Related papers: Higher-order infinite horizon variational problems…
We prove necessary optimality conditions for problems of the calculus of variations on time scales with a Lagrangian depending on the free end-point.
The stochastic linear--quadratic regulator problem subject to Gaussian disturbances is well known and usually addressed via a moment-based reformulation. Here, we leverage polynomial chaos expansions, which model random variables via series…
We deal with a problem of finding maximum of a function from the Holder class on a quantum computer. We show matching lower and upper bounds on the complexity of this problem. We prove upper bounds by constructing an algorithm that uses the…
Quadratically Constrained Quadratic Programs (QCQPs) are an important class of optimization problems with diverse real-world applications. In this work, we propose a variational quantum algorithm for general QCQPs. By encoding the variables…
We introduce the Hahn quantum variational calculus. Necessary and sufficient optimality conditions for the basic, isoperimetric, and Hahn quantum Lagrange problems, are studied. We also show the validity of Leitmann's direct method for the…
This paper focuses on infinite-horizon optimal control problems for dissipative systems and the relations to their finite-horizon formulations. We show that, for a large class of problems, dissipativity of the state equation, when a…
We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the…
We solve the Neumann problem, with nontangential estimates, for higher order divergence form elliptic operators with variable $t$-independent coefficients. Our results are accompanied by nontangential estimates on higher order layer…
We present a quantum algorithm to achieve higher-order transformations of Hamiltonian dynamics. Namely, the algorithm takes as input a finite number of queries to a black-box seed Hamiltonian dynamics to simulate a desired Hamiltonian. Our…
Fractional operators play an important role in modeling nonlocal phenomena and problems involving coarse-grained and fractal spaces. The fractional calculus of variations with functionals depending on derivatives and/or integrals of…
We develop an intrinsic geometrical setting for higher order constrained field theories. As a main tool we use an appropriate generalization of the classical Skinner-Rusk formalism. Some examples of application are studied, in particular,…
We construct new, efficient, and accurate high-order finite differencing operators which satisfy summation by parts. Since these operators are not uniquely defined, we consider several optimization criteria: minimizing the bandwidth, the…
Quantum computing uses the physical principles of very small systems to develop computing platforms which can solve problems that are intractable on conventional supercomputers. There are challenges not only in building the required…
We focus on elliptic quasi-variational inequalities (QVIs) of obstacle type and prove a number of results on the existence of solutions, directional differentiability and optimal control of such QVIs. We give three existence theorems based…
In this paper we show existence and uniqueness of a solution for a system of m variational partial differential inequalities with inter-connected obstacles. This system is the deterministic version of the Verification Theorem of the…
We derive the discrete version of the classical Helmholtz condition. Precisely, we state a theorem characterizing second order finite differences equations admitting a Lagrangian formulation. Moreover, in the affirmative case, we provide…
These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…
We study two generalizations of fractional variational problems by considering higher-order derivatives and a state time delay. We prove a higher-order integration by parts formula involving a Caputo fractional derivative of variable order…
This paper concerns existence of right-continuous with bounded variation solutions of a perturbed second-order differential inclusion governed by time and state-dependent maximal monotone operators.
We prove maximum principles for the problem of optimal control for a jump diffusion with infinite horizon and partial information. The results are applied to partial information optimal consumption and portfolio problems in infinite…