相关论文: A dual pair of optimization-based formulations for…
The Koopman operator approach to the state estimation problem for nonlinear systems is a promising research area. The main goal of this paper is an attempt to provide a rigorous theoretical framework for this approach. In particular, the…
In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…
Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…
In optimization the duality gap between the primal and the dual problems is a measure of the suboptimality of any primal-dual point. In classical mechanics the equations of motion of a system can be derived from the Hamiltonian function,…
Due to simplicity and strong stability guarantees, predictor feedback methods have stood as a popular approach for time delay systems since the 1950s. For time-varying delays, however, implementation requires computing a prediction horizon…
This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…
In this paper, a high-order nonlinear continuous integral-derivative observer is presented based on finite-time stability and singular perturbation technique. The proposed integral-derivative observer can not only obtain the multiple…
This paper is dedicated to the stability analysis of the optimal solutions of a control problem associated with a semilinear elliptic equation. The linear differential operator of the equation is neither monotone nor coercive due to the…
In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…
This paper provides a comprehensive framework for designing functional observers for linear systems subject to delayed output measurements. Moving beyond traditional methodologies, the proposed observer generates an estimate $\hat{z}(t)$…
We develop a general theory of convex duality for certain singular control problems, taking the abstract results by Kramkov and Schachermayer (1999) for optimal expected utility from nonnegative random variables to the level of optimal…
A new adaptive predictive controller for constrained linear systems is presented. The main feature of the proposed controller is the partition of the input in two components. The first part is used to persistently excite the system, in…
In this paper we study an infinite-horizon persistent monitoring problem in a two-dimensional mission space containing a finite number of statically placed targets, at each of which we assume a constant rate of uncertainty accumulation.…
This paper mainly investigates the optimal control and stabilization problems for linear discrete-time Markov jump systems. The general case for the finite-horizon optimal controller is considered, where the input weighting matrix in the…
Output controllability and functional observability are properties that enable, respectively, the control and estimation of part of the state vector. These notions are of utmost importance in applications to high-dimensional systems, such…
The numerical analysis of a family of distributed mixed optimal control problems governed by elliptic variational inequalities (with parameter $\alpha >0$) is obtained through the finite element method when its parameter $h\rightarrow 0$.…
The problem of optimal stopping with finite horizon in discrete time is considered in view of maximizing the expected gain. The algorithm proposed in this paper is completely nonparametric in the sense that it uses observed data from the…
Robust stability of moving-horizon estimators is investigated for nonlinear discrete-time systems that are detectable in the sense of incremental input/output-to-state stability and are affected by disturbances. The estimate of a…
We study a finite horizon optimal contracting problem of a risk-neutral principal and a risk-averse agent who receives a stochastic income stream when the agent is unable to make commitments. The problem involves an infinite number of…
The paper addresses an existence problem for infinite horizon optimal control when the system under control is exponentially stabilizable or stable. Classes of nonlinear control systems for which infinite horizon optimal controls exist are…