Related papers: H\"older equivalence of the value function for con…
Q-functions are widely used in discrete-time learning and control to model future costs arising from a given control policy, when the initial state and input are given. Although some of their properties are understood, Q-functions…
We develop a discrete counterpart of the De Giorgi-Nash-Moser theory, which provides uniform H\"older-norm bounds on continuous piecewise affine finite element approximations of second-order linear elliptic problems of the form $-\nabla…
We study the properties of the value function associated with an optimal control problem with uncertainties, known as average or Riemann-Stieltjes problem. Uncertainties are assumed to belong to a compact metric probability space, and…
In ergodic stochastic problems the limit of the value function $V_\lambda$ of the associated discounted cost functional with infinite time horizon is studied, when the discounted factor $\lambda$ tends to zero. These problems have been well…
We characterize the well-posedness of a class of infinite-dimensional port-Hamiltonian systems with boundary control and observation. This class includes in particular the Euler-Bernoulli beam equations and more generally 1D linear…
We prove an abstract Nash-Moser implicit function theorem which, when applied to control and Cauchy problems for PDEs in Sobolev class, is sharp in terms of the loss of regularity of the solution of the problem with respect to the data. The…
We study (approximate) null-controllability of parabolic equations in $L_p(\mathbb{R}^d)$ and provide explicit bounds on the control cost. In particular we consider systems of the form $\dot{x}(t) = -A_p x(t) + \mathbf{1}_E u(t)$, $x(0) =…
This paper characterizes the solution to a finite horizon min-max optimal control problem where the system is linear and discrete-time with control and state constraints, and the cost quadratic; the disturbance is negatively costed, as in…
We consider a terminal control problem for processes governed by a nonlinear system of fractional ODEs. In order to show existence of the control, we first consider the linear counterpart of the system and reprove a number of classical…
The control of any type of quantum hardware invariably necessitates time-dependent driving. If the basis depends on the control parameter, the presence of a time-dependent control field yields an extra term in the Schr\"odinger equation…
We prove the Liv\v{s}ic Theorem for arbitrary $GL(m,\mathbb R)$ cocycles. We consider a hyperbolic dynamical system $f : X \to X$ and a H\"older continuous function $A: X \to GL(m,\mathbb R)$. We show that if $A$ has trivial periodic data,…
We show that time complexity analysis of higher-order functional programs can be effectively reduced to an arguably simpler (although computationally equivalent) verification problem, namely checking first-order inequalities for validity.…
In this paper, we focus on the problem of optimal portfolio-consumption policies in a multi-asset financial market, where the n risky assets follow Exponential Ornstein-Uhlenbeck processes, along with one risk-free bond. The investor's…
We introduce a nonlocal control condition and the notion of approximate controllability for fractional order quasilinear control inclusions. Approximate controllability of a fractional control nonlocal delay quasilinear functional…
A new approach to feedback control design based on optimal control is proposed. Instead of expensive computations of the value function for different penalties on the states and inputs, we use a control Lyapunov function that amounts to be…
We propose a new controllability property for linear time varying control systems in finite dimension: the nonuniform complete controllability, which is halfway between the classical Kalman's properties of complete controllability and…
We consider a singular control problem with regime switching that arises in problems of optimal investment decisions of cash-constrained firms. The value function is proved to be the unique viscosity solution of the associated…
We prove the null controllability of a one-dimensional degenerate parabolic equation with drift and a singular potential. Here, we consider a weighted Neumann boundary control at the left endpoint, where the potential arises. We use a…
This paper is concerned with a general linear quadratic (LQ) control problem of mean-field backward stochastic differential equation (BSDE). Here, the weighting matrices in the cost functional are allowed to be indefinite. Necessary and…
In this paper, we prove Liouville type theorems for stable solutions to the weighted fractional Lane-Emden system \begin{align*} (-\Delta)^s u = h(x)v^p,\quad (-\Delta)^s v= h(x)u^q, \quad u,v>0\quad \mbox{in }\;\mathbb{R}^N, \end{align*}…