相关论文: Classical LQG's limitation and modification in sto…

The linear-quadratic-Gaussian (LQG) control paradigm is well-known in literature. The strategy of minimizing the cost function is available, both for the case where the state is known and where it is estimated through an observer. The…

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Iterative linear quadradic regulator(iLQR) has become a benchmark method to deal with nonlinear stochastic optimal control problem. However, it does not apply to delay system. In this paper, we extend the iLQR theory and prove new theorem…

We consider solutions to the linear quadratic Gaussian (LQG) regulator problem via policy gradient (PG) methods. Although PG methods have demonstrated strong theoretical guarantees in solving the linear quadratic regulator (LQR) problem,…

The application of a random modulation of a system parameter usually increases decoherence effects. Here we show how, employing an appropriate stochastic modulation, it is instead possible to preserve the quantum coherence of a system.

Direct policy search has achieved great empirical success in reinforcement learning. Many recent studies have revisited its theoretical foundation for continuous control, which reveals elegant nonconvex geometry in various benchmark…

We investigate a stochastic approach to non-equilibrium quantum spin systems based on recent insights linking quantum and classical dynamics. Exploiting a sequence of exact transformations, quantum expectation values can be recast as…

We examine the stochastic energetics of directed quantum transport due to rectification of non-equilibrium thermal fluctuations. We calculate the quantum efficiency of a ratchet device both in presence and absence of an external load to…

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…

It is well known that highly volatile control laws, while theoretically optimal for certain systems, are undesirable from an engineering perspective, being generally deleterious to the controlled system. In this article we are concerned…

The paper analyzes a Lagrangian system which is controlled by directly assigning some of the coordinates as functions of time, by means of frictionless constraints. In a natural system of coordinates, the equations of motions contain terms…

We consider an LQR optimal control problem with partially unknown dynamics. We propose a new model-based online algorithm to obtain an approximation of the dynamics $and$ the control at the same time during a single simulation.

This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown systems. First, an off-line algorithm is estabilished to obtain…

Optimal control theory and machine learning techniques are combined to formulate and solve in closed form an optimal control formulation of online learning from supervised examples with regularization of the updates. The connections with…

Ease of miniaturization and minimal maintenance are among the advantages for replacing conventional batteries with vibratory energy harvesters in a wide of range of disciplines and applications, from wireless communication sensors to…

To achieve high resolution imaging the standard control algorithm used for classical adaptive optics (AO) is the simple but efficient proportional-integral (PI) controller. The goal is to minimize the root mean square (RMS) error of the…

In classical dynamical systems, stochastic feedback can stabilize otherwise unstable periodic orbits, giving rise to distinct controlled and uncontrolled phases as the rate of control application is varied. In this work, we apply these…

In this paper, we consider a geometric formalism for optimal control of underactuated mechanical systems. Our techniques are an adaptation of the classical Skinner and Rusk approach for the case of Lagrangian dynamics with higher-order…

We propose a method to design a suboptimal, coherent quantum LQG controller to solve a quantum equalization problem. Our method involves reformulating the problem as a control problem and then designing a classical LQG controller and…

This paper is concerned with mean-field stochastic linear-quadratic (MF-SLQ, for short) optimal control problems with deterministic coefficients. The notion of weak closed-loop optimal strategy is introduced. It is shown that the open-loop…