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相关论文: A System Level Approach to LQR Control of the Diff…

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Existing approaches to diffusion-based inverse problem solvers frame the signal recovery task as a probabilistic sampling episode, where the solution is drawn from the desired posterior distribution. This framework suffers from several…

机器学习 · 计算机科学 2024-12-24 Henry Li , Marcus Pereira

This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…

最优化与控制 · 数学 2025-10-21 Wenjing Yang , Zhaorong 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

Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

最优化与控制 · 数学 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

This paper presents a convex optimization-based solution to the design of state-feedback controllers for solving the linear quadratic regulator (LQR) problem of uncertain discrete-time systems with multiplicative noise. To synthesize a…

系统与控制 · 电气工程与系统科学 2022-05-17 Majid Mazouchi , Farzaneh Tatari , Hamidreza Modares

The linear quadratic regulator problem is central in optimal control and was investigated since the very beginning of control theory. Nevertheless, when it includes affine state constraints, it remains very challenging from the classical…

最优化与控制 · 数学 2021-03-30 Pierre-Cyril Aubin-Frankowski

In this paper, a cooperative Linear Quadratic Regulator (LQR) problem is investigated for multi-input systems, where each input is generated by an agent in a network. The input matrices are different and locally possessed by the…

多智能体系统 · 计算机科学 2021-11-10 Peihu Duan , Lidong He , Zhisheng Duan , Ling Shi

Distributed control problems under some specific information constraints can be formulated as (possibly infinite dimensional) convex optimization problems. The underlying motivation of this work is to develop an understanding of the optimal…

最优化与控制 · 数学 2014-03-19 Takashi Tanaka , Pablo A. Parrilo

System level synthesis is a promising approach that formulates structured optimal controller synthesis problems as convex problems. This work solves the distributed linear-quadratic regulator problem under communication constraints directly…

系统与控制 · 电气工程与系统科学 2022-10-31 Olle Kjellqvist , Jing Yu

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

系统与控制 · 计算机科学 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

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,…

最优化与控制 · 数学 2017-11-08 Maxim Goldshtein , Panagiotis Tsiotras

A mixed linear quadratic (MLQ, for short) optimal control problem is considered. The controlled stochastic system consists of two diffusion processes which are in different time horizons. There are two control actions: a standard control…

最优化与控制 · 数学 2012-12-05 Jianhui Huang , Xun Li , Jiongmin Yong

In this paper we present a set of projection-based designs for constructing simplified linear quadratic regulator (LQR) controllers for large-scale network systems. When such systems have tens of thousands of states, the design of…

系统与控制 · 计算机科学 2017-10-05 Nan Xue , Aranya Chakrabortty

We consider a class of $\ell_0$-regularized linear-quadratic (LQ) optimal control problems. This class of problems is obtained by augmenting a penalizing sparsity measure to the cost objective of the standard linear-quadratic regulator…

最优化与控制 · 数学 2015-07-31 MirSaleh Bahavarnia

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

最优化与控制 · 数学 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

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 a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

投资组合管理 · 定量金融 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

An optimal control law for networked control systems with a discrete-time linear time-invariant (LTI) system as plant and networks between sensor and controller as well as between controller and actuator is proposed. This controller is…

系统与控制 · 电气工程与系统科学 2021-07-09 Marijan Palmisano , Martin Steinberger , Martin Horn

Designing the optimal linear quadratic regulator (LQR) for a large-scale multi-agent system (MAS) is time-consuming since it involves solving a large-size matrix Riccati equation. The situation is further exasperated when the design needs…

系统与控制 · 电气工程与系统科学 2021-03-18 Gangshan Jing , He Bai , Jemin George , Aranya Chakrabortty

We study the distributed Linear Quadratic Gaussian (LQG) control problem in discrete-time and finite-horizon, where the controller depends linearly on the history of the outputs and it is required to lie in a given subspace, e.g. to possess…

系统与控制 · 电气工程与系统科学 2021-07-14 Luca Furieri , Maryam Kamgarpour
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