Related papers: Integral operator Riccati equations arising in sto…
Sylvester, Lyapunov, and algebraic Riccati equations are the bread and butter of control theorists. They are used to compute infinite-horizon Gramians, solve optimal control problems in continuous or discrete time, and design observers.…
We investigate discrete-time dynamical systems generated by an infinite-dimensional non-linear operator that maps the Banach space $l_1$ to itself. It is demonstrated that this operator possesses up to seven fixed points. By leveraging the…
We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…
Quasi-invariant and pseudo-differentiable measures on a Banach space $X$ over a non-Archimedean locally compact infinite field with a non-trivial valuation are defined and constructed. Measures are considered with values in $\bf R$.…
This paper is concerned with a discrete-time mean-field stochastic linear-quadratic optimal control problem arose from financial application. Through matrix dynamical optimization method, a group of linear feedback controls is investigated.…
This paper studies existence and uniqueness of solutions to generalized Volterra integral equations. Since our proof for existence and uniqueness does not make use of Banach fixed point theorem unlike the previous papers focused on this…
We investigate a class of zero-sum linear-quadratic stochastic differential games on a finite time horizon governed by multiscale state equations. The multiscale nature of the problem can be leveraged to reformulate the associated…
We consider the question of diagonal Riccati stability for a pair of real matrices A, B. A necessary and sufficient condition for diagonal Riccati stability is derived and applications of this to two distinct cases are presented. We also…
In this paper we study sufficient conditions for an operator to have an almost-invariant half-space. As a consequence, we show that if $X$ is an infinite-dimensional complex Banach space then every operator $T\in\mathcal{L}(X)$ admits an…
We show that there exist infinite-dimensional extremely non-complex Banach spaces, i.e. spaces $X$ such that the norm equality $\|Id + T^2\|=1 + \|T^2\|$ holds for every bounded linear operator $T:X\longrightarrow X$. This answers in the…
In this paper, sufficient conditions are established for the existence results of fractional order semilinear Volterra integrodifferential equations in Banach spaces. The results are obtained by using the theory of fractional cosine…
The topological and geometric structure of the solution set to Volterra integral inclusions in Banach spaces is investigated. It is shown that the set of solutions in the sense of Aumann integral is nonempty compact acyclic in the space of…
We consider an off-diagonal self-adjoint finite rank perturbation of a self-adjoint operator in a complex separable Hilbert space $\mathfrak{H}_0 \oplus \mathfrak{H}_1$, where $\mathfrak{H}_1$ is finite dimensional. We describe the singular…
Motivated by noncommutative geometry and quantum physics, the concept of `metric operator field' is introduced. Roughly speaking, a metric operator field is a vector field on a set with values in self tensor product of a bundle of…
Regarding Ricci flow as a dynamical system, we derive sufficient conditions for noncompact stationary (Ricci-flat) solutions to possess infinite-dimensional unstable manifolds, and provide examples satisfying those criteria that have…
This paper is concerned with an infinite horizon stochastic linear quadratic (LQ, for short) optimal control problems with conditional mean-field terms in a switching environment. Different from [17], the cost functionals do not have…
Let $R$ be a commutative complex Banach algebra with the involution $\cdot ^\star$ and suppose that $A\in R^{n\times n}$, $B\in R^{n\times m}$, $C\in R^{p\times n}$. The question of when the Riccati equation $$ PBB^\star P-PA-A^\star…
Discrete algebraic Riccati equations and their fixed points are well understood and arise in a variety of applications, however, the time-varying equations have not yet been fully explored in the literature. In this article we provide a…
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…
We deduce a sufficient condition of the exponential (integral) turnpike property for infinite dimensional generalized linear-quadratic optimal control problems in terms of structural properties of the control system, such as exponential…