Instabilizability Conditions for Continuous-Time Stochastic Systems Under Control Input Constraints

Feedback Control of Linear Systems under Input Constraints

This paper shows that the problem of control under linear symmetrical input constraints of linear stabilizable systems can always be solved by restricting the set of admissible initial states to a polyhedral domain of the state space. This result can be obtained by an appropriate closed-loop eigenstructure assignment. Two subsequent problems are then addressed: the maximal size of the domain of...

Control of Ensembles of Single-Input Continuous-Time Linear Systems

In this paper we consider continuous-time linear time-invariant single-input systems that depend on a single parameter. Given a family of desired states we aim to find open-loop control inputs which are independent of the parameter that simultaneously steer the zero initial state arbitrarily close to a family of terminal states. As an application we show that a family of networks of harmonic os...

Idempotent Expansions for Continuous-Time Stochastic Control

It is now well-known that many classes of deterministic control problems may be solved by max-plus or minplus (more generally, idempotent) numerical methods. These methods include max-plus basis-expansion approaches [1], [2], [6], [9], as well as the more recently developed curseof-dimensionality-free methods [9], [14]. It has recently been discovered that idempotent methods are applicable to s...

Stochastic Control in Continuous Time

Planning under Time Constraints in Stochastic Domains

We provide a method based on the theory of Markov decision processes for e cient planning in stochastic domains Goals are encoded as reward functions expressing the desirability of each world state the planner must nd a policy mapping from states to actions that maximizes future rewards Standard goals of achievement as well as goals of maintenance and prioritized combinations of goals can be sp...