相关论文: Classical System Theory Revisited for Turnpike in …

In this paper, our goal is to study fundamental foundations of linear quadratic Gaussian (LQG) control problems for stochastic linear time-invariant systems via Lagrangian duality of semidefinite programming (SDP) problems. In particular,…

In this paper we consider a class of conjugate discrete-time Riccati equations (CDARE), arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Recently, we have proved the existence of the…

We discuss a class of coupled systems of nonlocal nonlinear balance laws modeling multilane traffic, with the nonlocality present in both convective and source terms. The uniqueness and existence of the entropy solution are proven via…

This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…

Periodically-driven quantum systems can exhibit topologically non-trivial behaviour, even when their quasi-energy bands have zero Chern numbers. Much work has been conducted on non-interacting quantum-mechanical models where this kind of…

In this paper, we consider the problem of controlling a dynamical system such that its trajectories satisfy a temporal logic property in a given amount of time. We focus on multi-affine systems and specifications given as syntactically…

We investigate a class of zero-sum linear-quadratic stochastic differential games on a finite time horizon governed by multiscale state equations. The multiscale nature of the problem can be leveraged to reformulate the associated…

Methods from learning theory are used in the state space of linear dynamical and control systems in order to estimate the system matrices. An application to stabilization via algebraic Riccati equations is included. The approach is…

This paper presents analyses for the maximum hands-off control using the geometric methods developed for the theory of turnpike in optimal control. First, a sufficient condition is proved for the existence of the maximum hands-off control…

This paper explores continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomized stopping times, where the decision maker's control is…

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…

We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon pro\-blems, and allow notably some coefficients to be stochastic. Extension to…

Different from most of the previous works, this paper provides a thorough solution to the fundamental problems of linear-quadratic (LQ) control and stabilization for discrete-time mean-field systems under basic assumptions. Firstly, the…

This letter investigates dynamical optimal transport of underactuated linear systems over an infinite time horizon. In our previous work, we proposed to integrate model predictive control and the celebrated Sinkhorn algorithm to perform…

In this paper, the finite horizon asymmetric information linear quadratic (LQ) control problem is investigated for a discrete-time mean field system. Different from previous works, multiple controllers with different information sets are…

We study a class of deterministic mean field games and related optimal control problems, with a finite time horizon and in which the state space is a network. An agent controls her velocity, and, when she occupies a vertex, she can either…

We derive an explicit solution to the operator Riccati equation solving the Linear-Quadratic (LQ) optimal control problem for a class of boundary controlled hyperbolic partial differential equations (PDEs). Different descriptions of the…

Synchronization is a major concept in nonlinear physics. In a large number of systems, it is observed at long times for a sinusoidal excitation. In this paper, we design a transiently non-sinusoidal driving to reach the synchronization…

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…

We consider the stabilization problem for driftless control-affine systems under the bracket-generating condition. In our previous works, a class of time-varying feedback laws has been constructed to stabilize the equilibrium of a…