相关论文: Technical Report: Infinite Horizon Discrete-Time L…
Motivated by control with communication constraints, in this work we develop a time-invariant data compression architecture for linear-quadratic-Gaussian (LQG) control with minimum bitrate prefix-free feedback. For any fixed control…
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…
We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…
This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…
This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…
We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…
The framework of quantum invariants is an elegant generalization of adiabatic quantum control to control fields that do not need to change slowly. Due to the unavailability of invariants for systems with more than one spatial dimension, the…
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…
Linear Time Invariant (LTI) systems are ubiquitous in control applications. Unbounded-time reachability analysis that can cope with industrial-scale models with thousands of variables is needed. To tackle this problem, we use abstract…
We consider a discrete-time Linear-Quadratic-Gaussian (LQG) control problem in which Massey's directed information from the observed output of the plant to the control input is minimized while required control performance is attainable.…
This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…
The purpose of this tutorial is to give a brief introduction to linear quantum control systems. The mathematical model of linear quantum control systems is presented first, then some fundamental control-theoretic notions such as stability,…
This report aims at presenting (yet) a(nother) methodology to design and implement a linear controller for linear dynamical systems on practical applications. The specificity of this report is that authors try to cover (obviously in a non…
The purpose of this paper is to present a universal approach to the study of controllability/observability problems for infinite dimensional systems governed by some stochastic/deterministic partial differential equations. The crucial…
We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…
The data-driven linear quadratic regulator (ddLQR) is a widely studied control method for unknown dynamical systems with disturbance. Existing approaches, both indirect, i.e., those that identify a model followed by model-based design, and…
This paper studies the infinite-horizon sensor scheduling problem for linear Gaussian processes with linear measurement functions. Several important properties of the optimal infinite-horizon schedules are derived. In particular, it is…
Unlike for Linear Time-Invariant (LTI) systems, for nonlinear systems, there exists no general framework for systematic convex controller design which incorporates performance shaping. The Linear Parameter-Varying (LPV) framework sought to…
The classical quadratic regulator problem has rarely been studied for systems with persistent memory until recent times. In this paper we study the quadratic tracking problem on a \emph{ finite time horizon} for a system described by a…
In this paper, we prove both necessary and sufficient maximum principles for infinite horizon discounted control problems of stochastic Volterra integral equations with finite delay and a convex control domain. The corresponding adjoint…