Related papers: Verifying fundamental solution groups for lossless…
In the paper we consider the infinite horizon control problems on the interval with free right-hand endpoint. We obtain the necessary conditions of strict optimality. The method of the proof actually follows the classic paper by Halkin, and…
We consider the integrable family of symmetric boundary-driven interacting particle systems that arise from the non-compact XXX Heisenberg model in one dimension with open boundaries. In contrast to the well-known symmetric exclusion…
The optimal control problem of connecting any two trajectories in a behavior B with maximal persistence of that behavior is put forth and a compact solution is obtained for a general class of behaviors. The behavior B is understood in the…
The positive definiteness of real quadratic forms with convolution structures plays an important role in stability analysis for time-stepping schemes for nonlocal operators.In this work, we present a novel analysis tool to handle discrete…
We consider the problem of optimal control for partially observed dynamical systems. Despite its prevalence in practical applications, there are still very few algorithms available, which take uncertainties in the current state estimates…
We consider the problem of minimum energy steering of a linear stochastic system to a final prescribed distribution over a finite horizon and to maintain a stationary distribution over an infinite horizon. We present sufficient conditions…
We present a simple, robust and black-box approach to the implementation and use of local, periodic, atom-centered Gaussian basis functions within a plane wave code, in a computationally efficient manner. The procedure outlined is based on…
We provide a solution to the problem of receding horizon control for stochastic discrete-time systems with bounded control inputs and imperfect state measurements. For a suitable choice of control policies, we show that the finite-horizon…
We present a method for constructing families of isospectral systems, using linear representations of finite groups. We focus on quantum graphs, for which we give a complete treatment. However, the method presented can be applied to other…
I present a fast algorithm to find apparent horizons. This algorithm uses an explicit representation of the horizon surface, allowing for arbitrary horizon resolutions and, in principle, shapes. Novel in this approach is that the tensor…
It is shown how the linear method of the Yosida-approximation of the derivative applies to solve possibly nonlinear abstract functional differential equations in both, the finite and infinite delay case. A generalization of the integral…
We present an approximate method for solving nonlinear control problems over long time horizons, in which the full nonlinear model is preserved over an initial part of the horizon, while the remainder of the horizon is modeled using a…
We study a stochastic, continuous time model on a finite horizon for a firm that produces a single good. We model the production capacity as an Ito diffusion controlled by a nondecreasing process representing the cumulative investment. The…
Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not…
We consider convolution integral equations on a finite interval with a real-valued kernel of even parity, a problem equivalent to finding a Wiener-Hopf factorisation of a notoriously difficult class of $2\times 2$ matrices. The kernel…
We consider the dynamics of point particles which are confined to a bounded, possibly nonconvex domain $\Omega$. Collisions with the boundary are described as purely elastic collisions. This turns the description of the particle dynamics…
The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…
We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…
This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…
We choose a complete set of square integrable functions as basis for the expansion of the wavefunction in configuration space such that the matrix representation of the nonrelativistic time-independent wave operator is tridiagonal and…