Related papers: On the Approximation of Operator-Valued Riccati Eq…
This paper investigates the properties of the solutions of the generalised discrete algebraic Riccati equation arising from the solution of the classic infinite-horizon linear quadratic control problem. In particular, a geometric analysis…
We consider finite element solutions to quadratic optimization problems, where the state depends on the control via a well-posed linear partial differential equation. Exploiting the structure of a suitably reduced optimality system, we…
By a theorem of Gordon and Hedenmalm, $\varphi$ generates a bounded composition operator on the Hilbert space $\mathscr{H}^2$ of Dirichlet series $\sum_n b_n n^{-s}$ with square-summable coefficients $b_n$ if and only if $\varphi(s)=c_0…
Given a stationary continuous-time process $f(t)$, the Hilbert-Schmidt operator $A_{\tau}$ can be defined for every finite $\tau$\cite{Vautard1989SingularSA}. Let $\lambda_{\tau,i}$ be the eigenvalues of $A_{\tau}$ with descending order. In…
We study self-adjoint semigroups of partial isometries on a Hilbert space. These semigroups coincide precisely with faithful representations of abstract inverse semigroups. Groups of unitary operators are specialized examples of…
In this paper we study partial-approximate controllability of semilinear nonlocal fractional evolution equations in Hilbert spaces. By using fractional calculus, variational approach and approximating technique, we give the approximate…
A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…
We prove rate of convergence results for singular perturbations of Hamilton-Jacobi equations in unbounded spaces where the fast operator is linear, uniformly elliptic and has an Ornstein-Uhlenbeck-type drift. The slow operator is a fully…
The difficulty for solving ill-posed linear operator equations in Hilbert space is reflected by the strength of ill-posedness of the governing operator, and the inherent solution smoothness. In this study we focus on the ill-posedness of…
Learning from non-independent and non-identically distributed data poses a persistent challenge in statistical learning. In this study, we introduce data-dependent Bernstein inequalities tailored for vector-valued processes in Hilbert…
We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…
In this article we consider means of positive bounded linear operators on a Hilbert space. We present a complete theory that provides a framework which extends the theory of the Karcher mean, its approximating matrix power means, and a…
Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…
This paper addresses the optimal control problem for a class of nonlinear fractional systems involving Caputo derivatives and nonlocal initial conditions. The system is reformulated as an abstract Hammerstein-type operator equation,…
We consider an optimal control problem $\cQ$ governed by an elliptic quasivariational inequality with unilateral constraints. The existence of optimal pairs of the problem is a well known result, see \cite{SS}, for instance. We associate to…
In this paper we consider one particular mathematical problem of this large area of fractional powers of self-adjoined elliptic operators, defined either by Dunford-Taylor-like integrals or by the representation through the spectrum of the…
A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…
Exact procedures that follow Dirac's constraint quantization of gauge theories are usually technically involved and often difficult to implement in practice. We overview an "effective" scheme for obtaining the leading order semiclassical…
This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In…
In Optimal Recovery, the task of learning a function from observational data is tackled deterministically by adopting a worst-case perspective tied to an explicit model assumption made on the functions to be learned. Working in the…