相关论文: Optimal Infinite-Horizon Mixed $\mathit{H}_2/\math…
In this paper, we consider the $H_{\infty}$ optimal control problem for a Markovian jump linear system (MJLS) over a lossy communication network. It is assumed that the controller communicates with each actuator through a different…
Jointly optimal transmission power control and remote estimation over an infinite horizon is studied. A sensor observes a dynamic process and sends its observations to a remote estimator over a wireless fading channel characterized by a…
An adaptive controller with bounded l2-gain from disturbances to errors is derived for linear time-invariant systems with uncertain parameters restricted to a finite set. The gain bound refers to the closed loop system, including the…
This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…
In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…
A class of infinite horizon optimal control problems involving $L^p$-type cost functionals with $0<p\leq 1$ is discussed. The existence of optimal controls is studied for both the convex case with $p=1$ and the nonconvex case with $0<p<1$,…
We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…
We study a finite horizon optimal contracting problem of a risk-neutral principal and a risk-averse agent who receives a stochastic income stream when the agent is unable to make commitments. The problem involves an infinite number of…
It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…
We consider optimal control problems for discrete-time random dynamical systems, finding unique perturbations that provoke maximal responses of statistical properties of the system. We treat systems whose transfer operator has an $L^2$…
Standard H-infinity/H2 robust control and analysis tools operate on uncertain parameters assumed to vary independently within prescribed bounds. This paper extends their capabilities in the presence of constraints coupling these parameters…
The risk-neutral LQR controller is optimal for stochastic linear dynamical systems. However, the classical optimal controller performs inefficiently in the presence of low-probability yet statistically significant (risky) events. The…
This paper studies a finite horizon utility maximization problem on excessive consumption under a drawdown constraint. Our control problem is an extension of the one considered in Bahman et al. (2019) to the model with a finite horizon and…
This paper studies optimal time-bounded control in multi-mode systems with discrete costs. Multi-mode systems are an important subclass of linear hybrid systems, in which there are no guards on transitions and all invariants are global.…
In this paper, we develop an optimal control framework for dynamical systems when only an approximate model of the underlying plant is available. We consider a setting in which the control strategy is synthesized using a model-based optimal…
In this paper, we present a novel method for synthesising an optimal distributed spatial regret controller using experimentally obtained frequency-response data. Spatial regret provides a measure of the performance gap between a structured…
A theoretical optimization method of high-harmonic-generation (HHG) is developed in the framework of optimal-control-theory (OCT). The target of optimization is the emission radiation of a particular frequency. The OCT formulation includes…
The present work is concerned with the stabilization of a general class of time-varying linear parabolic equations by means of a finite-dimensional receding horizon control (RHC). The stability and suboptimality of the unconstrained…
In this paper, we present novel convex optimization formulations for designing full-state and output-feedback controllers with sparse actuation that achieve user-specified $\mathcal{H}_2$ and $\mathcal{H}_\infty$ performance criteria. For…
This paper presents a novel operator-theoretic approach for optimal control of nonlinear stochastic systems within reproducing kernel Hilbert spaces. Our learning framework leverages data samples of system dynamics and stage cost functions,…