Related papers: Disturbance Attenuation Regulator II: Stage Bound …
This paper considers the discrete-time, stochastic LQR problem with $p$ steps of disturbance preview information where $p$ is finite. We first derive the solution for this problem on a finite horizon with linear, time-varying dynamics and…
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…
We study, to our knowledge, the first tractable multistage ex-ante distributionally robust regret optimization (DRRO) formulation for stochastic control. We consider finite-horizon LQR under common stage-law ambiguity: disturbances are…
This paper develops systematically the output feedback exponential stabilization for a one-dimensional unstable/anti-stable wave equation where the control boundary suffers from both internal nonlinear uncertainty and external disturbance.…
We consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under the assumption that system parameters are unknown. To solve the problem in the model free setting, we propose the…
This paper is concerned with the design of a linear control law for linear systems with stationary additive disturbances. The objective is to find a state feedback gain that minimizes a quadratic stage cost function, while observing chance…
This paper investigates the distributionally robust filtering of signals generated by state-space models driven by exogenous disturbances with noisy observations in finite and infinite horizon scenarios. The exact joint probability…
The risk-neutral LQR controller is optimal for stochastic linear dynamical systems. However, the classical optimal controller performs inefficiently in the presence of low-probability yet statistically significant (risky) events. The…
This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…
This paper addresses the design of finite-dimensional feedback control laws for linear discrete-time fractional-order systems with additive state disturbance. A set of sufficient conditions are provided to guarantee convergence of the state…
We address the output regulation problem for a general class of linear stochastic systems. Specifically, we formulate and solve the ideal full-information and output-feedback problems, obtaining perfect, but non-causal, asymptotic…
This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…
A boundary feedback stabilisation problem of non-uniform linear hyperbolic systems of balance laws with additive disturbance is discussed. A continuous and a corresponding discrete Lyapunov function is defined. Using an…
A new systematic approach to the construction of approximate solutions to a class of nonlinear singularly perturbed feedback control systems using the boundary layer functions especially with regard to the possible occurrence of the…
A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…
We investigate the regulator problem (tracking and disturbance rejection) for a system (plant) described by a boundary controlled anti-stable linear one-dimensional Schrodinger equation, using the backstepping approach. The output to be…
This paper addresses finite-time horizon optimal control of single-loop networked control systems with stochastically modeled communication channel and disturbances. To cope with the uncertainties, an optimization-based control scheme is…
In this paper we give feedback laws for a class of parametrized infinite horizon control problems under state constraints. We provide a two-player representation assuming time dependent dynamics and Lagrangian and the set constraints merely…
In this article, we investigate the problem of exponential stabilization via output feedback for a cascaded system composed of an ordinary differential equation (ODE) and a wave partial differential equation (PDE) under boundary control.…
We present an optimisation-based method for synthesising a dynamic regret optimal controller for linear systems with potentially adversarial disturbances and known or adversarial initial conditions. The dynamic regret is defined as the…