Related papers: A uniform Tauberian theorem in optimal control
We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…
We study the asymptotic behavior as $p\to\infty$ of the Gelfand problem \[ -\Delta_{p} u=\lambda\,e^{u}\ \textrm{in}\ \Omega\subset\mathbb{R}^n,\quad u=0 \ \textrm{on}\ \partial\Omega. \] Under an appropriate rescaling on $u$ and $\lambda$,…
The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…
We address the generalized variational problem of Herglotz from an optimal control point of view. Using the theory of optimal control, we derive a generalized Euler-Lagrange equation, a transversality condition, a DuBois-Reymond necessary…
The turnpike phenomenon stipulates that the solution of an optimal control problem in large time, remains essentially close to a steady-state of the dynamics, itself being the optimal solution of an associated static optimal control…
We present a general framework for thermodynamic limits and its applications to a variety of models. In particular we will identify criteria such that the limits are uniform in a parameter. All results are illustrated with the example of…
New form of sufficient optimality condition is obtained in comparison with the Mangasarian sufficiency theorem. Both finite and infinite values of objective functional are allowed since concepts of overtaking and weakly overtaking…
For a normal measurable operator $a$ affiliated with a von Neumann factor $\mathcal{M}$ we show: If $\mathcal{M}$ is infinite, then there is $\lambda_0\in \mathbb{C}$ so that for $\varepsilon>0$ there are…
In this work, we extend Aubry-Mather theory to the case of control systems with nonholonomic constraints. In this framework, we consider an optimal control problem where admissible trajectories are solutions of a control-affine equation.…
In this paper we present explicit bounds for optimal control in a Lagrange problem without end-point constraints. The approach we use is due to Gamkrelidze and is based on the equivalence of the Lagrange problem and a time-optimal problem…
Let $\varphi :\mathbb{D}\to\mathbb{C}$ be an integrable holomorphic function on the unit disk $\mathbb{D}$ and $D_{\varphi}:\mathbb{D}\to T(\mathbb{D})$ the Teichm\"uller disk in the universal Teichm\"uller space $T(\mathbb{D})$. For a…
We continue our study of bounded solutions of the semilinear parabolic equation $u_t=u_{xx}+f(u)$ on the real line, where $f$ is a locally Lipschitz function on $\mathbb{R}.$ Assuming that the initial value $u_0=u(\cdot,0)$ of the solution…
We consider the entanglement entropy for a spacetime region and its spacelike complement in the framework of algebraic quantum field theory. For a M\"obius covariant local net satisfying a certain nuclearity property, we consider the von…
Suppose that an equilibrium is asymptotically stable when external inputs vanish. Then, every bounded trajectory which corresponds to a control which approaches zero and which lies in the domain of attraction of the unforced system, must…
We consider a class of exit--time control problems for nonlinear systems with a nonnegative vanishing Lagrangian. In general, the associated PDE may have multiple solutions, and known regularity and stability properties do not hold. In this…
This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…
This paper builds up two equivalence theorems for different kinds of optimal control problems of internally controlled Schr\"{o}dinger equations. The first one concerns with the equivalence of the minimal norm and the minimal time control…
We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…
We solve Talagrand's entropy problem: the L_2-covering numbers of every uniformly bounded class of functions are exponential in its shattering dimension. This extends Dudley's theorem on classes of {0,1}-valued functions, for which the…
We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter {\epsilon}. We study the asymptotic, as {\epsilon} goes to 0, of the corresponding value functions, and show convergence, in…