Related papers: On conjugate times of LQ optimal control problems
In this paper, we study evolutive Hamilton Jacobi equations with Hamiltonians that are discontinuous in time, posed on a simple network consisting of two edges on the real line connected at a single junction. We introduce a notion of…
In this paper we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Under some mild assumptions and the framework of the…
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equation is derived for the equilibrium value…
This article is concerned with analytic Hamiltonian dynamical systems in infinite dimension in a neighborhood of an elliptic fixed point. Given a quadratic Hamiltonian, we consider the set of its analytic higher order perturbations. We…
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 consider a linear-quadratic deterministic optimal control problem where the control takes values in a two-dimensional simplex. The phase portrait of the optimal synthesis contains second-order singular extremals and exhibits modes of…
We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a union of half-planes which share a common straight line. This set will be named a junction. We…
Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…
This paper investigates the central role played by the Hamiltonian in continuous-time nonlinear optimal control problems. We show that the strict convexity of the Hamiltonian in the control variable is a sufficient condition for the…
We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…
The hybrid optimal control problem with reach time to a target set is addressed and the continuity and uniqueness of the associated value function is proved. Hybrid systems involves interaction of different types of dynamics: continuous and…
The purpose of this paper is to close the remaining gaps in the understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of…
We study Hamilton Jacobi Bellman equations in an infinite dimensional Hilbert space, with Lipschitz coefficients, where the Hamiltonian has superquadratic growth with respect to the derivative of the value function, and the final condition…
The conjugacy problem for a finitely generated group $G$ is the two-variable problem of deciding for an arbitrary pair $(u,v)$ of elements of $G$, whether or not $u$ is conjugate to $v$ in $G$. We construct examples of finitely generated,…
We study the time evolution of an ideal system composed of two harmonic oscillators coupled through a quadratic Hamiltonian with arbitrary interaction strength. We solve its dynamics analytically by employing tools from symplectic geometry.…
In this note, we study a class of indefinite stochastic McKean-Vlasov linear-quadratic (LQ in short) control problem under the control taking nonnegative values. In contrast to the conventional issue, both the classical dynamic programming…
This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…
We prove that autonomous Hamiltonian flows on the two-sphere exhibit the following dichotomy: the Hofer norm either grows linearly or is bounded in time by a universal constant C. Our approach involves a new technique, Hamiltonian…
A study of the linear quadratic (LQ) control problem on a finite time interval for a model equation in Hilbert spaces which comprehends the memory of the inputs was performed recently by the authors. The outcome included a closed-loop…