Related papers: H\"older equivalence of the value function for con…
In this note, we prove the quantitative observability with an explicit control cost for the 1D Schr\"odinger equation over $\mathbb{R}$ with real-valued, bounded continuous potential on thick sets. Our proof relies on different techniques…
This paper investigates the controllability of finite-dimensional linear fractional systems involving an uncertain parameter. We establish new results on the simultaneous and average controllability. In particular, we show that average…
For two-person dynamic zero-sum games (both discrete and continuous settings), we investigate the limit of value functions of finite horizon games with long run average cost as the time horizon tends to infinity and the limit of value…
This note presents an extension to the adaptive control strategy presented in [1] able to counter eventual instability due to disturbances at the input of an otherwise $\mathcal{L}_2$ stable closed-loop system. These disturbances are due to…
We study a discounted singular stochastic control problem driven by a general L\'evy process, where the objective is to minimize a cost functional composed of a running cost and a control cost that depends on the current state of the…
In this paper we consider a control system of the form $\dot x = F(x)u$, linear in the control variable $u$. Given a fixed starting point, we study a finite-horizon optimal control problem, where we want to minimize a weighted sum of an…
We show a connection between global unconstrained optimization of a continuous function $f$ and weak KAM theory for an eikonal-type equation arising also in ergodic control. A solution $v$ of the critical Hamilton-Jacobi equation is built…
In the paper [P. Cannarsa, C. Mendico, Asymptotic analysis for Hamilton-Jacobi- Bellman equations on Euclidean space, (2021) Arxiv], we proved the existence of the limit as the time horizon goes to infinity of the averaged value function of…
In this article, we first prove quantitative estimates associated to the unique continuation theorems for operators with partially analytic coefficients of Tataru, Robbiano-Zuily and H\"ormander. We provide local stability estimates that…
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 show that Liouville-von Neumann approach to quantum mechanical systems, which demands the existence of invariant operators, reproduces the time-dependent variational Gaussian approximation. We find the effective action of the…
This paper deals with two separate but related results. First we consider weak solutions to a parabolic operator with H\"ormander vector fields. Adapting the iteration scheme of J\"urgen Moser for elliptic and parabolic equations in…
We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…
We generalize the proof of Karamata's Theorem by the method of approximation by polynomials to the operator case. As a consequence, we offer a simple proof of \emph{uniform dual ergodicity} for a very large class of dynamical systems with…
In this paper, we study approximate and exact controllability of the linear difference equation $x(t) = \sum\_{j=1}^N A\_j x(t - \Lambda\_j) + B u(t)$ in $L^2$, with $x(t) \in \mathbb C^d$ and $u(t) \in \mathbb C^m$, using as a basic tool a…
We consider an exit-time minimum problem with a running cost, $l\geq 0$ and unbounded controls. The occurrence of points where $l=0$ can be regarded as a transversality loss. Furthermore, since controls range over unbounded sets, the family…
In this paper, we investigate a sparse optimal control of continuous-time stochastic systems. We adopt the dynamic programming approach and analyze the optimal control via the value function. Due to the non-smoothness of the $L^0$ cost…
In this paper, we propose and practically evaluate a class of gradient-free control functions ensuring the motion of a unicycle-type system towards the extremum point of a time-varying cost function. We prove that the unicycle is able to…
In this paper, we formulate and solve a guaranteed cost control problem for a class of uncertain linear stochastic quantum systems. For these quantum systems, a connection with an associated classical (non-quantum) system is first…
We prove a unique continuation principle or uncertainty relation valid for Schr\"odinger operator eigenfunctions, or more generally solutions of a Schr\"odinger inequality, on cubes of side $L\in 2\NN+1$. It establishes an equi-distribution…