Related papers: Integral operator Riccati equations arising in sto…
This paper mainly establishes the finite-horizon stochastic bounded real lemma, and then solves the $H_{\infty}$ control problem for discrete-time stochastic linear systems defined on the separable Hilbert spaces, thereby unifying the…
The scalar Riccati equation is a prototypical nonlinear ODE having diverse mathematical connections. In the centuries since its initial formulation, a standard textbook theory has emerged according to which the general solution may be…
The Riccati inequality and equality are studied for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results obtained are an addition to and based on our earlier work on the…
We construct surface measures associated to Gaussian measures in separable Banach spaces, and we prove several properties including an integration by parts formula.
For initial value problems associated with operator-valued Riccati differential equations posed in the space of Hilbert--Schmidt operators existence of solutions is studied. An existence result known for algebraic Riccati equations is…
This work presents and studies Riccati equations over finite-dimensional normed division algebras. We prove that a Riccati equation over a finite-dimensional normed division algebra $A$ is a particular case of conformal Riccati equation on…
Matrix Riccati differential equations arise in many different areas and are particular important within the field of control theory. In this paper we consider numerical integration for large-scale systems of stiff matrix Riccati…
In the present paper, we are aiming to study limiting behavior of infinite dimensional Volterra operators. We introduce two classes $\tilde {\mathcal{V}}^+$ and $\tilde{\mathcal{V}}^-$of infinite dimensional Volterra operators. For…
We consider a nonlinear partial differential equation for complex-valued functions which is related to the two-dimensional stationary Schrodinger equation and enjoys many properties similar to those of the ordinary differential Riccati…
Smith et al. recently gave the sufficient and necessary conditions for the boundedness of Volterra type operators on Banach spaces of bounded analytic functions when the symbol functions are univalent. In this paper, we give the complete…
A three-dimensional Riccati differential equation of complex quaternion-valued functions is studied. Many properties similar to those of the ordinary differential Riccati equation such that linearization and Picard theorem are obtained. Lie…
We investigate nonlinear stochastic Volterra equations in space and time that are driven by L\'evy bases. Under a Lipschitz condition on the nonlinear term, we give existence and uniqueness criteria in weighted function spaces that depend…
The purpose of this paper is to formulate and solve a H-infinity controller synthesis problem for a class of non-commutative linear stochastic systems which includes many examples of interest in quantum technology. The paper includes…
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 non-Archimedean…
Based on the analysis of a certain class of linear operators on a Banach space, we provide a closed form expression for the solutions of certain linear partial differential equations with non-autonomous input, time delays and stochastic…
Within the context of infinite-dimensional representations of the rotation group the Dirac monopole problem is studied in details. Irreducible infinite-dimensional representations, being realized in the indefinite metric Hilbert space, are…
If $X$ is a separable infinite dimensional Banach space, we construct a bounded and linear operator $R$ on $X$ such that $$ A_R=\{x \in X, \|R^tx\| \rightarrow \infty\} $$ is not dense and has non empty interior with the additional property…
The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the…
This paper is concerned with a linear-quadratic (LQ, for short) optimal control problem for backward stochastic differential equations (BSDEs, for short), where the coefficients of the backward control system and the weighting matrices in…
A Linear-quadratic optimal control problem is considered for mean-field stochastic differential equations with deterministic coefficients. By a variational method, the optimality system is derived, which turns out to be a linear mean-field…