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We consider nonlinear scalar-input differential control systems in the vicinity of an equilibrium. When the linearized system at the equilibrium is controllable, the nonlinear system is smoothly small-time locally controllable, i.e.,…

最优化与控制 · 数学 2017-05-24 Karine Beauchard , Frédéric Marbach

This study focuses on the problem of optimal mismatched disturbance rejection control for uncontrollable linear discrete-time systems. In contrast to previous studies, by introducing a quadratic performance index such that the regulated…

最优化与控制 · 数学 2022-09-16 Shichao Lv , Hongdan Li , Kai Peng , Huanshui Zhang

Understanding how time delays impact the stability of a delay differential equation is important for modeling many natural and technological systems that experience time delays. Here we introduce a new stability criterion for…

动力系统 · 数学 2025-08-25 Quinlan Leishman , Benjamin Webb

In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…

This paper revisits and extends the convergence and robustness properties of value and policy iteration algorithms for discrete-time linear quadratic regulator problems. In the model-based case, we extend current results concerning the…

系统与控制 · 电气工程与系统科学 2025-04-11 Bowen Song , Chenxuan Wu , Andrea Iannelli

We consider random $n\times n$ matrices $X$ with independent and centered entries and a general variance profile. We show that the spectral radius of $X$ converges with very high probability to the square root of the spectral radius of the…

概率论 · 数学 2022-09-29 Johannes Alt , Laszlo Erdos , Torben Krüger

This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

最优化与控制 · 数学 2024-03-04 Deyue Li

We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…

最优化与控制 · 数学 2023-12-15 Qi Lü , Bowen Ma

It remains an open problem to find the optimal configuration of phase shifts under the discrete constraint for intelligent reflecting surface (IRS) in polynomial time. The above problem is widely believed to be difficult because it is not…

信息论 · 计算机科学 2023-09-08 Shuyi Ren , Kaiming Shen , Xin Li , Xin Chen , Zhi-Quan Luo

It is well known that a fixed point iteration for solving a linear equation system converges if and only if the spectral radius of the iteration matrix is less than one. A method is presented which guarantees the Fixed Point, even if this…

数值分析 · 计算机科学 2020-12-22 Hubert Karl , Sebstian Karl

In this paper, we investigate a class of time-inconsistent discrete-time stochastic linear-quadratic optimal control problems, whose time-consistent solutions consist of an open-loop equilibrium control and a linear feedback equilibrium…

最优化与控制 · 数学 2017-03-07 Xun Li , Yuan-Hua Ni , Ji-Feng Zhang

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

系统与控制 · 计算机科学 2019-12-17 Luca Furieri , Maryam Kamgarpour

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…

最优化与控制 · 数学 2020-11-11 Kai Du , Qingxin Meng , Fu Zhang

Achieving optimal steady-state performance in real-time is an increasingly necessary requirement of many critical infrastructure systems. In pursuit of this goal, this paper builds a systematic design framework of feedback controllers for…

最优化与控制 · 数学 2017-10-30 Zachary E. Nelson , Enrique Mallada

In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…

最优化与控制 · 数学 2017-03-29 Ying Hu , Jianhui Huang , Xun Li

In this work we introduce the notion of an angular spectrum for a linear discrete time nonautonomous dynamical system. The angular spectrum comprises all accumulation points of longtime averages formed by maximal principal angles between…

动力系统 · 数学 2025-03-12 Wolf-Jürgen Beyn , Thorsten Hüls

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…

最优化与控制 · 数学 2017-09-18 Bin Zhou

This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…

系统与控制 · 电气工程与系统科学 2025-04-25 Igor Ladnik

Equilibrium-independent dissipativity (EID) is a recently introduced system property which requires a system to be dissipative with respect to any forced equilibrium configuration. This paper is a detailed examination of EID with quadratic…

最优化与控制 · 数学 2018-02-21 John W. Simpson-Porco

A quantum trajectory describes the evolution of a quantum system undergoing indirect measurement. In the discrete-time setting, the state of the system is updated by applying Kraus operators according to the measurement results. From an…

量子物理 · 物理学 2022-04-04 Maël Bompais , Nina H. Amini , Clément Pellegrini