相关论文: Technical Report: Infinite Horizon Discrete-Time L…

This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear…

This paper is concerned with a stochastic linear-quadratic (LQ) optimal control problem on infinite time horizon, with regime switching, random coefficients, and cone control constraint. To tackle the problem, two new extended stochastic…

This paper presents nonlinear tracking control systems for a quadrotor unmanned aerial vehicle under the influence of uncertainties. Assuming that there exist unstructured disturbances in the translational dynamics and the attitude…

Linear quadratic Gaussian (LQG) control is a well-established method for optimal control through state estimation, particularly in stabilizing an inverted pendulum on a cart. In standard laboratory setups, sensor redundancy enables direct…

A classical method for risk-sensitive nonlinear control is the iterative linear exponential quadratic Gaussian algorithm. We present its convergence analysis from a first-order optimization viewpoint. We identify the objective that the…

In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fixed time horizon T tends to infinity. The leading term in…

This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…

We give a characterization of the controllability for discrete-time linear systems with convex output constraints. It extends all previously known characterizations in the literature, as well as our previous results on controllability of…

This work analyzes how the trade-off between the modeling error, the terminal value function error, and the prediction horizon affects the performance of a nominal receding-horizon linear quadratic (LQ) controller. By developing a novel…

We consider scalar decentralized average-cost infinite-horizon LQG problems with two controllers, focusing on the fast dynamics case when the (scalar) eigenvalue of the system is large. It is shown that the best linear controllers'…

We introduce a novel algorithm for controlling linear time invariant systems in a tracking problem. The controller is based on a Gaussian Process (GP) whose realizations satisfy a system of linear ordinary differential equations with…

This paper investigates a stochastic linear-quadratic (SLQ, for short) control problem regulated by a time-invariant Markov chain in infinite horizon. Under the $L^2$-stability framework, we study a class of linear backward stochastic…

In this paper, we discuss an approximation strategy for solving the Linear Quadratic Tracking that is both forward and local in time. We exploit the known form of the value function along with a time reversal transformation that nicely…

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…

This paper focuses on optimal mismatched disturbance rejection control for linear continuoustime uncontrollable systems. Different from previous studies, by introducing a new quadratic performance index to transform the mismatched…

Despite its nonconvexity, policy optimization for the Linear Quadratic Regulator (LQR) admits a favorable structural property known as gradient dominance, which facilitates linear convergence of policy gradient methods to the globally…

We study the task of learning state representations from potentially high-dimensional observations, with the goal of controlling an unknown partially observable system. We pursue a cost-driven approach, where a dynamic model in some latent…

We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…

This paper presents a model for tracking of extended targets, where each target is represented by a given number of elliptic subobjects. A gamma Gaussian inverse Wishart implementation is derived, and necessary approximations are suggested…

This study presents the design, discretization and implementation of the continuous-time linear-quadratic model predictive control (CT-LMPC). The control model of the CT-LMPC is parameterized as transfer functions with time delays, and they…