Related papers: On Integral Linear Constraints on Convex Cones
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…
This paper studies reachability and null-controllability for difference inclusions involving convex processes. Such difference inclusions arise, for instance, in the study of linear discrete-time systems whose inputs and/or states are…
In decentralized control problems, a standard approach is to specify the set of allowable decentralized controllers as a closed subspace of linear operators. This then induces a corresponding set of Youla parameters. Previous work has shown…
We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…
This paper investigates the stochastic linear-quadratic control problems with affine constraints, in which both equality and inequality constraints are involved. With the help of the Pontryagin maximum principle and Lagrangian duality…
The regression problem associated with finding a matrix approximation of the Koopman operator from data is considered. The regression problem is formulated as a convex optimization problem subject to linear matrix inequality (LMI)…
In this paper, we continue our study on a general time-inconsistent stochastic linear--quadratic (LQ) control problem originally formulated in [6]. We derive a necessary and sufficient condition for equilibrium controls via a flow of…
The first two authors of this paper asserted in Lemma 4 of "New Farkas-type constraint qualifications in convex infinite programming" (DOI: 10.1051/cocv:2007027) that a given reverse convex inequality is consequence of a given convex system…
This article presents a novel class of control policies for networked control of Lyapunov-stable linear systems with bounded inputs. The control channel is assumed to have i.i.d. Bernoulli packet dropouts and the system is assumed to be…
We consider general linear kinetic equations combining transport and a linear collision on the kinetic variable with a spatial weight that can vanish on part of the domain. The considered transport operators include external potential…
The theory of optimal control on positive cones has recently identified several new problem classes where the Bellman equation can be solved explicitly, in analogy with classical linear quadratic control. In this paper, the idea is extended…
Applying linear controllers to nonlinear systems requires the dynamical linearization about a reference. In highly nonlinear environments such as cislunar space, the region of validity for these linearizations varies widely and can…
A central notion in systems theory is dissipativity, which has been introduced by Jan Willems with the explicit goal of arriving at a fundamental understanding of the stability properties of feedback interconnections. In robust control, the…
Tools from control and dynamical systems have proven valuable for analyzing and developing optimization methods. In this paper, we establish rigorous theoretical foundations for using feedback linearization (FL) -- a well-established…
By parametrizing input and state trajectories with basis functions different approximations to the constrained linear quadratic regulator problem are obtained. These notes present and discuss technical results that are intended to…
In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fixed time horizon T tends to infinity. The leading term in…
We propose a certainty-equivalence scheme for adaptive control of scalar linear systems subject to additive, i.i.d. Gaussian disturbances and bounded control input constraints, without requiring prior knowledge of the bounds of the system…
The theory of imprecise Markov chains has achieved significant progress in recent years. Its applicability, however, is still very much limited, due in large part to the lack of efficient computational methods for calculating…
This paper deals with the output regulation problem of a linear time-invariant system in the presence of sporadically available measurement streams. A regulator with a continuous intersample injection term is proposed, where the intersample…
This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic but unknown disturbances restricted to lie in what is…