Related papers: Integral operator Riccati equations arising in sto…
In this paper, we investigate the closed-loop solvability of the quantum stochastic linear quadratic optimal control problem. We derive the Pontryagin maximum principle for the linear quadratic control problem of infinite-dimensional…
The objective of this manuscript is to enquire for the solvability of a specific type of non-linear quadratic integral equations via the interesting notion of measure of non-compactness. Firstly, we inquire into couple of exciting fixed…
In this article, we address a problem posed by F. Bayart regarding the existence of an infinite-dimensional closed vector subspace (excluding the null operator) within the set of supercyclic operators on Banach spaces. We resolve this…
We consider the Linear Quadratic Regulation for the boundary control of the one dimensional linear wave equation under both Dirichlet and Neumann activation. For each activation we present a Riccati partial differential equation that we…
If T is a bounded linear operator acting on an infinite-dimensional Banach space, then there exists and operator F of rank at most one and arbitrarily small norm such that T-F has an invariant subspace of infinite dimension and codimension.…
We show that if $X$ is a reflexive Banach space, then a nonautonomous operator Riccati integral equation has a unique strongly continuous self-adjoint nonnegative solution $P(t)\in\mathcal{L}(X,X^*)$
In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical continuous local martingales has such a quadratic…
We study Hamilton Jacobi Bellman equations in an infinite dimensional Hilbert space, with Lipschitz coefficients, where the Hamiltonian has superquadratic growth with respect to the derivative of the value function, and the final condition…
A study of the linear quadratic (LQ) control problem on a finite time interval for a model equation in Hilbert spaces which comprehends the memory of the inputs was performed recently by the authors. The outcome included a closed-loop…
We give a rank characterization of the solution set of algebraic Riccati inequality (ARI) for both controllable and uncontrollable systems. Assuming an existence of a solution of the corresponding algebraic Riccati equation (ARE), we…
We associate to an arbitrary $\mathbb Z$-gradation of the Lie algebra of a Lie group a system of Riccati-type first order differential equations. The particular cases under consideration are the ordinary Riccati and the matrix Riccati…
The Riccati equations reducible to first-order linear equations by an appropriate change the dependent variable are singled out. All these equations are integrable by quadrature. A wide class of linear ordinary differential equations…
For the first two equations of the Volterra lattice hierarchy and the first two equations of its non-autonomous (non-isospectral) extension, we present Riccati systems for functions c_j(t), j=0,1,..., such that an expression in terms of…
We consider matrix Riccati inequality arising in the theory of absolute stability, $H_\infty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati…
We examine the chaotic behavior of certain continuous linear operators on infinite-dimensional Banach spaces, and provide several equivalent characterizations of when these operators have infinite topological entropy. For example, it is…
We study the quadratic regulator problem on a finite time horizon for the wave equation with high internal damping controlled on the boundary by square integrable controls. The approach in this paper transforms the wave equation with high…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
This article gives dual representations for convex integral functionals on the linear space of regular processes. This space turns out to be a Banach space containing many more familiar classes of stochastic processes and its dual can be…
This paper analyzes the properties of the solutions of the generalized continuous algebraic Riccati equation from a geometric perspective. This analysis reveals the presence of a subspace that may provide an appropriate degree of freedom to…
In finite dimensions, controllability of bilinear quantum control systems can be decided quite easily in terms of the "Lie algebra rank condition" (LARC), such that only the systems Lie algebra has to be determined from a set of generators.…