Related papers: Solvability of Matrix Riccati Inequalities
In this paper we develop some group theoretical methods which are shown to be very useful for a better understanding of the properties of the Riccati equation and we discuss some of its integrability conditions from a group theoretical…
We address the problem of combined stochastic and impulse control for a market maker operating in a limit order book. The problem is formulated as a Hamilton-Jacobi-Bellman quasi-variational inequality (HJBQVI). We propose an implicit…
In this paper, for the first time in the literature, we study the stability of solutions of two classes of feasibility (i.e., split equality and split feasibility) problems by set-valued and variational analysis techniques. Our idea is to…
In this paper we focus on different -- global, semi-local and local -- versions of Hoffman type inequalities expressed in a variational form. In a first stage our analysis is developed for generic multifunctions between metric spaces and we…
We propose a new solvable class of multidimensional quantum harmonic oscillators for a linear diffusive particle and a quadratic energy absorbing well associated with a semi-definite positive matrix force. Under natural and easily checked…
Representation theory is shown to be incomplete in terms of enumerating all integrable limits of quantum systems. As a consequence, one can find exactly solvable Hamiltonians which have apparently strongly broken symmetry. The number of…
In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in the optimal control theory with unbounded control set. We use a new method to construct representations for a wide class of…
It is proved the existence of multivalent solutions for the Riemann-Hilbert problem in the general settings of finitely connected domains bounded by mutually disjoint Jordan curves, measurable coefficients and measurable boundary data. The…
The scalar Riccati equation is a prototypical nonlinear ODE having diverse mathematical connections. In the centuries since its initial formulation, a standard textbook theory has emerged according to which the general solution may be…
This study investigated the stability of Hamilton--Jacobi equation on general metric spaces with a perturbation in some whole space. This type of stability appears in the domain perturbation problem. We find that the stability holds when…
All known examples of homogeneous Einstein metrics of negative Ricci curvature can be realized as left-invariant Riemannian metrics on solvable Lie groups. After defining a notion of maximal symmetry among left-invariant Riemannian metrics…
Newman and Rovelli have used singular Hamilton-Jacobi transformations to reduce the phase space of general relativity in terms of the Ashtekar variables. Their solution of the gauge constraint cannot be inverted and indeed has no Minkowski…
For $\Gamma$ a cocompact or cofinite Fuchsian group, we study the hyperbolic lattice point problem in conjugacy classes, which is a modification of the classical hyperbolic lattice point problem. We use large sieve inequalities for the…
The general forms of Quantum Hamilton Jacobi Equation for a particle of constant mass, position dependent effective mass and non-Hermitian Effective mass Swanson model have been considered. It has been found that the said equations can be…
We study orbit-finite systems of linear equations, in the setting of sets with atoms. Our principal contribution is a decision procedure for solvability of such systems. The procedure works for every field (and even commutative ring) under…
The singularly perturbed Riccati equation is the first-order nonlinear ODE $\hbar \partial_x f = af^2 + bf + c$ in the complex domain where $\hbar$ is a small complex parameter. We prove an existence and uniqueness theorem for exact…
The aim of this paper is to propose a new numerical approximation of the Kalman-Bucy filter for semi-Markov jump linear systems. This approximation is based on the selection of typical trajectories of the driving semi-Markov chain of the…
This paper mainly establishes the finite-horizon stochastic bounded real lemma, and then solves the $H_{\infty}$ control problem for discrete-time stochastic linear systems defined on the separable Hilbert spaces, thereby unifying the…
We consider small nonlinear perturbations of linear systems on a time scale with the phase space being finite or infinite-dimensional. For $\Delta$-differential operators, corresponding to linear dynamic systems we consider their…
The realizability problem is a well-known problem in the analysis of complex systems, which can be modeled as an infinite-dimensional moment problem. More precisely, as a truncated $K-$moment problem where $K$ is the space of all possible…