Related papers: Strict dissipativity for generalized linear-quadra…
A study of the linear quadratic (LQ) control problem on a finite time interval for a model equation in Hilbert spaces which comprehends the memory of the inputs was performed recently by the authors. The outcome included a closed-loop…
In this article, we provide a general strategy based on Lyapunov functionals to analyse global asymptotic stability of linear infinite-dimensional systems subject to nonlinear dampings under the assumption that the origin of the system is…
This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…
In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular linear-quadratic control problems, considering both finite…
We consider the problem of solving a large-scale Quadratically Constrained Quadratic Program. Such problems occur naturally in many scientific and web applications. Although there are efficient methods which tackle this problem, they 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…
We analyse the problem of controllability for parameter-dependent linear finite-dimensional systems. The goal is to identify the most distinguished realisations of those parameters so to better describe or approximate the whole range of…
We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…
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…
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…
In this work a linearly constrained minimization of a positive semidefinite quadratic functional is examined. Our results are concerning infinite dimensional real Hilbert spaces, with a singular positive operator related to the functional,…
In this work, we state a general conjecture on the solvability of optimization problems via algorithms with linear convergence guarantees. We make a first step towards examining its correctness by fully characterizing the problems that are…
Linear filtering problem for infinite-dimensional Gaussian processes is studied, the observation process being finite-dimensional. Integral equations for the filter and for covariance of the error are derived. General results are applied to…
The sharp asymptotics for the L^2-quantization errors of Gaussian measures on a Hilbert space and, in particular, for Gaussian processes is derived. The condition imposed is regular variation of the eigenvalues.
In this paper strong dissipativity of generalized time-fractional derivatives on Gelfand triples of properly in time weighted $L^p$-path spaces is proved. In particular, the classical Caputo derivative is included as a special case. As a…
The Bayesian approach to inverse problems provides a practical way to solve ill-posed problems by augmenting the observation model with prior information. Due to the measure-theoretic underpinnings, the approach has raised theoretical…
It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…
We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…
We consider the dissipative generalized Surface Quasi-Geostrophic equation with dissipation given by any fractional power of the Laplacian. In the inviscid limit, it is proved that anomalous dissipation of the Hamiltonian is prevented by…
We show, using covariant Lyapunov vectors, that the chaotic solutions of spatially extended dissipative systems evolve within a manifold spanned by a finite number of physical modes hyperbolically isolated from a set of residual degrees of…