相关论文: Analysis of the Optimization Landscape of Linear Q…

The stochastic linear--quadratic regulator problem subject to Gaussian disturbances is well known and usually addressed via a moment-based reformulation. Here, we leverage polynomial chaos expansions, which model random variables via series…

This paper addresses the problem of sequence-based controller design for Networked Control Systems (NCS), where control inputs and measurements are transmitted over TCP-like network connections that are subject to stochastic packet losses…

We consider a decentralized system with multiple controllers and define substitutability of one controller by another in open-loop strategies. We explore the implications of this property on the optimization of closed-loop strategies. In…

This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…

The successful application of Quantum Optimal Control (QOC) over the past decades unlocked the possibility of directing the dynamics of quantum systems. Nevertheless, solutions obtained from QOC algorithms are usually highly irregular,…

In various physical implementations of quantum information processing, qubits are realized in a Lambda type system configuration as two stable lower energy levels coupled indirectly via an unstable higher energy level, that is, in…

In this paper we consider the distributed linear quadratic control problem for networks of agents with single integrator dynamics. We first establish a general formulation of the distributed LQ problem and show that the optimal control gain…

This paper is concerned with a stochastic linear quadratic (LQ, for short) optimal control problem. The notions of open-loop and closed-loop solvabilities are introduced. A simple example shows that these two solvabilities are different.…

Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

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…

In this paper we revisit a class of optimal transport problems associated to non-autonomous linear control systems. Building on properties of the cost functions on $\mathbb{R}^{d}\times\mathbb{R}^{d}$ derived from suitable variational…

This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…

We consider the design of optimal localized feedback gains for one-dimensional formations in which vehicles only use information from their immediate neighbors. The control objective is to enhance coherence of the formation by making it…

This paper is concerned with linear quadratic graphon field social control problem where the noises of individual agents are correlated. Compared with the well-studied mean field system, the graphon field system consists of a large number…

We consider the linear quadratic (LQ) optimal control problem for a class of evolution equations in infinite dimensions, in the presence of distributed and nonlocal inputs. Following the perspective taken in our previous research work on…

We study a generalization of the classical discrete-time, Linear-Quadratic-Gaussian (LQG) control problem where the noise distributions affecting the states and observations are unknown and chosen adversarially from divergence-based…

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.…

In this paper, we concern with the ergodic linear-quadratic closed-loop optimal control problems, in which the state equation is the mean-field stochastic differential equation with periodic coefficients. We first study the asymptotic…

This paper investigates the central role played by the Hamiltonian in continuous-time nonlinear optimal control problems. We show that the strict convexity of the Hamiltonian in the control variable is a sufficient condition for the…