相关论文: Optimizing semilinear representations for State-de…
In this paper we are concerned with a class of stochastic Volterra integro-differential problems with completely monotone kernels, where we assume that the noise enters the system when we introduce a control. We start by reformulating the…
We consider a two-dimensional SISO LTI system closed by uncertain linear feedback. The feedback gain is time-varying, bounded, and has a bounded derivative (both bounds are known). We investigate the asymptotic stability of this system…
Latent thermal energy storage (TES) devices could enable advances in many thermal management applications, including peak load shifting for reducing energy demand and cost of HVAC or providing supplemental heat rejection in transient…
This paper studies the Lagrange stabilization of a class of nonlinear systems whose linear part has a singular system matrix and which have multiple periodic (in state) nonlinearities. Both state and output feedback Lagrange stabilization…
This paper develops a quantitative framework for analyzing the mean-square exponential stabilization of stochastic linear systems with multiplicative noise, focusing specifically on the optimal stabilizing rate, which characterizes the…
This paper is concerned with optimal control of stochastic fully coupled forward-backward linear quadratic (FBLQ) problems with indefinite control weight costs. In order to obtain the state feedback representation of the optimal control, we…
In this paper we propose a new computational method for designing optimal regulators for high-dimensional nonlinear systems. The proposed approach leverages physics-informed machine learning to solve high-dimensional Hamilton-Jacobi-Bellman…
The objective of designing a control system is to steer a dynamical system with a control signal, guiding it to exhibit the desired behavior. The Hamilton-Jacobi-Bellman (HJB) partial differential equation offers a framework for optimal…
Linear-quadratic optimal control problem for systems governed by forward-backward stochastic differential equations has been extensively studied over the past three decades. Recent research has revealed that for forward-backward control…
This paper develops a generalized finite horizon recursive solution to the discrete time signal bound disturbance attenuation regulator (SiDAR) for state feedback control. This problem addresses linear dynamical systems subject to signal…
An off policy reinforcement learning based control strategy is developed for the optimal tracking control problem to achieve the prescribed performance of full states during the learning process. The optimal tracking control problem is…
H-infinity optimal control and estimation are addressed for a class of systems governed by partial differential equations with bounded input and output operators. Diffusion equations are an important example in this class. Explicit formulas…
This paper discusses a new approximation method for operators which are solution to an operational Riccati equation (ORE). The latter is derived from the theory of optimal control of linear problems posed in Hilbert spaces. The…
A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…
This paper addresses the topic of global output feedback stabilization of semilinear reaction-diffusion PDEs. The semilinearity is assumed to be confined into a sector condition. We consider two different types of actuation configurations,…
We develop a feedback control framework for stabilizing the McKean-Vlasov PDE on the torus. Our goal is to steer the dynamics toward a prescribed stationary distribution or accelerate convergence to it using a time-dependent control…
A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation…
We propose a new probabilistic numerical scheme for fully nonlinear equation of Hamilton-Jacobi-Bellman (HJB) type associated to stochastic control problem, which is based on the Feynman-Kac representation in [12] by means of control…
The aim of this paper is to investigate the existence of optimal controls for systems described by stochastic partial differential equations (SPDEs) with locally monotone coefficients controlled by different external forces which are…
In this article a stabilizing feedback control is computed for a semilinear parabolic partial differential equation utilizing a nonlinear model predictive (NMPC) method. In each level of the NMPC algorithm the finite time horizon open loop…