Related papers: Stabilizing Rate of Stochastic Control Systems
We study an iterative regularization method of optimal control problems with control constraints. The regularization method is based on generalized Bregman distances. We provide convergence results under a combination of a source condition…
In the present paper a lattice Boltzmann scheme is presented which exhibits an increased stability and accuracy with respect to standard single- or multi-relaxation-time (MRT) approaches. The scheme is based on a single-relaxation-time…
We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…
This work aims to control the dynamics of certain non-Newtonian fluids in a bounded domain of $\mathbb{R}^d$, $d=2,3$ perturbed by a multiplicative Wiener noise, the control acts as a predictable distributed random force, and the goal is to…
We solve a linear quadratic optimal control problem for sampled-data systems with stochastic delays. The delays are stochastically determined by the last few delays. The proposed optimal controller can be efficiently computed by iteratively…
This note studies the robust output feedback stabilization problem of multi-input multi-output invertible nonlinear systems with output-dependent multipliers. An "ideal" state feedback is first designed under certain mild assumptions. Then,…
We present a novel continuous-time control strategy to exponentially stabilize an eigenstate of a Quantum Non-Demolition (QND) measurement operator. In open-loop, the system converges to a random eigenstate of the measurement operator. The…
Different from most of the previous works, this paper provides a thorough solution to the fundamental problems of linear-quadratic (LQ) control and stabilization for discrete-time mean-field systems under basic assumptions. Firstly, the…
This work uses the entropy-regularised relaxed stochastic control perspective as a principled framework for designing reinforcement learning (RL) algorithms. Herein agent interacts with the environment by generating noisy controls…
In this paper we consider the problem of finding stable maxima of expensive (to evaluate) functions. We are motivated by the optimisation of physical and industrial processes where, for some input ranges, small and unavoidable variations in…
This paper studies a stabilization problem for linear MIMO systems subject to external perturbation that further requires the closed-loop system render a specified gain from the external perturbation to the output. The problem arises from…
In this paper we develop linear transfer Perron Frobenius operator-based approach for optimal stabilization of stochastic nonlinear system. One of the main highlight of the proposed transfer operator based approach is that both the theory…
We consider a discrete-time linear quadratic Gaussian networked control setting where the (full information) observer and controller are separated by a fixed-rate noiseless channel. The minimal rate required to stabilize such a system has…
We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability properties are not enough in general to conclude stability…
This paper, the second of a two-part series, presents a method for mean-field feedback stabilization of a swarm of agents on a finite state space whose time evolution is modeled as a continuous time Markov chain (CTMC). The resulting…
We consider the control of semilinear stochastic partial differential equations (SPDEs) via deterministic controls. In the case of multiplicative noise, existence of optimal controls and necessary conditions for optimality are derived. In…
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…
In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…
It is well known that stability is the most fundamental nature with regard to a control system, in view of this, the stabilization becomes an inevitable control problem. This article mainly discusses the optimal control and stabilization…
This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…