Related papers: On Dissipative Quadratic Stochastic Operators
We study the linear-quadratic optimal control problem for infinite-dimensional dissipative systems with possibly indefinite cost functional. Under the assumption that a storage function exists, we show that this indefinite optimal control…
We study the problem of controlling linear time-invariant systems with known noisy dynamics and adversarially chosen quadratic losses. We present the first efficient online learning algorithms in this setting that guarantee $O(\sqrt{T})$…
This paper is concerned with multimode open quantum harmonic oscillators and quadratic-exponential functionals (QEFs) as quantum risk-sensitive performance criteria. Such systems are described by linear quantum stochastic differential…
It is known (see \cite[Br\"and\'en, Lemma 2.7]{B10}) that a necessary condition for $T:=\sum Q_k(x) D^k$ to be hyperbolicity preserving is that $Q_k(x)$ and $Q_{k-1}(x)$ have interlacing zeros. We characterize all quadratic linear…
We develop in this paper a new framework for discrete calculus of variations when the actions have densities involving an arbitrary discretization operator. We deduce the discrete Euler-Lagrange equations for piecewise continuous critical…
The Distributional Koopman Operator (DKO) is introduced as a way to perform Koopman analysis on random dynamical systems where only aggregate distribution data is available, thereby eliminating the need for particle tracking or detailed…
This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…
An operator form of asymptotic expansions for Markov chains is established. Coefficients are given explicitly. Such expansions require a certain modification of the classical spectral method. They prove to be extremely useful within the…
We establish adiabatic theorems with and without spectral gap condition for general -- typically dissipative -- linear operators $A(t): D(A(t)) \subset X \to X$ with time-dependent domains $D(A(t))$ in some Banach space $X$. In these…
This paper establishes optimal convergence rates for estimation of structured covariance operators of Gaussian processes. We study banded operators with kernels that decay rapidly off-the-diagonal and $L^q$-sparse operators with an…
In various contexts in mathematical physics one needs to compute the logarithm of a positive unbounded operator. Examples include the von Neumann entropy of a density matrix and the flow of operators with the modular Hamiltonian in the…
This paper is concerned with a stochastic linear quadratic (LQ, for short) control problem with a recursive cost functional. It involves BSDEs in $L^1$ whose well-posedness is a subtle issue. A suitable framework has been adopted so that…
Classical Banach principle is an essential tool for the investigation of the ergodic properties of Cesaro subsequences. The aim of this work is to extend Banach principle to the case of the stochastic convergence in the operator algebras.…
We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…
In this paper the stability and the perturbation bounds of Markov operators acting on abstract state spaces are investigated. Here, an abstract state space is an ordered Banach space where the norm has an additivity property on the cone of…
Chaos is a fundamental feature of many complex dynamical systems, including weather systems and fluid turbulence. These systems are inherently difficult to predict due to their extreme sensitivity to initial conditions. Many chaotic systems…
In this paper, we consider the mixed optimal control of a linear stochastic system with a quadratic cost functional, with two controllers-one can choose only deterministic time functions, called the deterministic controller, while the other…
We establish moment estimates for the invariant measure of a stochastic partial differential equation describing motion by mean curvature flow in (1+1) dimension, leading to polynomial stability of the associated Markov semigroup. We also…
This paper proposes and analyzes a new operator splitting method for stochastic Maxwell equations driven by additive noise, which not only decomposes the original multi-dimensional system into some local one-dimensional subsystems, but also…
The aim of the present paper is to define compact operators on asymmetric normed spaces and to study some of their properties. The dual of a bounded linear operator is defined and a Schauder type theorem is proved within this framework. The…