Related papers: The infinite-dimensional dissipation inequality
The optimal adaptive control of a linear system in a signal-plus-noise setting with infinite horizon LQ regulator cost is studied. The class of partially observed linear systems for which the certainty equivalence property holds is…
This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…
We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…
Distributed optimal control is known to be challenging and can become intractable even for linear-quadratic regulator problems. In this work, we study a special class of such problems where distributed state feedback controllers can give…
The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…
We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…
In this paper we characterize the definiteness of the discrete symplectic system, study a nonhomogeneous discrete symplectic system, and introduce the minimal and maximal linear relations associated with these systems. Fundamental…
The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…
This paper considers the linear-quadratic dual control problem where the system parameters need to be identified and the control objective needs to be optimized in the meantime. Contrary to existing works on data-driven linear-quadratic…
We identify a class maximal dissipative solutions to models of compressible viscous fluids that maximize the energy dissipation rate. Then we show that any maximal dissipative solution approaches an equilibrium state for large times.
We analyze in this paper the effect of the well known intelligent proportional controller on the stability of linear control systems. Inspired by the literature on neutral time delay systems and advanced type systems, we derive sufficient…
A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a…
This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…
We consider a mean-field control problem with linear dynamics and quadratic control. We apply the vanishing viscosity method: we add a (regularizing) heat diffusion with a small viscosity coefficient and let such coefficient go to zero. The…
Controlled one-dimensional diffusion processes, with infinitesimal variance (instead of the infinitesimal mean) depending on the control variable, are considered in an interval located on the positive half-line. The process is controlled…
Finite linear least squares is one of the core problems of numerical linear algebra, with countless applications across science and engineering. Consequently, there is a rich and ongoing literature on algorithms for solving linear least…
We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes…
We study to what extent the detrimental impact of dissipation on quantum properties can be compensated by suitable coherent dynamics. To this end, we develop a general method to determine the control Hamiltonian that optimally counteracts a…
This paper studies the exponential stabilization on infinite dimensional system with impulse controls, where impulse instants appear periodically. The first main result shows that exponential stabilizability of the control system with a…
In present paper we introduce the notion of dissipative quadratic stochastic operator and cubic stochastic operator. We prove necessary conditions for dissipativity of quadratic stochastic operators. Besides, it is studied certain limit…