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

This paper studies finite-horizon robust tracking control for discrete-time linear systems, based on input-output data. We leverage behavioral theory to represent system trajectories through a set of noiseless historical data, instead of…

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

This paper revisits the classical Linear Quadratic Gaussian (LQG) control from a modern optimization perspective. We analyze two aspects of the optimization landscape of the LQG problem: 1) connectivity of the set of stabilizing controllers…

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

This paper is concerned with the coherent quantum linear-quadratic-Gaussian control problem of minimising an infinite-horizon mean square cost for a measurement-free field-mediated interconnection of a quantum plant with a stabilising…

This paper studies an infinite time horizon LQR optimal control problem for a system describing, within a linear approximation, the vertical oscillations of a floating solid, coupled to the motion of the free boundary fluid on which it…

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 purpose of this paper is to investigate the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control. This equation has been defined following the analogy with the…

As a quantitative criterion for privacy of "mechanisms" in the form of data-generating processes, the concept of differential privacy was first proposed in computer science and has later been applied to linear dynamical systems. However,…

This paper investigates the existence of a G-relaxed optimal control of a controlled stochastic differential delay equation driven by G-Brownian motion (G-SDDE in short). First, we show that optimal control of G-SDDE exists for the finite…

A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a…

Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadratic Gaussian (LQG) is a widely-used setting, where the…

Capturing the temporal evolution of Gaussian properties such as position, rotation, and scale is a challenging task due to the vast number of time-varying parameters and the limited photometric data available, which generally results in…

The Linear Quadratic Regulator (LQR), which is arguably the most classical problem in control theory, was recently related to kernel methods in (Aubin-Frankowski, SICON, 2021) for finite dimensional systems. We show that this result extends…

In \cite{LPP:2025}, it was shown that, in arbitrary dimension, the spatial semi-discretization of a controlled stochastic parabolic operator is generically not null-controllable. Nevertheless, $\phi$-null controllability results remain…

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

In decentralized control systems with linear dynamics, quadratic cost, and Gaussian disturbance (also called decentralized LQG systems) linear control strategies are not always optimal. Nonetheless, linear control strategies are appealing…

We propose novel quadratic performance tests for linear discrete-time impulsive systems based on viewing these systems as feedback interconnections of some non-impulsive linear system with an impulsive operator. In order to systematically…

This paper considers receding horizon control of finite deterministic systems, which must satisfy a high level, rich specification expressed as a linear temporal logic formula. Under the assumption that time-varying rewards are associated…

Classical linear quadratic (LQ) control centers around linear time-invariant (LTI) systems, where the control-state pairs introduce a quadratic cost with time-invariant parameters. Recent advancement in online optimization and control has…