11 papers
Structure and Conditioning in Finite-Horizon Continuous-Time Inverse LQR with Unknown Dynamics
Meiling Yu, Yuan-Hua Ni, Lei Jiang
Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper studies the finite-horizon continuous-ti…
Data-Enabled Policy and Value Iteration for Continuous-Time Linear Quadratic Output Feedback Control
Jun Xie, Yuan-Hua Ni, Yiqin Yang +1
This paper proposes efficient policy iteration and value iteration algorithms for the continuous-time linear quadratic regulator problem with unmeasurable states and unknown system…
GlobeDiff: State Diffusion Process for Partial Observability in Multi-Agent Systems
Yiqin Yang, Xu Yang, Yuhua Jiang +8
In the realm of multi-agent systems, the challenge of \emph{partial observability} is a critical barrier to effective coordination and decision-making. Existing approaches, such as…
Policy Optimization in the Linear Quadratic Gaussian Problem: A Frequency Domain Perspective
Haoran Li, Xun Li, Yuan-Hua Ni +1
The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems…
A Convex Optimization Approach to Model-Free Inverse Optimal Control with Provable Convergence
Meiling Yu, Lechen Feng, Lei Jiang +1
Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the co…
Douglas-Rachford Splitting for Group-Sparse Feedback Linear-Quadratic Control
Lechen Feng, Xun Li, Yuan-Hua Ni
In this paper, we study the distributed linear quadratic problem with fixed communication topology (DFT-LQ) and the sparse feedback linear quadratic (SF-LQ) problem through a unifi…
An Optimization-Based Framework for Solving Forward-Backward Stochastic Differential Equations: Convergence Analysis and Error Bounds
Yutian Wang, Yuan-Hua Ni, Xun Li
Forward-backward stochastic differential equations have recently become a key focus in the computational field, and their role in continuous-time stochastic optimal control and rei…
Safety Control of Impulsive Systems with Control Barrier Functions and Adaptive Gains
Zihan Liu, Yuan-Hua Ni
This paper addresses the safety challenges in impulsive systems, where abrupt state jumps introduce significant complexities into system dynamics. A unified framework is proposed b…
Receding Fixed-Horizon Optimization for Near-Time-Optimal Trajectory Planning and Control
Haotian Tan, Yuan-Hua Ni
Time-optimal trajectory planning and control is central for autonomous vehicles, yet its application and real-time deployment confronts two fundamental challenges: the non-convexit…
Two-Timescale Optimization Framework for Sparse-Feedback Linear-Quadratic Optimal Control
Lechen Feng, Yuan-Hua Ni, Xuebo Zhang
A -guaranteed sparse-feedback linear-quadratic (LQ) optimal control with convex parameterization and convex-bounded uncertainty is studied in this paper, where $\ell…
Policy Optimization of Finite-Horizon Kalman Filter with Unknown Noise Covariance
Haoran Li, Yuan-Hua Ni
This paper is on learning the Kalman gain by policy optimization method. Firstly, we reformulate the finite-horizon Kalman filter as a policy optimization problem of the dual syste…