Related papers: Unconditionnally stable scheme for Riccati equatio…
Analytic interpolation problems with rationality and derivative constraints occur in many applications in systems and control. In this paper we present a new method for the multivariable case, which generalizes our previous results on the…
When simulating resistive-capacitive circuits or electroquasistatic problems where conductors and insulators coexist, one observes that large time steps or low frequencies lead to numerical instabilities, which are related to the condition…
We introduce a numerical method for the numerical solution of the so-called Lur'e matrix equations that arise in balancing-related model reduction and linear-quadratic infinite time horizon optimal control. Based on the fact that the set of…
This paper explores the decentralized control of linear deterministic systems in which different controllers operate based on distinct state information, and extends the findings to the output feedback scenario. Assuming the controllers…
We present a number of cases of optimal control of Volterra and Fredholm integral equations that are solvable in the sense that the problem can be reduced to a solvable integral equation. This is conceptually analogous to the role of the…
In this paper, a large class of time-varying Riccati equations arising in stochastic dynamic games is considered. The problem of the existence and uniqueness of some globally defined solution, namely the bounded and stabilizing solution, is…
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…
A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
A numerical technique used to solve boundary value problems is modified to find periodic steady-state solutions of nonautonomous dynamical systems. The technique uses a matrix representation of the time derivative obtained through…
A graph with convex quadratic stability number is a graph for which the stability number is determined by solving a convex quadratic program. Since the very beginning, where a convex quadratic programming upper bound on the stability number…
We apply Prediction-Based control (PBC) in order to stabilize globally a positive equilibrium of a planar Ricker's equation. We construct a closed invariant set in a strictly positive domain for the controlled map and derive conditions on…
A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a…
Finite difference schemes are here solved by means of a linear matrix equation. The theoretical study of the related algebraic system is exposed, and enables us to minimize the error due to a finite difference approximation.
In the first part of this article, we study feedback stabilization of a parabolic coupled system by using localized interior controls. The system is feedback stabilizable with exponential decay $-\omega<0$ for any $\omega>0$. A stabilizing…
We provide a sufficient condition for solvability of a system of real quadratic equations $p_i(x)=y_i$, $i=1, \ldots, m$, where $p_i: {\mathbb R}^n \longrightarrow {\mathbb R}$ are quadratic forms. By solving a positive semidefinite…
Linear-quadratic optimal control problem for systems governed by forward-backward stochastic differential equations has been extensively studied over the past three decades. Recent research has revealed that for forward-backward control…
This paper is concerned with the problems of optimal control and stabilization for networked control systems (NCSs), where the remote controller and the local controller operate the linear plant simultaneously. The main contributions are…
The present article considers stability of the solutions to nonlinear and nonautonomous compartmental systems governed by ordinary differential equations (ODEs). In particular, compartmental systems with a right-hand side that can be…
The scalar Riccati equation is a prototypical nonlinear ODE having diverse mathematical connections. In the centuries since its initial formulation, a standard textbook theory has emerged according to which the general solution may be…
Von Neumann established that discretized algebraic equations must be consistent with the differential equations, and must be stable in order to obtain convergent numerical solutions for the given differential equations. The "stability" is…