Related papers: Distributed Solving of Linear Quadratic Optimal Co…
This paper addresses the mean-square optimal control problem for \a class of discrete-time linear systems with a quasi-colored control-dependent multiplicative noise via output feedback. The noise under study is novel and shown to have…
Distributed optimization finds applications in large-scale machine learning, data processing and classification over multi-agent networks. In real-world scenarios, the communication network of agents may encounter latency that may affect…
Quantum optimal control for gate optimization aims to provide accurate, robust, and fast pulse sequences to achieve gate fidelities on quantum systems below the error correction threshold. Many methods have been developed and successfully…
We study the distributed Linear Quadratic Gaussian (LQG) control problem in discrete-time and finite-horizon, where the controller depends linearly on the history of the outputs and it is required to lie in a given subspace, e.g. to possess…
This paper examines stochastic optimal control problems in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing L\'evy process. We provide dynamic programming…
We investigate the asymptotic properties of a finite-time horizon linear-quadratic optimal control problem driven by a multiscale stochastic process with multiplicative Brownian noise. We approach the problem by considering the associated…
This paper considers an internal model based distributed control approach to the cooperative output regulation problem of heterogeneous linear time-invariant multiagent systems over fixed directed communication graph topologies. First, a…
In networked control systems, often the sensory signals are quantized before being transmitted to the controller. Consequently, performance is affected by the coarseness of this quantization process. Modern communication technologies allow…
Understanding the optimization landscape of linear quadratic regulation (LQR) problems is fundamental to the design of efficient reinforcement learning solutions. Recent work has made significant progress in characterizing the landscape of…
This paper is concerned with a stochastic linear quadratic (LQ, for short) control problem with a recursive cost functional. It involves BSDEs in $L^1$ whose well-posedness is a subtle issue. A suitable framework has been adopted so that…
In this contribution, we introduce an efficient method for solving the optimal control problem for an unconstrained nonlinear switched system with an arbitrary cost function. We assume that the sequence of the switching modes are given but…
This paper proposes distributed algorithms for solving linear equations to seek a least square solution via multi-agent networks. We consider that each agent has only access to a small and imcomplete block of linear equations rather than…
In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…
In this paper, a multi-agent coordination problem with steady-state regulation constraints is investigated for a class of nonlinear systems. Unlike existing leader-following coordination formulations, the reference signal is not given by a…
We study the closed-loop solvability of a stochastic linear quadratic optimal control problem for systems governed by stochastic evolution equations. This solvability is established by means of solvability of the corresponding Riccati…
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…
This paper investigates the properties of the solutions of the generalised discrete algebraic Riccati equation arising from the solution of the classic infinite-horizon linear quadratic control problem. In particular, a geometric analysis…
We consider optimal control of decentralized LQG problems for plants controlled by two players having asymmetric information sharing patterns between them. In one scenario, players are assumed to have a bidirectional error-free, unlimited…
A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…
This paper presents an explicit solution to a two player distributed LQR problem in which communication between controllers occurs across a communication link with varying delay. We extend known dynamic programming methods to accommodate…