The increasing ease of obtaining and processing data together with the growth in system complexity has sparked interest moving from conventional model-based control design towards data-driven concepts. Since many engineering applications time delays naturally arise are often a source instability, we contribute to field by introducing data-based formulas for state feedback linear discrete-time t...

We examine disturbed linear-quadratic games, where each player chooses his strategy according to a modified Nash equilibrium model under open-loop information structure. We give conditions for the existence and uniqueness of such an equilibrium. We also show how these conditions are related to certain Riccati difference equations and a boundary value problem.

We present a quadratic Discrete-time Optimal Control problem generator, written in C, with options for Degeneracy, Activity and Conditioning (DOCDAC). We use the generator to investigate badly conditioned and degenerate extended linear-quadratic problems (ELQPs) by solving such problems with primal-dual projected gradient and interior-point methods. The benefit of using second-order information...

This paper deals with the covariance control for discrete-time linear switched systems affected by additive stochastic noises. Given any periodic stabilizing switching law deterministic system associated to one, a finite set of matrices is characterized that an attractor state matrix sequence. Moreover, upper and lower bounds on are determined trajectories one-dimensional systems.