Related papers: Optimal synthesis control for evolution equations …
This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…
Recent progress in reinforcement learning has led to remarkable performance in a range of applications, but its deployment in high-stakes settings remains quite rare. One reason is a limited understanding of the behavior of reinforcement…
We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…
Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…
For various typical cases and situations where the formulation results in an optimal control problem, the Linear Quadratic Regulator (LQR) approach and its variants continue to be highly attractive. In certain scenarios, it can happen that…
This paper presents a novel approach to synthesize dual controllers for unknown linear time-invariant systems with the tasks of optimizing a quadratic cost while reducing the uncertainty. To this end, a synthesis problem is defined where…
In this paper, we study linear-quadratic control problems for stochastic Volterra integral equations with singular and non-convolution-type coefficients. The weighting matrices in the cost functional are not assumed to be non-negative…
An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.…
This paper is concerned with linear-quadratic-Gaussian (LQG) control for a field-mediated feedback connection of a plant and a coherent (measurement-free) controller. Both the plant and the controller are multimode open quantum harmonic…
This paper is concerned with optimal control problems for control systems in continuous time, and interacting particle system methods designed to construct approximate control solutions. Particular attention is given to the linear quadratic…
Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…
H-infinity optimal control and estimation are addressed for a class of systems governed by partial differential equations with bounded input and output operators. Diffusion equations are an important example in this class. Explicit formulas…
This work addresses control problems governed by a semilinear evolution equation with singular memory kernel $\kappa(t)=\alpha e^{-\beta t}\frac{t^{\nu-1}}{\Gamma(\nu)}$, where $\alpha>0, \beta\ge 0$, and $0<\nu<1$. We examine the existence…
Linear-quadratic optimal control problem for systems governed by forward-backward stochastic differential equations has been extensively studied over the past three decades. Recent research has revealed that for forward-backward control…
We consider policy gradient algorithms for the indefinite least squares stationary optimal control, e.g., linear-quadratic-regulator (LQR) with indefinite state and input penalization matrices. Such a setup has important applications in…
Optimal control theory is a promising candidate for a drastic improvement of the performance of quantum information tasks. We explore its ultimate limit in paradigmatic cases, and demonstrate that it coincides with the maximum speed limit…
The linear quadratic Gaussian (LQG) control problem for the linear wave equation on the unit circle with fully distributed actuation and partial state measurements is considered. An analytical solution to a spatial discretization of the…
We present an optimal control problem to guide the selection of morphology classes arising in organic solar cells. The study focuses on phase separation processes in polymer solvent mixtures, with particular attention to solvent evaporation…
The Linear Quadratic Regulator (LQR) framework considers the problem of regulating a linear dynamical system perturbed by environmental noise. We compute the policy regret between three distinct control policies: i) the optimal online…
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…