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This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…

最优化与控制 · 数学 2017-11-01 Shaolin Ji , Xiaole Xue

The present paper develops an optimal linear quadratic boundary controller for $2\times2$ linear hyperbolic partial differential equations (PDEs) with actuation on only one end of the domain. First-order necessary conditions for optimality…

最优化与控制 · 数学 2016-03-30 Agus Hasan , Lars Imsland , Ivan Ivanov , Snezhana Kostova , Boryana Bogdanova

This paper studies the finite-horizon linear quadratic regulation problem where the dynamics of the system are assumed to be unknown and the state is accessible. Information on the system is given by a finite set of input-state data, where…

系统与控制 · 电气工程与系统科学 2020-08-13 Monica Rotulo , Claudio De Persis , Pietro Tesi

A study of the linear quadratic (LQ) control problem on a finite time interval for a model equation in Hilbert spaces which comprehends the memory of the inputs was performed recently by the authors. The outcome included a closed-loop…

最优化与控制 · 数学 2025-03-19 Paolo Acquistapace , Francesca Bucci

In this paper, we solve the long-standing fundamental problem of irregular linear--quadratic (LQ) optimal control, which has received significant attention since the 1960s. We derive the optimal controllers via the key technique of finding…

最优化与控制 · 数学 2019-02-15 Huanshui Zhang , Juanjuan Xu

Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…

综合数学 · 数学 2007-05-23 Alexander Bolonkin , Robert Sierakowski

Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.

最优化与控制 · 数学 2010-04-20 Olga V. Baturina , Alexander V. Bulatov , Vadim F. Krotov

The linear-quadratic regulator (LQR) is an efficient control method for linear and linearized systems. Typically, LQR is implemented in minimal coordinates (also called generalized or "joint" coordinates). However, other coordinates are…

最优化与控制 · 数学 2022-04-19 Jan Brüdigam , Zachary Manchester

Linear time-invariant control systems can be considered as finitely generated modules over the commutative principal ideal ring $\mathbb{R}[\frac{d}{dt}]$ of linear differential operators with respect to the time derivative. The Kalman…

最优化与控制 · 数学 2025-12-15 Cédric Join , Emmanuel Delaleau , Michel Fliess

This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…

系统与控制 · 电气工程与系统科学 2026-04-17 Armin Gießler , Pol Jané-Soneira , Sören Hohmann

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

最优化与控制 · 数学 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

This paper studies the linear-quadratic (LQ) optimal control problem of a class of systems governed by the first-order hyperbolic partial differential equations (PDEs) with final state constraints. The main contribution is to present the…

最优化与控制 · 数学 2024-11-25 Xiaomin Xue , Juanjuan Xu , Huanshui Zhang , Long Hu

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…

最优化与控制 · 数学 2024-07-23 Paolo Acquistapace , Francesca Bucci

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

机器人学 · 计算机科学 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…

最优化与控制 · 数学 2021-09-23 Antoine Aspeel , Kwesi Rutledge , Raphaël M. Jungers , Benoit Macq , Necmiye Özay

This paper presents a sample-efficient, data-driven control framework for finite-horizon linear quadratic (LQ) control of linear time-varying (LTV) systems. In contrast to the time-invariant case, the time-varying LQ problem involves a…

系统与控制 · 电气工程与系统科学 2025-09-30 Sahel Vahedi Noori , Maryam Babazadeh

Quantum optimal control for gate optimization aims to provide accurate, robust, and fast pulse sequences to achieve gate fidelities on quantum systems below the error correction threshold. Many methods have been developed and successfully…

Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…

最优化与控制 · 数学 2014-07-08 Didier Henrion , Edouard Pauwels

We derive an explicit solution to the operator Riccati equation solving the Linear-Quadratic (LQ) optimal control problem for a class of boundary controlled hyperbolic partial differential equations (PDEs). Different descriptions of the…

最优化与控制 · 数学 2025-03-17 Anthony Hastir , Birgit Jacob , Hans Zwart

In this contribution, we introduce an efficient method for solving the optimal control problem for an unconstrained nonlinear switched system with an arbitrary cost function. We assume that the sequence of the switching modes are given but…

系统与控制 · 计算机科学 2017-11-08 Farbod Farshidian , Maryam Kamgarpour , Diego Pardo , Jonas Buchli