Related papers: The infinite-dimensional dissipation inequality
We consider the problem of minimizing the supplied energy of infinite-dimensional linear port-Hamiltonian systems and prove that optimal trajectories exhibit the turnpike phenomenon towards certain subspaces induced by the dissipation of…
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…
Equilibrium-independent dissipativity (EID) is a recently introduced system property which requires a system to be dissipative with respect to any forced equilibrium configuration. This paper is a detailed examination of EID with quadratic…
A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
Problem of damping of an arbitrary number of linear oscillators under common bounded control is considered. We are looking for a feedback control steering the system to the equilibrium. The obtained control is asymptotically optimal: the…
This paper presents a novel numerical optimisation method for infinite dimensional optimisation. The functional optimisation makes minimal assumptions about the functional and without any specific knowledge on the derivative of the…
It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…
We formulate and study the infinite dimensional linear programming (LP) problem associated with the deterministic discrete time long-run average criterion optimal control problem. Along with its dual, this LP problem allows one to…
This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…
The use of fractional momentum operators and fractionary kinetic energy used to model linear damping in dissipative systems such as resistive circuits and a spring-mass ensambles was extended to a quantum mechanical formalism. Three…
We obtain some important fundamental inequalities concerning the long time behavior of high order derivatives for solutions of some dissipative systems in terms of their $L^2$ algebraic decay. Some of these inequalities have not been…
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…
We derive an inequality for the linear entropy, that gives sharp bounds for all finite dimensional systems. The derivation is based on generalised Bloch decompositions and provides a strict improvement for the possible distribution of…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
The goal of this paper is to investigate new and simple convergence analysis of dynamic programming for linear quadratic regulator problem of discrete-time linear time-invariant systems. In particular, bounds on errors are given in terms of…
A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…
We study the energy flow of dissipative dynamics on infinite lattices, allowing the total energy to be infinite and considering formally gradient dynamics. We show that in spatial dimensions 1,2, the flow is for almost all times arbitrarily…
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…
Finite-time linear-quadratic control of partial differential-algebraic equations (PDAEs) is considered. The discussion is restricted to those that are radial with index $0$; this corresponds to a nilpotency degree of 1. We establish the…
We derive direct data-driven dissipativity analysis methods for Linear Parameter-Varying (LPV) systems using a single sequence of input-scheduling-output data. By means of constructing a semi-definite program subject to linear matrix…