相关论文: On the Optimal Solutions of the Infinite-Horizon L…
We consider optimal sensor placement for hyper-parameterized linear Bayesian inverse problems, where the hyper-parameter characterizes nonlinear flexibilities in the forward model, and is considered for a range of possible values. This…
Optimal sensor scheduling with applications to networked estimation and control systems is considered. We model sensor measurement and transmission instances using jumps between states of a continuous-time Markov chain. We introduce a cost…
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…
In this paper we present new algorithms and analysis for the linear inverse sensor placement and scheduling problems over multiple time instances with power and communications constraints. The proposed algorithms, which deal directly with…
We consider the classical sensor scheduling problem for linear systems where only one sensor is activated at each time. We show that the sensor scheduling problem has a close relation to the sensor design problem and the solution of a…
A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure…
In this work, solution of the finite horizon hybrid optimal control problem as the central element of the receding horizon optimal control (model predictive control) is investigated based on the indirect approach. The response of a hybrid…
In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular linear-quadratic control problems, considering both finite…
Emerging cyber-physical systems impel the development of communication protocols that optimize resource utilization. This article investigates infinite-horizon optimal scheduling for resource-aware networked control systems by addressing…
Joint optimization of scheduling and estimation policies is considered for a system with two sensors and two non-collocated estimators. Each sensor produces an independent and identically distributed sequence of random variables, and each…
In this study, we consider the infinite-horizon, discounted cost, optimal control of stochastic nonlinear systems with separable cost and constraints in the state and input variables. Using the linear-time Legendre transform, we propose a…
In this paper, we consider a finite horizon non-stationary inventory system with setup costs. We detail an algorithm to find an approximate optimal policy and the basic idea is to use numerical procedure for computing integrals involved in…
We provide a solution to the problem of receding horizon control for stochastic discrete-time systems with bounded control inputs and imperfect state measurements. For a suitable choice of control policies, we show that the finite-horizon…
We consider the problem of multiple sensor scheduling for remote state estimation of multiple process over a shared link. In this problem, a set of sensors monitor mutually independent dynamical systems in parallel but only one sensor can…
Predictive control is frequently used for control problems involving constraints. Being an optimization based technique utilizing a user specified so-called stage cost, performance properties, i.e., bounds on the infinite horizon…
We study so{\`u}e infinite-horizon optimization problems on spaces of periodic functions for non periodic Lagrangians. The main strategy relies on the reduction to finite horizon thanks in the introduction of an avering operator.We then…
In the considered linear Gaussian sensor scheduling problem, only one sensor out of a set of sensors performs a measurement. To minimize the estimation error over multiple time steps in a computationally tractable fashion, the so-called…
We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the deterministic framework, we characterize the feasibility of…
This paper considers a sequential sensor scheduling and remote estimation problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process and makes a…
An innovative numerical algorithm for solving infinite-horizon optimal control problems is introduced in this paper, using the IsoCost-HyperSurface (ICHS) concept. In the state space of an optimal control system, an ICHS is defined as a set…