相关论文: On Infinite-horizon Minimum Energy Control
In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular linear-quadratic control problems, considering both finite…
We study quadratic optimal stochastic control problems with control dependent noise state equation perturbed by an affine term and with stochastic coefficients. Both infinite horizon case and ergodic case are treated. To this purpose we…
We consider a class of exit--time control problems for nonlinear systems with a nonnegative vanishing Lagrangian. In general, the associated PDE may have multiple solutions, and known regularity and stability properties do not hold. In this…
For linear infinite systems the approximate controllability problem by control constraints is considered. Controllability conditions represented via system parameters are obtained. Partial differential control systems and control systems…
We consider the problem of impulse control minimax in finite horizon, when cost functions $(C(t,x,\xi)>0)$. We show existence of value function of the problem. Moreover, the value function is characterized as the unique viscosity solution…
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,…
This paper mainly investigates the optimal control and stabilization problems for linear discrete-time Markov jump systems. The general case for the finite-horizon optimal controller is considered, where the input weighting matrix in the…
We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…
We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…
Continuing the first part of the paper, we consider scalar decentralized average-cost infinite-horizon LQG problems with two controllers. This paper focuses on the slow dynamics case when the eigenvalue of the system is small and prove that…
In this paper we construct an infinite horizon minimax state observer for a linear stationary differential-algebraic equation (DAE) with uncertain but bounded input and noisy output. We do not assume regularity or existence of a (unique)…
In this paper we give feedback laws for a class of parametrized infinite horizon control problems under state constraints. We provide a two-player representation assuming time dependent dynamics and Lagrangian and the set constraints merely…
We study L 1 -optimal stabilization of linear systems with finite and infinite horizons. Main results concern the existence, uniqueness and structure of optimal solutions, and the robustness of optimal cost.
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…
We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterise the value function via HJB equation…
Infinite horizon open loop optimal control problems for semilinear parabolic equations are investigated. The controls are subject to a cost-functional which promotes sparsity in time. The focus is put on deriving first order optimality…
This paper is concerned with a stochastic linear-quadratic (LQ) optimal control problem on infinite time horizon, with regime switching, random coefficients, and cone control constraint. To tackle the problem, two new extended stochastic…
In an infinite-horizon optimal control problem the stability of the adjoint variable implying the vanishing of the adjoint variable at infinity along optimal solution.
The paper is concerned with the boundary controllability of entropy weak solutions to hyperbolic systems of conservation laws. We prove a general result on the asymptotic stabilization of a system near a constant state. On the other hand,…
In this letter, we derive minimum-energy controls for a broad class of control-affine systems using a Lagrange multiplier fixed-point equation and a generally non-symmetric Gramian-like matrix. In feasible coercivity classes, this fixed…