相关论文: State-dependent Riccati equation feedback stabiliz…
Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…
In power system steady-state estimation (PSSE), one needs to consider (1) the need for robust statistics, (2) the nonconvex transmission constraints, (3) the fast-varying nature of the inputs, and the corresponding need to track optimal…
We propose a computational framework for replacing the repeated numerical solution of differential Riccati equations in finite-horizon Linear Quadratic Regulator (LQR) problems by a learned operator surrogate. Instead of solving a nonlinear…
We analyze a class of multidimensional linear-quadratic stochastic control problems with random coefficients, motivated by multi-asset optimal trade execution. The problems feature non-diffusive controlled state dynamics and a terminal…
This paper develops a data-based approach to the closed-loop output feedback control of nonlinear dynamical systems with a partial nonlinear observation model. We propose an information state based approach to rigorously transform the…
In this paper, we design a controller for an interconnected system composed of a linear Stochastic Differential Equation (SDE) controlled through a linear hetero-directional hyperbolic Partial Differential Equation (PDE). Our objective is…
In this paper, we present a strictly negative imaginary state feedback control methodology for relative degree two negative imaginary systems such as flexible structures with collocated sensors and actuators. We show that by augmenting a…
Explicit Runge-Kutta methods are classical and widespread techniques in the numerical solution of ordinary differential equations (ODEs). Considering partial differential equations, spatial semidiscretisations can be used to obtain systems…
We develop a novel frequency-based H-infinity control method for a large class of infinite-dimensional Linear-Time-Invariant systems in transfer function form. Major benefits of our approach is that reduction or identification techniques…
We propose and analyze a posteriori error estimators for an optimal control problem that involves an elliptic partial differential equation as state equation and a control variable that enters the state equation as a coefficient; pointwise…
State-space formulas are derived for the minimum-entropy $\mathcal{H}_\infty$ controller when the plant and controller are constrained to be block-lower-triangular. Such a controller exists if and only if: the corresponding unstructured…
This paper presents a method to stabilize state and input constrained nonlinear systems using an offline optimization on variable triangulations of the set of admissible states. For control-affine systems, by choosing a continuous piecewise…
The solvability of equilibrium Riccati equations (EREs) plays a central role in the study of time-inconsistent stochastic linear-quadratic optimal control problems, because it paves the way to constructing a closed-loop equilibrium…
In this paper we study the optimal control of a class of semilinear elliptic partial differential equations which have nonlinear constituents that are only accessible by data and are approximated by nonsmooth ReLU neural networks. The…
This paper proposes a reinforcement learning (RL) algorithm for infinite horizon $\rm {H_{2}/H_{\infty}}$ problem in a class of stochastic discrete-time systems, rather than using a set of coupled generalized algebraic Riccati equations…
This paper studies the boundary output feedback stabilization of general 1-D reaction-diffusion PDEs in the presence of a state delay in the reaction term. The control input applies through a Robin boundary condition while the system output…
In this paper, we design a risk-averse controller for an interconnected system composed of a linear Stochastic Differential Equation (SDE) actuated through a linear parabolic heat equation. These dynamics arise in various applications, such…
We study the problem of robust global stabilization in control-affine systems, focusing on dynamic uncertainties in the control directions \emph{and} the presence of topological obstructions that prevent the existence of smooth global…
This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with conditional mean-field term in a switching regime environment. The orthogonal decomposition introduced in [21] has…
We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…