相关论文: Analysis of the Optimization Landscape of Linear Q…
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…
This paper addresses a risk-constrained decentralized stochastic linear-quadratic optimal control problem with one remote controller and one local controller, where the risk constraint is posed on the cumulative state weighted variance in…
A $\mathcal{H}_2$-guaranteed sparse-feedback linear-quadratic (LQ) optimal control with convex parameterization and convex-bounded uncertainty is studied in this paper, where $\ell_0$-penalty is added into the $\mathcal{H}_2$ cost to…
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…
We consider event-triggered linear-quadratic Gaussian (LQG) control when sensor updates are transmitted over an i.i.d. packet-erasure channel. Although the optimal controller in a standard LQG setup is available in closed form, choosing…
In this paper, we study the linear quadratic (LQ) optimal control problem of linear systems with private input and measurement information. The main challenging lies in the unavailability of other regulators' historical input information.…
With the outstanding performance of policy gradient (PG) method in the reinforcement learning field, the convergence theory of it has aroused more and more interest recently. Meanwhile, the significant importance and abundant theoretical…
Control landscape phase transitions (CLPTs) occur as abrupt changes in the cost function landscape upon varying a control parameter, and can be revealed by non-analytic points in statistical order parameters. A prime example are quantum…
The control landscape for various canonical quantum control problems is considered. For the class of pure-state transfer problems, analysis of the fidelity as a functional over the unitary group reveals no suboptimal attractive critical…
Planning under motion and observation uncertainties requires solution of a stochastic control problem in the space of feedback policies. In this paper, we reduce the general (n^2+n)-dimensional belief space planning problem to an…
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 this paper we study the linear quadratic regulation (LQR) problem for dynamical systems coupled over large-scale networks and obtain locally computable low-complexity solutions. The underlying large or even infinite networks are…
In optimal transport, quadratic regularization is an alternative to entropic regularization when sparse couplings or small regularization parameters are desired. Quadratic regularization penalizes transport couplings by the squared $L^2$…
We analyze a sequential quadratic programming algorithm for solving a class of abstract optimization problems. Assuming that the initial point is in an $L^2$ neighborhood of a local solution that satisfies no-gap second-order sufficient…
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…
Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…
In this work, we study a class of mean-field linear quadratic Gaussian (LQG) problems. Under suitable conditions, explicit solutions of the distribution-dependent optimal control problems are obtained. Riccati systems are derived by…
This paper investigates a new class of homogeneous stochastic control problems with cone control constraints, extending the classical homogeneous stochastic linear-quadratic (LQ) framework to encompass nonlinear system dynamics and…
This paper focuses on indefinite stochastic mean-field linear-quadratic (MF-LQ, for short) optimal control problems, which allow the weighting matrices for state and control in the cost functional to be indefinite. The solvability of…
In this paper we study the optimal formation control of multiple agents whose interaction parameters are adjusted upon a cost function consisting of both the control energy and the geometrical performance. By optimizing the interaction…