Related papers: Infinite-horizon controllability scores for linear…
In this paper, motivated by the study of optimal control problems for infinite dimensional systems with endpoint state constraints, we introduce the notion of finite codimensional (exact/approximate) controllability. Some equivalent…
We design a new feedback law to stabilize a linear infinite-dimensional control system, where the state operator generates a C0-group and the control operator is unbounded. Our feedback law is based on the integration of a mutated Gramian…
We consider dynamic games with linear dynamics and quadratic objective functions. We observe that the unconstrained open-loop Nash equilibrium coincides with a linear quadratic regulator in an augmented space, thus deriving an explicit…
This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…
In this paper, we study the exact controllability and stabilization of a system of two wave equations coupled by velocities with an internal, local control acting on only one equation. We distinguish two cases. In the first one, when the…
Safety-critical cyber-physical systems require control strategies whose worst-case performance is robust against adversarial disturbances and modeling uncertainties. In this paper, we present a framework for approximate control and learning…
Model Predictive Control has emerged as a popular tool for robots to generate complex motions. However, the real-time requirement has limited the use of hard constraints and large preview horizons, which are necessary to ensure safety and…
This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…
In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…
In this paper, we prove both necessary and sufficient maximum principles for infinite horizon discounted control problems of stochastic Volterra integral equations with finite delay and a convex control domain. The corresponding adjoint…
We consider an optimal stochastic impulse control problem over an infinite time horizon motivated by a model of irreversible investment choices with fixed adjustment costs. By employing techniques of viscosity solutions and relying on…
Controlling complex dynamical systems has been a topic of considerable interest in academic circles in recent decades. While existing works have primarily focused on closed-loop control schemes with infinite-time durations, this paper…
This paper studies a system of $m$ variational inequalities with interconnected obstacles in infinite horizon associated to optimal multi-modes switching problems. Our main result is the existence and uniqueness of a continuous solution in…
In this paper, we consider the control problem with the Average-Value-at-Risk (AVaR) criteria of the possibly unbounded $L^{1}$-costs in infinite horizon on a Markov Decision Process (MDP). With a suitable state aggregation and by choosing…
In this paper, we consider the problem of tuning the edge weights of a networked system described by linear time-invariant dynamics. We assume that the topology of the underlying network is fixed and that the set of feasible edge weights is…
Generalising the idea of the classical EM algorithm that is widely used for computing maximum likelihood estimates, we propose an EM-Control (EM-C) algorithm for solving multi-period finite time horizon stochastic control problems. The new…
This paper introduces a novel approach in designing prediction horizons on a generalized predictive control for a DC/DC boost converter. This method involves constructing a closed-loop system model and assessing the impact of different…
This paper studies the stability of covariance-intersection (CI)-based distributed Kalman filtering in time-varying systems. For the general time-varying case, a relationship between the error covariance and the observability Gramian is…
In this paper we investigate the convergence of the Policy Iteration Algorithm (PIA) for a class of general continuous-time entropy-regularized stochastic control problems. In particular, instead of employing sophisticated PDE estimates for…
The solution of a constrained linear-quadratic regulator problem is determined by the set of its optimal active sets. We propose an algorithm that constructs this set of active sets for a desired horizon N from that for horizon N-1. While…