Abstract— This paper is concerned with the robust stabilization of a class of stochastic large-scale systems. The uncertainties satisfy integral quadratic constraints. The random...
Junlin Xiong, Valery A. Ugrinovskii, Ian R. Peters...
— Optimal control and estimation are dual in the LQG setting, as Kalman discovered, however this duality has proven difficult to extend beyond LQG. Here we obtain a more natural...
It is well known that stochastic control systems can be viewed as Markov decision processes (MDPs) with continuous state spaces. In this paper, we propose to apply the policy iter...
— In this paper we present a gradient method to iteratively update local controllers of a distributed linear system driven by stochastic disturbances. The control objective is to...
— A manufacturer producing several items keeps them into safety stocks (buffers) in order to supply an external stochastic demand without interruptions. We consider the classical...
Francesco Borrelli, Carmen Del Vecchio, Alessandra...