Related papers: Minimax Linear Regulator Problems for Positive Sys…
We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…
We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…
A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…
This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…
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…
The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…
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…
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…
Standard model-based control design deteriorates when the system dynamics change during operation. To overcome this challenge, online and adaptive methods have been proposed in the literature. In this work, we consider the class of…
Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…
A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…
The linear quadratic regulator problem is central in optimal control and was investigated since the very beginning of control theory. Nevertheless, when it includes affine state constraints, it remains very challenging from the classical…
In this paper, we study a class of finite-time control problems for discrete-time positive linear systems with time-varying state parameters. Although several interesting control problems appearing in population biology, economics, and…
Stochastic optimal control usually requires an explicit dynamical model with probability distributions, which are difficult to obtain in practice. In this work, we consider the linear quadratic regulator (LQR) problem of unknown linear…
Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…
This paper addresses the positive synchronization of interconnected systems on undirected graphs. For homogeneous positive systems, a static feedback protocol design is proposed, based on the Linear Regulator problem. The solution to the…
The linear-quadratic regulator (LQR) is an efficient control method for linear and linearized systems. Typically, LQR is implemented in minimal coordinates (also called generalized or "joint" coordinates). However, other coordinates are…
Stabilization of linear systems with unknown dynamics is a canonical problem in adaptive control. Since the lack of knowledge of system parameters can cause it to become destabilized, an adaptive stabilization procedure is needed prior to…
This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…