Related papers: $\mathcal{H}_\infty$ model order reduction for qua…
We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…
This paper focuses on robust stability and $H_\infty$ performance analyses of hybrid continuous/discrete time linear multi-rate control systems in the presence of parametric uncertainties. These affect the continuous-time plant in a…
This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown systems. First, an off-line algorithm is estabilished to obtain…
In projection-based model order reduction, a reduced-order approximation of the original full-order system is obtained by projecting it onto a reduced subspace that contains its dominant characteristics. The problem of frequency-weighted…
The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and $H_\infty$ optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as…
Robustness and reliability are two key requirements for developing practical quantum control systems. The purpose of this paper is to design a coherent feedback controller for a class of linear quantum systems suffering from Markovian…
Battery thermal management system is an indispensable part of the electric vehicles working with Lithium-ion batteries. Accordingly, lithium-ion batteries modeling, battery heat generation, and thermal management are the main focus of…
The limit order book (LOB) depicts the fine-grained demand and supply relationship for financial assets and is widely used in market microstructure studies. Nevertheless, the availability and high cost of LOB data restrict its wider…
We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…
Time-dependent partial differential equations are ubiquitous in physics-based modeling, but they remain computationally intensive in many-query scenarios, such as real-time forecasting, optimal control, and uncertainty quantification.…
We propose a model order reduction approach for balanced truncation of linear switched systems. Such systems switch among a finite number of linear subsystems or modes. We compute pairs of controllability and observability Gramians…
We explore order reduction techniques for solving the algebraic Riccati equation (ARE), and investigating the numerical solution of the linear-quadratic regulator problem (LQR). A classical approach is to build a surrogate low dimensional…
This paper presents a novel model order reduction technique tailored for power systems with a large share of inverter-based energy resources. Such systems exhibit an increased level of dynamic stiffness compared to traditional power…
A weighted summation of Integral of Time Multiplied Absolute Error (ITAE) and Integral of Squared Controller Output (ISCO) minimization based time domain optimal tuning of fractional-order (FO) PID or PI{\lambda}D{\mu} controller is…
In most real cases transition probabilities between operational modes of Markov jump linear systems cannot be computed exactly and are time-varying. We take into account this aspect by considering Markov jump linear systems where the…
The proper orthogonal decomposition reduced-order models (POD-ROMs) have been widely used as a computationally efficient surrogate models in large-scale numerical simulations of complex systems. However, when it is applied to a Hamiltonian…
This paper proposes a novel lifting method which converts the standard discrete-time linear periodic system to an augmented linear time-invariant system. The linear quadratic optimal control is then based on the solution of the…
Spatiotemporally chaotic systems, such as the solutions of some nonlinear partial differential equations, are dynamical systems that evolve toward a lower dimensional manifold. This manifold has an intricate geometry with heterogeneous…
We address the problem of combined stochastic and impulse control for a market maker operating in a limit order book. The problem is formulated as a Hamilton-Jacobi-Bellman quasi-variational inequality (HJBQVI). We propose an implicit…
Balanced truncation is one of the most common model order reduction schemes. In this paper, we study finite-frequency model order reduction (FF-MOR) problems of linear continuous-time systems within the framework of balanced truncation…