Related papers: High order Bellman equations and weakly chained di…
This work is motivated by numerical solutions to Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVIs) associated with combined stochastic and impulse control problems. In particular, we consider (i) direct control, (ii)…
The M-matrix is an important concept in matrix theory, and has many applications. Recently, this concept has been extended to higher order tensors [18]. In this paper, we establish some important properties of M-tensors and nonsingular…
This paper presents sufficient conditions for optimal control of systems with dynamics given by a linear operator, in order to obtain an explicit solution to the Bellman equation that can be calculated in a distributed fashion. Further, the…
We are interested in finding a solution to the tensor complementarity problem with a strong M-tensor, which we call the M-tensor complementarity problem. We propose a lower dimensional linear equation approach to solve that problem. At each…
We present a test for determining if a substochastic matrix is convergent. By establishing a duality between weakly chained diagonally dominant (w.c.d.d.) L-matrices and convergent substochastic matrices, we show that this test can be…
An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…
We are concerned with the tensor equation with an M-tensor or Z-tensor, which we call the M- tensor equation or Z-tensor equation respectively. We derive a necessary and sufficient condition for a Z (or M)-tensor equation to have…
We propose an algorithm that produces a non-decreasing sequence of subsolutions for a class of optimal control problems distinguished by the property that the associated Bellman operators preserve convexity. In addition to a theoretical…
We consider a class of (ill-posed) optimal control problems in which a distributed vector-valued control is enforced to pointwise take values in a finite set $\mathcal{M}\subset\mathbb{R}^m$. After convex relaxation, one obtains a…
We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…
It is worth knowing that a particular tensor class belongs to $P$-tensor which ensures the compactness to solve tensor complementarity problem (TCP). In this study, we propose a new class of tensor, Nekrasov $Z$ tensor, in the context of…
We introduce the tensor numerical method for solving optimal control problems that are constrained by fractional 2D and 3D elliptic operators with variable coefficients. We solve the governing equation for the control function which…
We study a class of non-autonomous boundary control and observation linear systems that are governed by non-autonomous multiplicative perturbations. This class is motivated by different fundamental partial differential equations, such as…
In this paper, we propose a new approach to solve low-rank tensor completion and robust tensor PCA. Our approach is based on some novel notion of (even-order) tensor ranks, to be called the M-rank, the symmetric M-rank, and the strongly…
Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete,…
We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…
It is well known that the extension of Watkins' algorithm to general function approximation settings is challenging: does the projected Bellman equation have a solution? If so, is the solution useful in the sense of generating a good…
This paper considers a large class of linear operator equations, including linear boundary value problems for partial differential equations, and treats them as linear recovery problems for objects from their data. Well-posedness of the…
We consider the problem of finding the smallest or largest entry of a tensor of order N that is specified via its rank decomposition. Stated in a different way, we are given N sets of R-dimensional vectors and we wish to select one vector…
We present an explicit solution to the discrete-time Bellman equation for minimax optimal control of positive systems under unconstrained disturbances. The primary contribution of our result relies on deducing a bound for the disturbance…