Related papers: The Euler-Lagrange equation and optimal control: P…
We investigate feedback control of linear quantum systems subject to feedback-loop time delays. In particular, we examine the relation between the potentially achievable control performance and the time delays, and provide theoretical…
Considering discrete-time linear time-varying systems with unknown dynamics, controllers guaranteeing bounded closed-loop trajectories, optimal performance and robustness to process and measurement noise are designed via convex feasibility…
A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…
We consider a control problem where the state must reach asymptotically a target while paying an integral payoff with a non-negative Lagrangian. The dynamics is just continuous, and no assumptions are made on the zero level set of the…
This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…
This paper is devoted to the controllability of a general linear hyperbolic system in one space dimension using boundary controls on one side. Under precise and generic assumptions on the boundary conditions on the other side, we previously…
We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…
This paper introduces a framework for quantitative characterization of the controllability of time-varying linear systems (or networks) in terms of input novelty. The motivation for such an approach comes from the study of biophysical…
This paper considers the class of deterministic continuous-time optimal control problems (OCPs) with piecewise-affine (PWA) vector field, polynomial Lagrangian and semialgebraic input and state constraints. The OCP is first relaxed as an…
Many applications require solving non-linear control problems that are classically not well behaved. This paper develops a simple and efficient chattering algorithm that learns near optimal decision policies through an open-loop feedback…
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
This letter explores intelligent scheduling of sensor-to-controller communication in networked control systems, particularly when data transmission incurs a cost. While the optimal controller in a standard linear quadratic Gaussian (LQG)…
In this paper we present a direct adaptive control method for a class of uncertain nonlinear systems with a time-varying structure. We view the nonlinear systems as composed of a finite number of ``pieces,'' which are interpolated by…
This paper addresses the time-optimal control problem for a class of control systems which includes controlled mechanical systems with possible dissipation terms. The Lie algebras associated with such mechanical systems enjoy certain…
In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…
This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…
In this paper, the solvability of discrete-time stochastic linear-quadratic (LQ) optimal control problem in finite horizon is considered. Firstly, it shows that the closed-loop solvability for the LQ control problem is optimal if and only…
We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By…
The positive-real and bounded-real lemmas solve two important linear-quadratic optimal control problems for passive and non-expansive systems, respectively. The lemmas assume controllability, yet a passive or non-expansive system can be…