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

In classical mechanics, external constraints on the dynamical variables can be easily implemented within the Lagrangian formulation. Conversely, the extension of this idea to the quantum realm, which dates back to Dirac, has proven…

We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…

Active vibration control has been introduced and used as one of the effective approaches to suppress unwanted vibrations in different systems. Effective performance of each vibration control method is contingent to accurate design and…

Recently it has been found that for a stochastic linear-quadratic optimal control problem (LQ problem, for short) in a finite horizon, open-loop solvability is strictly weaker than closed-loop solvability which is equivalent to the regular…

Variational quantum algorithms (VQAs) utilize a hybrid quantum-classical architecture to recast problems of high-dimensional linear algebra as ones of stochastic optimization. Despite the promise of leveraging near- to intermediate-term…

We consider a control problem for longitudinal vibrations of a nonhomogeneous bar with clamped ends. The vibrations of the bar are controlled by an external force which is distributed along the bar. For the minimization problem of mean…

This paper addresses the problem of event-based distributed Linear Quadratic Gaussian (LQG) control for multirobot coordination under localization uncertainty. An event-triggered LQG rendezvous control strategy is proposed to ensure…

In this paper, we consider the problem of tracking a reference trajectory for a simplified car model based on unicycle kinematics, whose position only is measured, and where the control input and the measurements are corrupted by…

In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…

Consider a discrete-time Linear Quadratic Regulator (LQR) problem solved using policy gradient descent when the system matrices are unknown. The gradient is transmitted across a noisy channel over a finite time horizon using analog…

Ergodic control synthesizes optimal coverage behaviors over spatial distributions for nonlinear systems. However, existing formulations model the robot as a non-volumetric point, whereas in practice a robot interacts with the environment…

Many optimal and robust control problems are nonconvex and potentially nonsmooth in their policy optimization forms. In Part II of this paper, we introduce a new and unified Extended Convex Lifting (ECL) framework to reveal hidden convexity…

The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…

The Linear Quadratic Gaussian (LQG) regulator is a cornerstone of optimal control theory, yet its performance can degrade significantly when the noise distributions deviate from the assumed Gaussian model. To address this limitation, this…

In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…

In this paper, we study a delayed forward-backward stochastic control system in which all the coefficients depend on the state and control terms, and the control domain is not necessarily convex. A global stochastic maximum principle is…

Structural vibrations induced by external excitations pose significant risks, including safety hazards for occupants, structural damage, and increased maintenance costs. While conventional model-based control strategies, such as Linear…

We study feedback control of coupled nonlinear stochastic oscillators in a force field. We first consider the problem of asymptotically driving the system to a desired {\em steady state} corresponding to reduced thermal noise. Among the…

Identifying the real and imaginary parts of wave functions with coordinates and momenta, quantum evolution may be mapped onto a classical Hamiltonian system. In addition to the symplectic form, quantum mechanics also has a positive-definite…

We introduce the lookahead-bounded Q-learning (LBQL) algorithm, a new, provably convergent variant of Q-learning that seeks to improve the performance of standard Q-learning in stochastic environments through the use of ``lookahead'' upper…