5 papers · 2 filters
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…