Related papers: Almost Automorphy and Riccati Equation
In this paper we make a subtle use of tools from operator theory and the Schauder fixed-point theorem to establish the existence of pseudo-almost automorphic solutions to some classes of nonautonomous integro-differential equations with…
We study a linear quadratic problem for a system governed by the heat equation on a halfline with Dirichlet boundary control and Dirichlet boundary noise. We show that this problem can be reformulated as a stochastic evolution equation in a…
We investigate the small-time local controllability of systems in the vicinity of an equilibrium. Given a small time, an initial data and a final data close from the equilibrium, is it possible to find a control (a source term) that guides…
This paper is concerned with the dynamics of an infinite-dimensional gradient system under small almost periodic perturbations. Under the assumption that the original autonomous system has a global attractor given as the union of unstable…
In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the…
We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By…
This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…
We study an initial value problem for the Toda lattice with almost periodic initial data. We consider initial data for which the associated Jacobi operator is absolutely continuous and has a spectrum satisfying a Craig-type condition, and…
In 2015, M. Canadell and R. de la Llave consider a time-dependent perturbation of a vector field having an invariant torus supporting quasiperiodic solutions. Under a smallness assumption on the perturbation and assuming the perturbation…
We consider the linear quadratic (LQ) optimal control problem for a class of evolution equations in infinite dimensions, in the presence of distributed and nonlocal inputs. Following the perspective taken in our previous research work on…
In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…
Optimal control deals with optimization problems in which variables steer a dynamical system, and its outcome contributes to the objective function. Two classical approaches to solving these problems are Dynamic Programming and the…
In this paper, the solvability of discrete-time stochastic linear-quadratic (LQ) optimal control problem in finite horizon is considered. Firstly, it shows that the closed-loop solvability for the LQ control problem is optimal if and only…
This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with constant coefficients. It is proved that the non-emptiness of the admissible control set for all initial state is…
We present high order explicit geometric integrators to solve linear-quadratic optimal control problems and $N$-player differential games. These problems are described by a system coupled non-linear differential equations with boundary…
In this paper, we first propose two types of concepts of almost automorphic functions on the quantum time scale. Secondly, we study some basic properties of almost automorphic functions on the quantum time scale. Then, we introduce a…
M. Kruskal showed that each continuous-time nearly-periodic dynamical system admits a formal $U(1)$ symmetry, generated by the so-called roto-rate. When the nearly-periodic system is also Hamiltonian, Noether's theorem implies the existence…
Recent progress in reinforcement learning has led to remarkable performance in a range of applications, but its deployment in high-stakes settings remains quite rare. One reason is a limited understanding of the behavior of reinforcement…
We analyze the asymptotic behavior for a system of fully nonlinear parabolic and elliptic quasi variational inequalities. These equations are related to robust switching control problems introduced in [3]. We prove that, as time horizon…
This paper studies the exponential stabilization on infinite dimensional system with impulse controls, where impulse instants appear periodically. The first main result shows that exponential stabilizability of the control system with a…