相关论文: Guaranteed cost structured control in infinite-hor…
We consider stochastic differential games with $N$ nearly identical players, linear-Gaussian dynamics, and infinite horizon discounted quadratic cost. Admissible controls are feedbacks for which the system is ergodic. We first study the…
In this letter, we study a model-based inverse problem for infinite-horizon linear-quadratic differential games with descriptor dynamics. Given an observed feedback strategy profile, we seek to identify all cost functions that rationalize…
Microgrids are autonomous clusters of generators, storage units and loads. Special requirements arise in interconnected operation: control schemes that do not require individual microgrids to disclose information about their internal…
In this paper, we explore the discrete time sparse feedback control for a linear invariant system, where the proposed optimal feedback controller enjoys input sparsity by using a dynamic linear compensator, i.e., the components of feedback…
In this paper, we investigate a class of time-inconsistent discrete-time stochastic linear-quadratic optimal control problems, whose time-consistent solutions consist of an open-loop equilibrium control and a linear feedback equilibrium…
In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…
We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…
In this paper, we establish a zero-sum, hybrid state stochastic game model for designing defense policies for cyber-physical systems against different types of attacks. With the increasingly integrated properties of cyber-physical systems…
An innovative numerical algorithm for solving infinite-horizon optimal control problems is introduced in this paper, using the IsoCost-HyperSurface (ICHS) concept. In the state space of an optimal control system, an ICHS is defined as a set…
We address the problem of minimizing the long-run expected average cost of a complex system consisting of interactive subsystems. We formulate a multiobjective optimization problem of the one-stage expected costs of the subsystems and…
This paper solves the sparsest feedback selection problem for linear time invariant structured systems, a long-standing open problem in structured systems. We consider structurally cyclic systems with dedicated inputs and outputs. We prove…
In this paper we We propose GoPRONTO, a first-order, feedback-based approach to solve nonlinear discrete-time optimal control problems. This method is a generalized first-order framework based on incorporating the original dynamics into a…
We propose a tube-based guaranteed cost model predictive controller considering a homothetic formulation for constrained linear systems subject to multiplicative structured norm-bounded uncertainties. It provides an upper bound to the…
This paper addresses the cooperative control problem of Thyristor-Controlled Series Compensation (TCSC) to eliminate the stress of cyber-physical power system. The cyber-physical power system is composed of power network, protection and…
Game-theoretic approaches and Nash equilibrium have been widely applied across various engineering domains. However, practical challenges such as disturbances, delays, and actuator limitations can hinder the precise execution of Nash…
Inverse Optimal Control (IOC) is a powerful framework for learning a behaviour from observations of experts. The framework aims to identify the underlying cost function that the observed optimal trajectories (the experts' behaviour) are…
One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to provide the desired feedback controls for linear quadratic…
For a networked control system, we consider the problem of encoder and controller design. We study a discrete-time linear plant with a finite horizon performance cost, comprising of a quadratic function of the states and controls, and an…
This paper concerns a class of uncertain linear quantum systems subject to quadratic perturbations in the system Hamiltonian. A small gain approach is used to evaluate the performance of the given quantum system. In order to get improved…
This paper is concerned with a stochastic linear quadratic (LQ, for short) control problem with a recursive cost functional in an infinite horizon. A main difficult is well-posedness of the BSDE in $L^1$ and in infinite horizon. A notion of…