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This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

最优化与控制 · 数学 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…

最优化与控制 · 数学 2023-12-15 Qi Lü , Bowen Ma

This paper presents novel controllers that yield finite-time stability for linear systems. We first present a sufficient condition for the origin of a scalar system to be finite-time stable. Then we present novel finite-time controllers…

动力系统 · 数学 2021-06-11 Kunal Garg , Dimitra Panagou

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

最优化与控制 · 数学 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

This paper considers the optimization landscape of linear dynamic output feedback control with $\mathcal{H}_\infty$ robustness constraints. We consider the feasible set of all the stabilizing full-order dynamical controllers that satisfy an…

最优化与控制 · 数学 2023-07-07 Bin Hu , Yang Zheng

This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…

最优化与控制 · 数学 2018-10-29 Dan Goreac

This paper surveys some recent results on the theory of quantum linear systems and presents them within a unified framework. Quantum linear systems are a class of systems whose dynamics, which are described by the laws of quantum mechanics,…

量子物理 · 物理学 2016-03-17 Ian R. Petersen

The problem of robust controller synthesis for plants affected by structured uncertainty, captured by integral quadratic constraints, is discussed. The solution is optimized towards a worst-case white noise rejection specification, which is…

系统与控制 · 电气工程与系统科学 2023-12-05 Maximilian Schütte , Annika Eichler , Herbert Werner

In this paper, we present how to synthesize controllers to enforce $\omega$-regular properties over linear control systems affected by bounded disturbances. In particular, these controllers are synthesized based on so-called hybrid…

系统与控制 · 电气工程与系统科学 2023-04-18 Bingzhuo Zhong , Majid Zamani , Marco Caccamo

Simulation of realistic classical mechanical systems is of great importance to many areas of engineering such as robotics, dynamics of rotating machinery and control theory. In this work, we develop quantum algorithms to estimate quantities…

量子物理 · 物理学 2024-04-12 Hari Krovi

We propose a convex controller synthesis framework for a large class of constrained linear systems, including those described by (deterministic and stochastic) partial differential equations and integral equations, commonly used in fluid…

最优化与控制 · 数学 2025-06-24 Lauren Conger , Antoine P. Leeman , Franca Hoffmann

Output-based controllers are known to be fragile with respect to model uncertainties. The standard $\mathcal{H}_{\infty}$-control theory provides a general approach to robust controller design based on the solution of the…

最优化与控制 · 数学 2022-04-22 Peter Benner , Jan Heiland , Steffen W. R. Werner

A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…

数理金融 · 定量金融 2021-10-13 Hongyan Cai , Danhong Chen , Yunfei Peng , Wei Wei

System level synthesis enables improved robust MPC formulations by allowing for joint optimization of the nominal trajectory and controller. This paper introduces a tailored algorithm for solving the corresponding disturbance feedback…

The aim of this work is to deal with a discontinuous Hamilton-Jacobi equation in the whole euclidian N-dimensional space, associated to a possibly unbounded optimal control problem. Here, the discontinuities are located on a hyperplane and…

最优化与控制 · 数学 2024-05-16 Emmanuel Chasseigne , Robson Carlos Reis , Silvia Sastre-Gomez

In the past couple of decades, non-quadratic convex penalties have reshaped signal processing and machine learning; in robust control, however, general convex costs break the Riccati and storage function structure that make the design…

系统与控制 · 电气工程与系统科学 2025-08-21 Joudi Hajar , Reza Ghane , Babak Hassibi

We address a class of systems for which the solution to an H-infinity optimal control problem can be given on a very simple closed form. In fact, both the control law and optimal performance value are explicitly given. The class of systems…

最优化与控制 · 数学 2019-03-18 Carolina Bergeling , Richard Pates , Anders Rantzer

We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon problems, and allow notably some coefficients to be stochastic. Our method is…

概率论 · 数学 2017-11-28 Matteo Basei , Huyên Pham

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…

最优化与控制 · 数学 2023-07-18 Yuyang Chen , Peng Luo

The purpose of this paper is to study and design direct and indirect couplings for use in coherent feedback control of a class of linear quantum stochastic systems. A general physical model for a nominal linear quantum system coupled…

量子物理 · 物理学 2012-02-07 Guofeng Zhang , Matthew R. James