相关论文: Optimal Stabilization Control for Discrete-time Ma…
This paper investigates the stochastic linear-quadratic (LQ, for short) optimal control problems with non-Markovian regime switching in a finite time horizon where the state equation is multi-dimensional. Similar to the classical stochastic…
In standard linear quadratic (LQ) control, the first step in investigating infinite-horizon optimal control is to derive the stabilization condition with the optimal LQ controller. This paper focuses on the stabilization of an Ito…
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…
Recently, suboptimality estimates for model predictive controllers (MPC) have been derived for the case without additional stabilizing endpoint constraints or a Lyapunov function type endpoint weight. The proposed methods yield a posteriori…
In this paper, we consider the infinite horizon optimal control problem for nonlinear systems. Under the conditions of controllability of the linearized system around the origin, and nonlinear controllability of the system to a terminal set…
This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…
This paper investigates an infinite horizon discounted linear-quadratic (LQ) optimal control problem for stochastic differential equations (SDEs) incorporating regime switching and mean-field interactions. The regime switching is modeled by…
We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…
In this work, we propose novel LMI-based controller synthesis frameworks for periodically time-varying Markov-jump linear systems. We first discuss the necessary conditions for mean square stability and derive Lyapunov-like conditions for…
We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…
Control loops closed over wireless links greatly benefit from accurate estimates of the communication channel condition. To this end, the finite-state Markov channel model allows for reliable channel state estimation. This paper develops a…
In this paper, we provide for the first time an automated, correct-by-construction, controller synthesis scheme for a class of infinite dimensional stochastic systems, namely, retarded jump-diffusion systems. First, we construct finite…
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon problems, and allow notably some coefficients to be stochastic. Our method is…
In this paper, we study the problem of optimizing the stability of positive semi-Markov jump linear systems. We specifically consider the problem of tuning the coefficients of the system matrices for maximizing the exponential decay rate of…
Safety is essential for autonomous systems, in particular for interconnected systems in which the interactions among subsystems are involved. Motivated by the recent interest in cyber-physical and interconnected autonomous systems, we…
This paper considers the optimal control and stabilization problems for networked control systems (NCSs) with asymmetric information. In this NCSs model, the remote controller can receive packet-dropout states of the plant, and the…
This paper is concerned with a discounted optimal control problem of partially observed forward-backward stochastic systems with jumps on infinite horizon. The control domain is convex and a kind of infinite horizon observation equation is…
In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…
This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…
In this work we investigate explicit and implicit difference equations and the corresponding infinite time horizon linear-quadratic optimal control problem. We derive conditions for feasibility of the optimal control problem as well as…