相关论文: On Coercivity and the Frequency Domain Condition i…
This letter addresses optimal controller design for periodic linear time-varying systems under unknown-but-bounded disturbances. We introduce differential Lyapunov-type equations to describe time-varying inescapable ellipsoids and define an…
We investigate the controllability of an infinite-dimensional quantum system: a quantum particle confined on a Thick Quantum Graph, a generalisation of Quantum Graphs whose edges are allowed to be manifolds of arbitrary dimension with…
In this paper, we introduce Hamilton-Jacobi-Bellman (HJB) equations for Q-functions in continuous time optimal control problems with Lipschitz continuous controls. The standard Q-function used in reinforcement learning is shown to be the…
In this paper, we study the relative controllability of linear difference equations with multiple delays in the state by using a suitable formula for the solutions of such systems in terms of their initial conditions, their control inputs,…
Motivated by linear-quadratic optimal control problems (LQ problems, for short) for mean-field stochastic differential equations (SDEs, for short) with the coefficients containing regime switching governed by a Markov chain, we consider an…
We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…
In the present paper we establish the solvability of the Regularity boundary value problem in domains with (flat and Lipschitz) lower dimensional boundaries for operators whose coefficients exhibit small oscillations analogous to the…
We consider time domain acoustic scattering from a penetrable medium with a variable sound speed. This problem can be reduced to solving a time domain volume Lippmann-Schwinger integral equation. Using convolution quadrature in time and…
Nearly linear recurrences are a generalisation of linear recurrences and are instances of linear time-invariant systems in control theory and linear constraint loops in program analysis. In this paper we formulate the Positivity Problem for…
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…
In this paper, we study the hypocoercivity for a class of linear kinetic equations with both transport and degenerately dissipative terms. As concrete examples, the relaxation operator, Fokker-Planck operator and linearized Boltzmann…
We study cooperative control dynamics with gradient based forcing terms. As a specific example, we focus on source-seeking dynamics with vehicles embedded in an unknown scalar field with a subset of agents having gradient information. As…
We consider small nonlinear perturbations of linear systems on a time scale with the phase space being finite or infinite-dimensional. For $\Delta$-differential operators, corresponding to linear dynamic systems we consider their…
We present a scheme for controlling the state of a quantum system by modifying the boundary conditions. This constitutes an infinite-dimensional control problem. We provide conditions for the existence of solutions of the dynamics and prove…
This paper is concerned with an infinite horizon stochastic linear quadratic (LQ, for short) optimal control problems with conditional mean-field terms in a switching environment. Different from [17], the cost functionals do not have…
A coercivity property of temporal convolution operators is an essential tool in the analysis of time-dependent boundary integral equations and their space and time discretisations. It is known that this coercivity property is inherited by…
We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By…
This paper investigates the controllability of finite-dimensional linear fractional systems involving an uncertain parameter. We establish new results on the simultaneous and average controllability. In particular, we show that average…
In this paper, a class of time inconsistent linear quadratic optimal control problems of mean-field stochastic differential equations (SDEs) is considered under Markovian framework. Open-loop equilibrium controls and their particular…
In this study, we provide an interpretation of the dual differential Riccati equation of Linear-Quadratic (LQ) optimal control problems. Adopting a novel viewpoint, we show that LQ optimal control can be seen as a regression problem over…