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相关论文: Robust Quadratic Gaussian Control of Continuous-ti…

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This paper is concerned with the Coherent Quantum Linear Quadratic Gaussian (CQLQG) control problem of finding a stabilizing measurement-free quantum controller for a quantum plant so as to minimize an infinite-horizon mean square…

量子物理 · 物理学 2015-02-03 Arash Kh. Sichani , Igor G. Vladimirov , Ian R. Petersen

In this paper, we propose state- and static output-feedback generalized guaranteed cost control (GCC) approaches for discrete-time linear systems subject to norm-bounded structured parametric uncertainties. This method enables the convex…

最优化与控制 · 数学 2019-06-21 Carlos M. Massera , Marco H. Terra , Denis F. Wolf

Optimal control deals with optimization problems in which variables steer a dynamical system, and its outcome contributes to the objective function. Two classical approaches to solving these problems are Dynamic Programming and the…

最优化与控制 · 数学 2023-12-18 Alessandro Betti , Michele Casoni , Marco Gori , Simone Marullo , Stefano Melacci , Matteo Tiezzi

We study the linear quadratic Gaussian (LQG) control problem, in which the controller's observation of the system state is such that a desired cost is unattainable. To achieve the desired LQG cost, we introduce a communication link from the…

最优化与控制 · 数学 2021-09-28 Oron Sabag , Peida Tian , Victoria Kostina , Babak Hassibi

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

投资组合管理 · 定量金融 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

This paper describes the design of a linear quadratic gaussian (LQG) for trajectory tracking control of UAV Bicopter. In this work, disturbance in the form of payload significantly affects the trajectory tracking control process on the UAV…

系统与控制 · 电气工程与系统科学 2023-09-18 Fahmizal , Hanung Adi Nugroho , Adha Imam Cahyadi , Igi Ardiyanto

This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with constant coefficients. It is proved that the non-emptiness of the admissible control set for all initial state is…

最优化与控制 · 数学 2016-10-18 Jingrui Sun , Jiongmin Yong

We consider a general linear control system and a general quadratic cost, where the state evolves continuously in time and the control is sampled, i.e., is piecewise constant over a subdivision of the time interval. This is the framework of…

最优化与控制 · 数学 2016-04-22 Loïc Bourdin , Emmanuel Trélat

In this paper, we investigate a model-free optimal control design that minimizes an infinite horizon average expected quadratic cost of states and control actions subject to a probabilistic risk or chance constraint using input-output data.…

系统与控制 · 电气工程与系统科学 2024-11-11 Arunava Naha , Subhrakanti Dey

An optimized variant of the State Dependent Riccati Equations (SDREs) approach for nonlinear optimal feedback stabilization is presented. The proposed method is based on the construction of equivalent semilinear representations associated…

最优化与控制 · 数学 2022-07-20 Sergey Dolgov , Dante Kalise , Luca Saluzzi

This paper is concerned with coherent quantum linear quadratic Gaussian (CQLQG) control. The problem is to find a stabilizing measurement-free quantum controller for a quantum plant so as to minimize a mean square cost for the fully quantum…

量子物理 · 物理学 2016-09-27 Arash Kh. Sichani , Igor G. Vladimirov , Ian R. Petersen

Consider a control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and control signal,…

信息论 · 计算机科学 2018-11-27 Victoria Kostina , Babak Hassibi

In this paper, an extension of a linear control design for hyperbolic linear partial differential equations is presented for a first-order traffic flow model. Starting from the Lighthill-Whitham-Richards (LWR) model, variable speed limit…

系统与控制 · 电气工程与系统科学 2024-03-06 Brian Block , Stephanie Stockar

We propose a novel framework for solving continuous-time non-Markovian stochastic control problems by means of neural rough differential equations (Neural RDEs) introduced in Morrill et al. (2021). Non-Markovianity naturally arises in…

We are concerned with efficient numerical methods for stochastic continuous-time algebraic Riccati equations (SCARE). Such equations frequently arise from the state-dependent Riccati equation approach which is perhaps the only systematic…

最优化与控制 · 数学 2024-01-23 Tsung-Ming Huang , Yueh-Cheng Kuo , Ren-Cang Li , Wen-Wei Lin

Unlike traditional model-based reinforcement learning approaches that estimate system parameters from data, non-model-based data-driven control learns the optimal policy directly from input-state data without any intermediate model…

最优化与控制 · 数学 2026-05-05 Leilei Cui , Zhong-Ping Jiang , Petter N. Kolm , Grégoire G. Macqueron

A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…

最优化与控制 · 数学 2025-07-08 Vincent Roulet , Siddhartha Srinivasa , Maryam Fazel , Zaid Harchaoui

This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…

最优化与控制 · 数学 2018-10-29 Dan Goreac

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…

机器学习 · 统计学 2025-02-05 Lucky Li

We study communication over control systems, where a controller-encoder selects inputs to a dynamical system in order to simultaneously regulate the system and convey a message to an observer that has access to the system's output…

信息论 · 计算机科学 2025-09-23 Aharon Rips , Oron Sabag