Related papers: LQR control for a system describing the interactio…
This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…
We consider transport processes that are modeled by first order hyperbolic partial differential equations. Our goal is to find a full state feedback that makes a given reference profile locally asymptotically stable. To accomplish this we…
An optimal control law for networked control systems with a discrete-time linear time-invariant (LTI) system as plant and networks between sensor and controller as well as between controller and actuator is proposed. This controller is…
This paper focuses on indefinite stochastic mean-field linear-quadratic (MF-LQ, for short) optimal control problems, which allow the weighting matrices for state and control in the cost functional to be indefinite. The solvability of…
We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…
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 article concerns the problem of computing solutions to state-constrained optimal control problems whose trajectory is affected by a flow field. This general mathematical framework is particularly pertinent to the requirements…
The inviscid multi-layer quasi-geostrophic equations are considered over an arbitrary bounded domain. The no-flux but non-homogeneous boundary conditions are imposed to accommodate the free fluctuations of the top and layer interfaces.…
In this investigation we use a simple model of the dynamics of an inviscid vortex sheet given by the Birkhoff-Rott equation to obtain fundamental insights about the potential for stabilization of shear layers using feedback control. As…
We consider optimal control problems of systems governed by stationary, incompressible generalized Navier-Stokes equations with shear dependent viscosity in a two-dimensional or three-dimensional domain. We study a general class of…
Contraction properties of the Riccati operator are studied within the context of non-stationary linear-quadratic optimal control. A lifting approach is used to obtain a bound on the rate of strict contraction, with respect to the Riemannian…
This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…
This paper concerns feedback stabilization of point vortex equilibria above an inclined thin plate and a three-plate configuration known as the Kasper Wing in the presence of an oncoming uniform flow. The flow is assumed to be potential and…
Algebraically speaking, linear time-invariant (LTI) systems can be considered as modules. In this framework, controllability is translated as the freeness of the system module. Optimal control mainly relies on quadratic Lagrangians and the…
We establish the turnpike property for linear quadratic control problems for which the control operator is admissible and may be unbounded, under quite general and natural assumptions. The turnpike property has been well studied for bounded…
Time-dependent free surface problem for the incompressible Navier-Stokes equations which describes the motion of viscous incompressible fluid nearly half-space are considered. We obtain global well-posedness of the problem for a small…
We study the linear-quadratic control problem for a class of non-exchangeable mean-field systems, which model large populations of heterogeneous interacting agents. We explicitly characterize the optimal control in terms of a new…
In this paper, we formulate a general time-inconsistent stochastic linear--quadratic (LQ) control problem. The time-inconsistency arises from the presence of a quadratic term of the expected state as well as a state-dependent term in the…
In this paper, a sub-optimal boundary control strategy for a free boundary problem is investigated. The model is described by a non-smooth convection-diffusion equation. The control problem is addressed by an instantaneous strategy based on…
With the outstanding performance of policy gradient (PG) method in the reinforcement learning field, the convergence theory of it has aroused more and more interest recently. Meanwhile, the significant importance and abundant theoretical…