相关论文: Linear-Quadratic optimal control for boundary cont…
This article presents a method to automatically generate energy-optimal trajectories for systems with linear dynamics, linear constraints, and a quadratic cost functional (LQ systems). First, using recent advancements in optimal control, we…
A Linear-quadratic optimal control problem is considered for mean-field stochastic differential equations with deterministic coefficients. By a variational method, the optimality system is derived, which turns out to be a linear mean-field…
Explicit solutions to optimal control problems are rarely obtainable. Of particular interest are the explicit solutions derived for minimax problems, providing a framework to address adversarial conditions and uncertainty. This work…
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…
A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a…
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…
Lane-free vehicle movement has been recently proposed for connected automated vehicles (CAV) due to various potential advantages. One such advantage stems from the fact that incremental changes of the road width in lane-free traffic lead to…
We study the infinite horizon Linear-Quadratic problem and the associated algebraic Riccati equations for systems with unbounded control actions. The operator-theoretic context is motivated by composite systems of Partial Differential…
In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences. We propose…
The modelling of linear quadratic Gaussian optimal control problems on large complex networks is intractable computationally. Graphon theory provides an approach to overcome these issues by defining limit objects for infinite sequences of…
A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
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…
This paper studies uniform stabilization and social optimality for linear quadratic (LQ) mean field control problems with multiplicative noise, where agents are coupled via dynamics and individual costs. The state and control weights in…
In this paper, we investigate a continuous-time linear quadratic control problem for systems with unknown matrices, where only input-output data are available. We propose an output-feedback learning framework based on a canonical nonminimal…
Presented is an algorithm to synthesize an infinite-horizon LQR optimal feedback controller for continuous-time systems. The algorithm does not require knowledge of the system dynamics, but instead uses only a finite-length sampling of…
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…
This paper is concerned with an infinite horizon stochastic linear quadratic (LQ, for short) optimal control problems with conditional mean-field terms in a switching environment. Different from [17], the cost functionals do not have…
We study the linear-quadratic optimal control problem for infinite-dimensional dissipative systems with possibly indefinite cost functional. Under the assumption that a storage function exists, we show that this indefinite optimal control…
In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…
This paper is concerned with a linear quadratic optimal control problem of delayed backward stochastic differential equations. An explicit representation is derived for the optimal control, which is a linear feedback of the entire past…