Related papers: Strict dissipativity for generalized linear-quadra…
We obtain some important fundamental inequalities concerning the long time behavior of high order derivatives for solutions of some dissipative systems in terms of their $L^2$ algebraic decay. Some of these inequalities have not been…
We consider a discrete-time linear-quadratic Gaussian control problem in which we minimize a weighted sum of the directed information from the state of the system to the control input and the control cost. The optimal control and sensing…
We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…
Discretization of flow in fractured porous media commonly lead to large systems of linear equations that require dedicated solvers. In this work, we develop an efficient linear solver and its practical implementation for mixed-dimensional…
In this work we present two particular cases of the general duality result for linear optimisation problems over signed measures with infinitely many constraints in the form of integrals of functions with respect to the decision variables…
We investigate the exact enlarged controllability and optimal control of a fractional diffusion equation in Caputo sense. This is done through a new definition of enlarged controllability that allows us to extend available contributions.…
In this paper we obtain global well-posedness in low order Sobolev spaces of higher order KdV type equations with dissipation. The result is optimal in the sense that the flow-map is not twice continuously differentiable in rougher spaces.…
We prove optimality principles for semicontinuous bounded viscosity solutions of Hamilton-Jacobi-Bellman equations. In particular we provide a representation formula for viscosity supersolutions as value functions of suitable obstacle…
In this work, we study the control constrained distributed optimal control of a stationary doubly diffusive flow model. For the control problem, we use a well-posedness analysis based on minimal assumptions on data and domain. We show the…
We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…
We compute Lyapunov vectors (LVs) corresponding to the largest Lyapunov exponents in delay-differential equations with large time delay. We find that characteristic LVs, and backward (Gram-Schmidt) LVs, exhibit long-range correlations,…
We propose a new family of high-order explicit generalized-$\alpha$ methods for hyperbolic problems with the feature of dissipation control. Our approach delivers $2k,\, \left(k \in \mathbb{N}\right)$ accuracy order in time by solving $k$…
We extend the notion of some energy-type expressions based on two sets, developed in the abstract potential theory. We also give the discretized version of the quantities defined, similar to Chebyshev constant. This extension allows to…
Under general multivariate regular variation conditions, the extreme Value-at-Risk of a portfolio can be expressed as an integral of a known kernel with respect to a generally unknown spectral measure supported on the unit simplex. The…
In this letter, we study the energy-optimal control of nonlinear port-Hamiltonian (pH) systems in discrete time. For continuous-time pH systems, energy-optimal control problems are strictly dissipative by design. This property, stating that…
In the framework of a real Hilbert space we consider the problem of approaching solutions to a class of hierarchical variational inequality problems, subsuming several other problem classes including certain mathematical programs under…
We consider Hamilton Jacobi Bellman equations in an inifinite dimensional Hilbert space, with quadratic (respectively superquadratic) hamiltonian and with continuous (respectively lipschitz continuous) final conditions. This allows to study…
In this paper, we present a new method for the dissipativity and stability analysis of a linear coupled differential-difference system (CDDS) with general distributed delays at both state and output. More precisely, the distributed delay…
An extended quadratic function is a quadratic function plus the indicator function of an affine set, that is, a quadratic function with embedded linear equality constraints. We show that, under some technical conditions, random convex…
A class of infinite horizon optimal control problems involving mixed quasi-norms of $L^p$-type cost functionals for the controls is discussed. These functionals enhance sparsity and switching properties of the optimal controls. The…