Related papers: Integral operator Riccati equations arising in sto…
A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…
In this work we will consider integral equations defined on the whole real line and look for solutions which satisfy some certain kind of asymptotic behavior. To do that, we will define a suitable Banach space which, to the best of our…
We extend existence and uniqueness results of [4] for nonlinear integro-differential equations of Volterra type between real locally complete vector spaces
This paper investigates the stochastic linear-quadratic (LQ, for short) optimal control problems with non-Markovian regime switching in a finite time horizon where the state equation is multi-dimensional. Similar to the classical stochastic…
We generalize Wonham's theorem on solvability of algebraic operator Riccati equations to Banach spaces, namely there is a unique stabilizing solution to A*P+PA-PBB*P+C*C=0 when (A,B) is exponentially stabilizable and (C,A) is exponentially…
Stochastic algebraic Riccati equations, also known as rational algebraic Riccati equations, arising in linear-quadratic optimal control for stochastic linear time-invariant systems, were considered to be not easy to solve. The-state-of-art…
We generalize the classical theory on algebraic Riccati equations and optimization to infinite-dimensional well-posed linear systems, thus completing the work of George Weiss, Olof Staffans and others. We show that the optimal control is…
We study extension theorems for Lipschitz-type operators acting on metric spaces and with values on spaces of integrable functions. Pointwise domination is not a natural feature of such spaces, and so almost everywhere inequalities and…
We study a novel general class of multidimensional type-I backward stochastic Volterra integral equations. Toward this goal, we introduce an infinite dimensional system of standard backward SDEs and establish its well-posedness, and we show…
The existence of continuous not necessarily bounded solutions of nonlinear functional Volterra integral inclusions in infinite dimensional setting is shown with the aid of the measure of nonequicontinuity. New abstract topological fixed…
Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…
One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the deterministic case is to provide the desired feedback controls for linear quadratic…
A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE) which is a matrix-valued quadratic backward…
We study the optimal value function for control problems on Banach spaces that involve both continuous and discrete control decisions. For problems involving semilinear dynamics subject to mixed control inequality constraints, one can show…
The abstract Cauchy problem for the distributed order fractional evolution equation in the Caputo and in the Riemann-Liouville sense is studied for operators generating a strongly continuous one-parameter semigroup on a Banach space.…
A banach space X is a normed vector space, which is complete with respect to the metric induced by the norm. Given a bounded linear operator T acting on a banach space X, T is said to attain its norm if there is a unit vector z in X, such…
The Linear Quadratic Regulator (LQR), which is arguably the most classical problem in control theory, was recently related to kernel methods in (Aubin-Frankowski, SICON, 2021) for finite dimensional systems. We show that this result extends…
The purpose of this paper is to investigate the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control. This equation has been defined following the analogy with the…
A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a…
We study the Linear-Quadratic optimal control problem for a general class of infinite-dimensional passive systems, allowing for unbounded input and output operators. We show that under mild assumptions, the finite cost condition is always…