Related papers: Integral operator Riccati equations arising in sto…

Let $X$ be a Banach space. We prove that, for a large class of Banach or quasi-Banach spaces $E$ of $X$-valued sequences, the sets $E-\bigcup _{q\in\Gamma}\ell_{q}(X)$, where $\Gamma$ is any subset of $(0,\infty]$, and $E-c_{0}(X)$ contain…

One goal of this paper is to study robustness of stability of nonautonomous linear ordinary differential equations under integrally small perturbations in an infinite dimensional Banach space. Some applications are obtained to the case of…

In this paper, we introduce and analyze multidimensional vector-valued Laplace transform of functions with values in sequentially complete locally convex spaces. A great number of our results seem to be new even for the functions with…

Motivated by a seminal paper of professor M. Z. Nashed published in 1987 on classification of ill-posed linear operator equations and distinguishing two types of ill-posedness in Banach and Hilbert spaces, we present, illustrate and justify…

This paper is concerned with a linear quadratic optimal control problem of delayed backward stochastic differential equations. An explicit representation is derived for the optimal control, which is a linear feedback of the entire past…

We study optimal control problems governed by abstract infinite dimensional stochastic differential equations using the dynamic programming approach. In the first part, we prove Lipschitz continuity, semiconcavity and semiconvexity of the…

We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon pro\-blems, and allow notably some coefficients to be stochastic. Extension to…

Given a map $f \colon E \longrightarrow F$ between Banach spaces (or Banach lattices), a set $A$ of $E$-valued bounded sequences, ${\bf x} \in A$ and a vector topology $\tau$ on $F$, we investigate the existence of an infinite dimensional…

This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…

This paper presents weighted stochastic Riccati (WSR) equations for designing multiple types of optimal controllers for linear stochastic systems. The stochastic system matrices are independent and identically distributed (i.i.d.) to…

We consider solutions (M,g(t)), 0 <= t <T, to Ricci flow on compact, four dimensional manifolds without boundary. We prove integral curvature estimates which are valid for any such solution. In the case that the scalar curvature is bounded…

- This article deals with the derivation of ISS-Lyapunov functions for infinite-dimensional linear systems subject to saturations. Two cases are considered: 1) the saturation acts in the same space as the control space; 2) the saturation…

We associate to any Riemannian symmetric space (of finite or infinite dimension) a L$^*$-algebra, under the assumption that the curvature operator has a fixed sign. L$^*$-algebras are Lie algebras with a pleasant Hilbert space structure.…

We study mapping properties of two-dimensional linear integral operators in some weighted spaces with special kernels. The considered spaces are certain variant of Sobolev--Slobodetskii spaces and their generalizations related to Banach…

Finite-time linear-quadratic control of partial differential-algebraic equations (PDAEs) is considered. The discussion is restricted to those that are radial with index $0$; this corresponds to a nilpotency degree of 1. We establish the…

A continuous quadratic form ("quadratic form", in short) on a Banach space $X$ is: (a) delta-semidefinite (i.e., representable as a difference of two nonnegative quadratic forms) if and only if the corresponding symmetric linear operator…

In this paper, we establish some results about the singular points of certain non-monotone potential operators. Here is a sample: If $X$ is an infinite-dimensional reflexive real Banach space and if $T:X\to X^*$ is a non-monotone, closed,…

Several instances of integrable Riccati equations are analyzed from the geometric perspective of the theory of Lie systems. This provides us a unifying viewpoint for previous approaches.

We revisit and extend the Riccati theory, unifying continuous-time linear-quadratic optimal permanent and sampled-data control problems, in finite and infinite time horizons. In a nutshell, we prove that:-- when the time horizon T tends to…

Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods…