Zobrazeno 1 - 10
of 12 437
pro vyhledávání: '"QUADRATIC OPTIMAL-CONTROL"'
Autor:
Chaudhary, Abhishek
We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler scheme, de
Externí odkaz:
http://arxiv.org/abs/2412.08553
This paper investigates the asymptotic behavior of the solution to a linear-quadratic stochastic optimal control problems. The so-called probability cell problem is introduced the first time. It serves as the probability interpretation of the well-kn
Externí odkaz:
http://arxiv.org/abs/2409.11633
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 and infini
Externí odkaz:
http://arxiv.org/abs/2409.01820
The paper establishes the exponential turnpike property for a class of mean-field stochastic linear-quadratic (LQ) optimal control problems with periodic coefficients. It first introduces the concepts of stability, stabilizability, and detectability
Externí odkaz:
http://arxiv.org/abs/2407.17926
Autor:
Sun, Zhongshi, Jia, Guangyan
This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it imitates the be
Externí odkaz:
http://arxiv.org/abs/2405.17085
Autor:
Dunyak, Alex, Caines, Peter E.
The modelling of linear quadratic Gaussian optimal control problems on large complex networks is intractable computationally. Graphon theory provides an approach to overcome these issues by defining limit objects for infinite sequences of graphs perm
Externí odkaz:
http://arxiv.org/abs/2407.00212
A $\mathcal{H}_2$-guaranteed sparse-feedback linear-quadratic (LQ) optimal control with convex parameterization and convex-bounded uncertainty is studied in this paper, where $\ell_0$-penalty is added into the $\mathcal{H}_2$ cost to penalize the num
Externí odkaz:
http://arxiv.org/abs/2406.11168
Autor:
Alalabi, Ala', Morris, Kirsten
Finite-time linear-quadratic control of partial differential-algebraic equations (PDAEs) is considered. The discussion is restricted to those that are radial with index $0$; this corresponds to a nilpotency degree of 1. We establish the existence of
Externí odkaz:
http://arxiv.org/abs/2404.03766