves and a floating body, generally a boat or a wave energy converter. As shown by Lannes in [18] the equations for the fluid motion can be reduced to a set of…
As it is popular known, Riccati equation is the key basic tool for optimal control in the modern control theory. The solvability conditions of optimal control, stabilization conditions and controller design are all based on the Riccati…
We consider an optimal control problem $\cQ$ governed by an elliptic quasivariational inequality with unilateral constraints. The existence of optimal pairs of the problem is a well known result, see \cite{SS}, for instance. We associate to…
We consider an optimal control problem for the Navier-Stokes system with Navier slip boundary conditions. We denote by $\alpha$ the friction coefficient and we analyze the asymptotic behavior of such a problem as $\alpha\to \infty$. More…
We consider optimal control problems governed by systems describing the unsteady flows of an incompressible second grade fluid with Navier-slip boundary conditions. We prove the existence of an optimal solution and derive the corresponding…
This paper deals with a class of time inconsistent stochastic linear quadratic (SLQ) optimal control problems in Markovian framework. Three notions, i.e., closed-loop equilibrium controls/strategies, open-loop equilibrium controls and their…
We consider the motion of a rigid body immersed in a two-dimensional viscous incompressible fluid with Navierslip-with-friction conditions at the solid boundary. The fluid-solid system occupies the whole plane. We provethe small-time exact…
In this paper, we study an optimal control problem for a viscous Cahn--Hilliard system with zero Neumann boundary conditions in which a hyperbolic relaxation term involving the second time derivative of the chemical potential has been added…
This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…
This article discusses an optimal control problem for a phase field model of two immiscible incompressible fluid flow, incorporating surface tension effects. The optimal control problem is defined with a $L^2$-cost functional and subject to…
We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
This paper presents a sample-efficient, data-driven control framework for finite-horizon linear quadratic (LQ) control of linear time-varying (LTV) systems. In contrast to the time-invariant case, the time-varying LQ problem involves a…
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price…
We study the quadratic regulator problem on a finite time horizon for the wave equation with high internal damping controlled on the boundary by square integrable controls. The approach in this paper transforms the wave equation with high…
In this paper, we study the irregular output feedback linear quadratic (LQ) control problem, which is a continuous work of previous works for irregular LQ control [33] where the state is assumed to be exactly known priori. Different from…