Related papers: Strict dissipativity for generalized linear-quadra…
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear…
This paper analyses the interplay between dissipativity and stability properties in continuous-time infinite-horizon Optimal Control Problems (OCPs). We establish several relations between these properties, which culminate in a set of…
This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…
This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…
We study fully-discrete approximations and quadratures of infinite-variate functions in abstract Bochner spaces associated with a Hilbert space $X$ and an infinite-tensor-product Jacobi measure. For target infinite-variate functions taking…
We consider the 2D quasi-geostrophic equation with supercritical dissipation and dispersive forcing in the whole space. When the dispersive amplitude parameter is large enough, we prove the global well-posedness of strong solution to the…
Existing theoretical stabilization results for linear, hyperbolic multi-dimensional problems are extended to the discretized multi-dimensional problems. In contrast to existing theoretical and numerical analysis in the spatially…
We introduce an approximation method to solve an optimal control problem via the Lagrange dual of its weak formulation. It is based on a sum-of-squares representation of the Hamiltonian, and extends a previous method from polynomial…
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.…
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…
For abstract linear systems in Hilbert spaces we revisit the problems of exact controllability and complete stabilizability (stabilizability with an arbitrary decay rate), the latter property is equivalent to exact null controllability. We…
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon problems, and allow notably some coefficients to be stochastic. Our method is…
The concept of hypocoercivity for linear evolution equations with dissipation is discussed and equivalent characterizations that were developed for the finite-dimensional case are extended to separable Hilbert spaces. Using the concept of a…
We revisit the classical dissipativity theorem of linear-quadratic theory in a generalized framework where the quadratic storage is negative definite in a p-dimensional subspace and positive definite in a complementary subspace. The…
A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…
We study the critical dissipative quasi-geostrophic equations in $\bR^2$ with arbitrary $H^1$ initial data. After showing certain decay estimate, a global well-posedness result is proved by adapting the method in [11] with a suitable…
The concept of dissipativity plays a crucial role in the analysis of control systems. Dissipative energy functionals, also known as Hamiltonians, storage functions, or Lyapunov functions, depending on the setting, are extremely valuable to…
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…
This paper deals with generalized differentiability and second-order necessary optimality conditions for a box-constrained optimal control problem governed by an exponential semilinear elliptic equation with discrete measures as sources,…
In this two-part study, we develop a general theory of the so-called exact augmented Lagrangians for constrained optimization problems in Hilbert spaces. In contrast to traditional nonsmooth exact penalty functions, these augmented…