Related papers: H infinity Analysis Revisited
Optimal control and the associated second-order Hamilton-Jacobi-Bellman (HJB) equation are studied for unbounded stochastic evolution systems in Hilbert spaces. A new notion of viscosity solution, featured by absence of B-continuity, is…
This paper is devoted to the study of controllability of linear systems on generalized Heisenberg groups. Some general necessary controllability conditions and some sufficient ones are provided. We introduce the notion of decoupled systems,…
This paper deals with the finite-time stabilization of a class of nonlinear infinite-dimensional systems. First, we consider a bounded matched perturbation in its linear form. It is shown that by using a set-valued function, both the…
This paper deals with the controllability of linear one-dimensional hyperbolic systems. Reformulating the problem in terms of linear difference equations and making use of infinite-dimensional realization theory, we obtain both necessary…
This paper deals with a state feedback H-infinity control problem for linear time-invariant discrete-time descriptor systems with norm-bounded parametric uncertainties. To this end, bounded real lemma (BRL) is extended on the class of…
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems are related to certain infinite-dimensional linear programming…
This paper studies the time-inconsistent MV optimal stopping problem via a game-theoretic approach to find equilibrium strategies. To overcome the mathematical intractability of direct equilibrium analysis, we propose a vanishing…
The purpose of this paper is to generalize a very famous result on products of normal operators, due to I. Kaplansky. The context of generalization is that of bounded hyponormal and unbounded normal operators on complex separable Hilbert…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
This paper is concerned with the development and use of duality theory for a hidden Markov model (HMM) with white noise observations. The main contribution of this work is to introduce a backward stochastic differential equation (BSDE) as a…
Leveraging the techniques found in the literature on Quantum Equilibration for finite dimensional systems, we develop the theory of Quantum Equilibration for the case of infinite-dimensional systems, particularly the cases where the…
In this paper infinite horizon optimal control problems for nonlinear high-dimensional dynamical systems are studied. Nonlinear feedback laws can be computed via the value function characterized as the unique viscosity solution to the…
Huffman coding finds a prefix code that minimizes mean codeword length for a given probability distribution over a finite number of items. Campbell generalized the Huffman problem to a family of problems in which the goal is to minimize not…
Given a quadratic function $h$ that satisfies a Slater condition, Yakubovich's S-Procedure (or S-Lemma) gives a characterization of all other quadratic functions that are copositive with $h$ in a form that is amenable to numerical…
The notion of potential output purity of a completely positive map is introduced as a generalization of the regularized output purity. An upper bound is derived for this quantity, and for several classes of maps (including CQ, QC and…
This paper considers a disturbance attenuation problem for a linear discrete time invariant system under random disturbances with imprecisely known probability distributions. The statistical uncertainty is measured in terms of relative…
We propose a novel foundation for calculus that focuses on the notion of approximations while avoiding the use of limits altogether. Continuity is defined as approximation at a point, while differentiability is defined as approximation with…
Analyzing and controlling system entropy is a powerful tool for regulating predictability of control systems. Applications benefiting from such approaches range from reinforcement learning and data security to human-robot collaboration. In…
Reachability analysis is important for studying optimal control problems and differential games, which are powerful theoretical tools for analyzing and modeling many practical problems in robotics, aircraft control, among other application…
This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltonian dynamics and kinetic Langevin diffusion, that encompasses…