Related papers: Notes on the Riccati operator equation in open qua…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
This paper discusses the discrete-time mean-field stochastic linear quadratic optimal control problems, whose weighting matrices in the cost functional are not assumed to be definite. The open-loop solvability is characterized by the…
Accurate models for open quantum systems -- quantum states that have non-trivial interactions with their environment -- may aid in the advancement of a diverse array of fields, including quantum computation, informatics, and the prediction…
Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods…
As it is popular known, Riccati equation is the key basic tool for optimal control in the modern control theory. The solvability conditions of optimal control, stabilization conditions and controller design are all based on the Riccati…
We unify two recent results concerning equilibration in quantum theory. We first generalise a proof of Reimann [PRL 101,190403 (2008)], that the expectation value of 'realistic' quantum observables will equilibrate under very general…
It is shown that the squared operation of the Dirac equation which is widely applied may create new solutions and moreover may change the inner nature of original equation. Some illustrating examples are considered as well.
We study in an unified fashion several quadratic vector and matrix equations with nonnegativity hypotheses. Specific cases of such problems (QBD equations, nonsymmetric algebraic Riccati equations, Lu's simple equation, Markovian binary…
In the present paper we study the existence of solutions for some classes of singular systems involving the p(x) and q(x) Laplacian operators. The approach is based on bifurcation theory and subsupersolution method for systems of…
The Riccati differential equation is examined in light of its connection to second order linear time varying systems. In that light it becomes the clear generalization for the characteristic equation of linear time invariant systems, and is…
This paper is a complement of our recent works on the semilinear Tricomi equations in [8] and[9].
Although the Hamiltonian in quantum physics has to be a linear operator, it is possible to make quantum systems behave as if their Hamiltonians contained antilinear (i.e., semilinear or conjugate-linear) terms. For any given quantum system,…
This paper is concerned with the closed-loop solvability of one kind of linear-quadratic Stackelberg stochastic differential game, where the coefficients are deterministic. The notion of the closed-loop solvability is introduced, which…
We study the closed-loop solvability of a stochastic linear quadratic optimal control problem for systems governed by stochastic evolution equations. This solvability is established by means of solvability of the corresponding Riccati…
Following the previous work [1], we investigate the impact of damping on the oscillation of smooth solutions to some kind of quasilinear wave equations with Robin and Dirichlet boundary condition. By using generalized Riccati transformation…
In this short note, we review several one-dimensional problems such as those involving linear Schroedinger equation, variable-coefficient Helmholtz equation, Zakharov-Shabat system and Kubelka-Munk equations. We show that they all can be…
We present a quantum algorithm for systems of (possibly inhomogeneous) linear ordinary differential equations with constant coefficients. The algorithm produces a quantum state that is proportional to the solution at a desired final time.…
This paper analyzes a special instance of nonsymmetric algebraic matrix Riccati equations arising from transport theory. Traditional approaches for finding the minimal nonnegative solution of the matrix Riccati equations are based on the…
We present a simple method for proving Rellich inequalities on Riemannian manifolds with constant, non-positive sectional curvature. The method is built upon simple convexity arguments, integration by parts, and the so-called Riccati pairs,…
A new integrability condition of the Riccati equation $dy/dx=a(x)+b(x)y+c(x)y^{2}$ is presented. By introducing an auxiliary equation depending on a generating function $f(x)$, the general solution of the Riccati equation can be obtained if…