Related papers: Optimal Control for Minimizing Inescapable Ellipso…

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…

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…

A continuous optimal control problem governed by an elliptic variational inequality was considered in Boukrouche-Tarzia, Comput. Optim. Appl., 53 (2012), 375-392 where the control variable is the internal energy $g$. It was proved the…

Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…

We consider the problem of designing a feedback controller that guides the input and output of a linear time-invariant system to a minimizer of a convex optimization problem. The system is subject to an unknown disturbance that determines…

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

This paper presents novel polytopic and interval observer designs for uncertain linear continuous-time (CT) and discrete-time (DT) systems subjected to bounded disturbances and noise. Our approach guarantees enclosure of the true state and…

In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…

This paper studies a time optimal control problem with control constraints of the rectangular type for the linear multi-input time-varying ordinary differential equations. The aims of this study are to establish certain necessary and…

The invariant ellipsoid method is aimed at minimization of the smallest invariant and attractive set of a linear control system operating under bounded external disturbances. This paper extends this technique to a class of the so-called…

Robust design of autonomous systems under uncertainty is an important yet challenging problem. This work proposes a robust controller that consists of a state estimator and a tube based predictive control law. The class of linear systems…

This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…

This paper is devoted to the stabilization problem for nonlinear driftless control systems by means of a time-varying feedback control. It is assumed that the vector fields of the system together with their first order Lie brackets span the…

We present safe control of partially-observed linear time-varying systems in the presence of unknown and unpredictable process and measurement noise. We introduce a control algorithm that minimizes dynamic regret, i.e., that minimizes the…

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…

This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…

While the design of optimal peak-to-peak controllers/observers for linear systems is known to be a difficult problem, this problem becomes interestingly much easier in the context of interval observers because of the positive nature of the…

This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…

This paper presents a synthesis approach aiming to guarantee a minimum upper-bound for the time taken to reach a target set of non-zero measure that encompasses the origin, while taking into account uncertainties and input and state…