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In this paper we propose dynamic output-feedback controller synthesis methods for discrete-time linear time-invariant systems. The synthesis goal is to achieve dissipativity with respect to a given quadratic supply rate or a given $H_2$…

最优化与控制 · 数学 2026-03-25 Pietro Kristović , Andrej Jokić , Mircea Lazar

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

最优化与控制 · 数学 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

In this paper, we solve the long-standing fundamental problem of irregular linear--quadratic (LQ) optimal control, which has received significant attention since the 1960s. We derive the optimal controllers via the key technique of finding…

最优化与控制 · 数学 2019-02-15 Huanshui Zhang , Juanjuan Xu

A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…

系统与控制 · 计算机科学 2018-09-18 Forrest Laine , Claire Tomlin

We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By…

最优化与控制 · 数学 2018-10-16 Maryam Kamgarpour , Tyler Summers

In this article we address the issue of uniqueness for differential and algebraic operator Riccati equations, under a distinctive set of assumptions on their unbounded coefficients. The class of boundary control systems characterized by…

最优化与控制 · 数学 2021-02-02 Paolo Acquistapace , Francesca Bucci

H2-conic controller design seeks to minimize the closed-loop H2-norm for a nominal linear system while satisfying the Conic Sector Theorem for nonlinear stability. This problem has only been posed with limited design freedom, as opposed to…

最优化与控制 · 数学 2021-10-11 Ethan J. LoCicero , Leila Bridgeman

This paper is concerned with the design of a linear control law for linear systems with stationary additive disturbances. The objective is to find a state feedback gain that minimizes a quadratic stage cost function, while observing chance…

最优化与控制 · 数学 2025-10-03 Georg Schildbach , Paul Goulart , Manfred Morari

This paper is concerned with the deterministic optimal control of Ito stochastic systems with random coefficients. The necessary and sufficient conditions for the unique solvability of the optimal control problem with random coefficients…

最优化与控制 · 数学 2019-03-05 Hongdan Li , Juanjuan Xu , Huanshui Zhang

General purpose correct-by-construction synthesis methods are limited to systems with low dimensionality or simple specifications. In this work we consider highly symmetrical counting problems and exploit the symmetry to synthesize provably…

系统与控制 · 计算机科学 2018-07-11 Petter Nilsson , Necmiye Ozay

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,…

最优化与控制 · 数学 2025-04-28 Petar Bevanda , Nicolas Hoischen , Tobias Wittmann , Jan Brüdigam , Sandra Hirche , Boris Houska

We investigate the asymptotic properties of a finite-time horizon linear-quadratic optimal control problem driven by a multiscale stochastic process with multiplicative Brownian noise. We approach the problem by considering the associated…

最优化与控制 · 数学 2020-11-19 Beniamin Goldys , Gianmario Tessitore , James Yang , Zhou Zhou

We propose a technique to design control algorithms for a class of finite dimensional quantum systems so that the control law does not present discontinuities. The class of models considered admits a group of symmetries which allows us to…

量子物理 · 物理学 2019-10-23 Domenico D'Alessandro , Benjamin Sheller

This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is…

最优化与控制 · 数学 2013-12-30 Kai Du

Formal control synthesis approaches over stochastic systems have received significant attention in the past few years, in view of their ability to provide provably correct controllers for complex logical specifications in an automated…

系统与控制 · 计算机科学 2016-02-04 Majid Zamani , Ilya Tkachev , Alessandro Abate

We consider the feedback design for stabilizing a rigid body system by making and breaking multiple contacts with the environment without prespecifying the timing or the number of occurrence of the contacts. We model such a system as a…

系统与控制 · 计算机科学 2019-05-16 Weiqiao Han , Russ Tedrake

This paper is concerned with a general non-homogeneous stochastic linear quadratic (LQ) control problem with regime switching and random coefficients. We obtain the explicit optimal state feedback control and optimal value for this problem…

最优化与控制 · 数学 2023-07-17 Ying Hu , Xiaomin Shi , Zuo Quan Xu

Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum…

量子物理 · 物理学 2025-05-06 Xinyu Fei , Lucas T. Brady , Jeffrey Larson , Sven Leyffer , Siqian Shen

This paper addresses the robust ${\cal H}_2$ synthesis problem for linear fractional transformation (LFT) systems subject to structured uncertainty (parameter) and white-noise disturbances. By introducing an intermediate matrix variable, we…

系统与控制 · 电气工程与系统科学 2026-02-10 Fen Wu

Symbolic approaches to the control design over complex systems employ the construction of finite-state models that are related to the original control systems, then use techniques from finite-state synthesis to compute controllers…

最优化与控制 · 数学 2013-02-18 Majid Zamani , Peyman Mohajerin Esfahani , Rupak Majumdar , Alessandro Abate , John Lygeros