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Optimal Synthesis and Explicit State-Space Solution for a Decentralized Two-Player Linear-Quadratic Regulator
Two-Player Linear-Quadratic State-Space Solution
2015/6/19
In this paper, we develop controller synthesis algorithms for decentralized control problems. The system considered here is an information structure, consisting of two interconnected linear subsystems...
An Explicit Dynamic Programming Solution for a Decentralized Two-Player Optimal Linear-Quadratic Regulator
Programming Solution Two-Player
2015/6/19
We develop optimal controller synthesis algorithms for decentralized control problems, in which individual subsystems are connected over a network. We consider a simple information structure, consisti...
An Explicit State-Space Solution for a Decentralized Two-Player Optimal Linear-Quadratic Regulator
Two-Player State-Space Solution
2015/6/19
We develop controller synthesis algorithms for decentralized control problems, where individual subsystems are connected over a network. We focus on the simplest information structure, consisting of t...
Efficient Reinforcement Learning for High Dimensional Linear Quadratic Systems
Efficient Reinforcement Learning High Dimensional Linear Quadratic Systems
2013/4/28
We study the problem of adaptive control of a high dimensional linear quadratic (LQ) system. Previous work established the asymptotic convergence to an optimal controller for various adaptive control ...
Correction to:“Blind maximum likelihood separation of a linear-quadratic mixture”
Correction Blind maximum likelihood separation linear-quadratic mixture
2010/3/9
An error occurred in the computation of a gradient in [1]. The equa-
tions (20) in Appendix and (17) in the text were not correct. The current
paper presents the correct version of these equations.
Regulation of Irrigation Canals Using a Two-Stage Linear Quadratic Reliable Control
Irrigation canals Two-stage reliable control Linear quadratic control
2009/10/12
A 2-stage discrete-time linear quadratic reliable control technique is applied to the regulation of irrigation canals. The Saint-Venant equations of open-channel flow are linearized using the Taylor s...
In this paper, we use the solutions of forward-backward stochastic differentialequations to get the explicit form of the optimal control for linear quadraticstochastic optimal control problem and the ...
Existence of Linear-Quadratic Regulator for Degenerate Diffusions
Stochastic differential equation Hamilton-Jacobi-Bellman equation Linear-Quadratic problem Viscosity solutions Applications to control theory
2010/2/26
This paper studies a linear regulatory quadratic control problem for degenerate Hamilton-Jacobi-Bellman (HJB) equation. We establish the existence of a unique viscosity and a classical solution of the...
Non-linear strategies in a linear quadratic differential game
differential game non-linear strategies catching up optimal Folk Theorem
2010/11/5
We study non-linear Markov perfect equilibria in a two agent linear quadratic
differential game. In contrast to the literature owing to Tsutsui and Mino
(1990), we do not associate endogenous subset...