Related papers: A uniform Tauberian theorem in optimal control
We consider optimal control problem with an integral cost which is a mean of a given function. As a particular case, the cost concerned is the Ces\`aro average. The limit of the value with Ces\`aro mean when the horizon tends to infinity is…
The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…
In this paper, optimal time control problems and optimal target control problems are studied for the approximately null-controllable heat equations. Compared with the existed results on these problems, the boundary of control variables are…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
We investigate the stability of equilibrium-induced optimal values with respect to (w.r.t.) reward functions $f$ and transition kernels $Q$ for time-inconsistent stopping problems under nonexponential discounting in discrete time. First,…
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
This paper discusses a general and useful stability principle which, roughly speaking, says that given a uniformly continuous function defined on an arbitrary metric space, if the function is bounded on the constraint set and we slightly…
We introduce the notion of uniform exactness, or uniform amenability at infinity, for discrete groups and prove it for a wide class of groups containing free groups and their limit groups. This shows a novel strong convergence phenomenon…
Given an ideal $\mathcal{I}$ on the positive integers, a real sequence $(x_n)$ is said to be $\mathcal{I}$-statistically convergent to $\ell$ provided that $$ \textstyle \left\{n \in \mathbf{N}: \frac{1}{n}|\{k \le n: x_k \notin U\}| \ge…
A uniformly bounded complete orthonormal system of functions $\Theta =\{ \theta_n\}_{n=1}^{\infty},$ $ \|\theta_n\|_{L^\infty_{[0,1]} } \leq M $ is constructed such that $\sum_{n=1}^{\infty} a_{n}\theta_{n}$ converges almost everywhere on…
An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…
Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…
Necessary optimality conditions in the form of the maximum principle for control problems with infinite time horizon are considered. Both finite and infinite values of objective functional are allowed since the concept of overtaking or…
In this paper, we establish an exponential periodic turnpike property for linear quadratic optimal control problems governed by periodic systems in infinite dimension. We show that the optimal trajectory converges exponentially to a…
This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…
This work is concerned with the possibility of proving the boundary null controllability for the degenerate wave equation, developing the asymptotic analysis of a suitable family of state-control pairs $((u_\varepsilon ,…
Our goal is to study controllability and observability properties of the 1D heat equation with internal control (or observation) set $\omega_{\varepsilon}=(x_{0}-\varepsilon, x_{0}+\varepsilon )$, in the limit $\varepsilon\rightarrow 0$,…
A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…
This paper firstly presents the necessary and sufficient conditions for a kind of discrete-time robust stochastic optimal control problem with convex control domains. As it is an "inf sup problem", the classical variational method is…
An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…