Related papers: Integral operator Riccati equations arising in sto…
In this paper, by employing fixed-point methods, we obtain the existence and uniqueness results for the nonlinear implicit fractional differential equations in Banach spaces. Further, we obtain the uniqueness, dependence of the solution on…
The Lipschitz space of an infinite (locally-finite) graph is defined as the set of functions on the vertices of the graph such that the differences of the values between adjacent vertices remain bounded. In this paper we prove that this set…
We consider ill-posed linear operator equations with operators acting between Banach spaces. For solution approximation, the methods of choice here are projection methods onto finite dimensional subspaces, thus extending existing results…
A novel recipe for exactly solving in finite terms a class of special differential Riccati equations is reported. Our procedure is entirely based on a successful resolution strategy quite recently applied to quantum dynamical time-dependent…
This paper is concerned with a stochastic linear quadratic (LQ, for short) control problem with a recursive cost functional in an infinite horizon. A main difficult is well-posedness of the BSDE in $L^1$ and in infinite horizon. A notion of…
We consider initial value problems for differential-algebraic equations in a possibly infinite-dimensional Hilbert space. Assuming a growth condition for the associated operator pencil, we prove existence and uniqueness of solutions for…
Let $2\leq p<\infty$ and $X$ be a complex infinite-dimensional Banach space. It is proved that if $X$ is $p$-uniformly PL-convex, then there is no nontrivial bounded Volterra operator from the weak Hardy space…
In this paper we first consider a linear time invariant systems with almost periodic forcing term. We propose a new deterministic quadratic control problem, motivated by Da-Prato. With the help of associated degenerate Riccati equation we…
In this short paper, we prove that the Bochner integral form of the operator-valued Riccati equation has a unique solution if and only if its mild form has a unique solution. This implies that the mild and Bochner integral forms of this…
We study the infinite horizon Linear-Quadratic problem and the associated algebraic Riccati equations for systems with unbounded control actions. The operator-theoretic context is motivated by composite systems of Partial Differential…
Some twenty years ago we introduced a nonstandard matrix Riccati equation to solve the partial stochastic realization problem. In this paper we provide a new derivation of this equation in the context of system identification. This allows…
A bounded linear operator between Banach spaces is called {\it completely continuous} if it carries weakly convergent sequences into norm convergent sequences. Isolated is a universal operator for the class of non-completely-continuous…
This paper provides a numerical approach for solving the linear stochastic Volterra integral equation using Walsh function approximation and the corresponding operational matrix of integration. A convergence analysis and error analysis of…
We study numerical integration of Lipschitz functionals on a Banach space by means of deterministic and randomized (Monte Carlo) algorithms. This quadrature problem is shown to be closely related to the problem of quantization of the…
We show that for any bounded operator $T$ acting on an infinite dimensional Banach space there exists an operator $F$ of rank at most one such that $T+F$ has an invariant subspace of infinite dimension and codimension. We also show that…
It is shown that for any finite positive measure $\mu$ defined on a measure space $(S, \Sigma)$, and any Banach or Fr\'echet space $Z$, the control measure Theorem of Talagrand (T) is true for the case when the (stochastic) vector measure…
This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…
In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…
The existence of a Lagrangian description for the second-order Riccati equation is analyzed and the results are applied to the study of two different nonlinear systems both related with the generalized Riccati equation. The Lagrangians are…
We investigate the linear quadratic stochastic optimal control problems in infinite dimension without Markovian restriction for coefficients. The necessary and sufficient conditions for open-loop optimal controls are presented. We prove the…