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Motivated by mechanical systems with symmetries, we focus on optimal control problems possessing symmetries. Following recent works, which generalized the classical concept of static turnpike to manifold turnpike, we extend the exponential…
We study the dual formulation of the utility maximization problem in incomplete markets when the utility function is finitely valued on the whole real line. We extend the existing results in this literature in two directions. First, we…
The Riemann-Siegel theta function $\vartheta(t)$ is examined for $t\to+\infty$. Use of the refined asymptotic expansion for $\log\,\g(z)$ shows that the expansion of $\vartheta(t)$ contains an infinite sequence of increasingly subdominant…
We study the asymptotic behaviour of a real-valued diffusion whose non-regular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two trajectories of that diffusion converge a.s. to one another at an…
Novel nonlinear damping control is proposed for the second-order systems. The proportional output feedback is combined with the damping term which is quadratic to the output derivative and inverse to the set-point distance. The global…
In this paper, we extend the definition of qx-asymptotic function, for extended real-valued function that define on an infinite dimensional topological normed space without lower semicontinuity or quasi-convexity condition. As the main…
We show that computing the coefficients of the Taylor expansion of the solution of the off-equilibrium dynamical equations characterizing models with quenched disorder is a very effective way to understand the long time asymptotic behavior.…
We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by `controlled' Markov noise. In particular, both the faster and slower recursions have non-additive controlled Markov noise…
This paper presents a new and straightforward procedure for solving bilinear quadratic optimal control problem. In this method, first the original optimal control problem is transformed into a nonlinear twopoint boundary value problem…
We present an optimal investment theorem for a currency exchange model with random and possibly discontinuous proportional transaction costs. The investor's preferences are represented by a multivariate utility function, allowing for…
An asymptotic expansion at spatial infinity of a weak time-periodic solution to the Navier-Stokes equations with a non-zero drift term in the three-dimensional whole-space is carried out. The asymptotic profile is explicitly identified and…
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…
We consider, on a temporal star graph, the problem of optimal damping a control system is considered for a generalized pantograph equation, which is a neutral-type equation with a time-proportional delay. The delay in the system propagates…
We construct a time-asymptotic expansion with pointwise remainder estimates for solutions to 1D compressible Navier--Stokes equations. The leading-order term is the well-known diffusion wave and the higher-order terms are newly introduced…
We consider two-dimensional homogeneous shear turbulence within the context of optimal control, a multi-scale turbulence model containing the fluctuation velocity and pressure correlations up to the fourth order; The model is formulated on…
We consider an optimal stochastic impulse control problem over an infinite time horizon motivated by a model of irreversible investment choices with fixed adjustment costs. By employing techniques of viscosity solutions and relying on…
We consider the singular optimal control problem of minimizing the energy supply of linear dissipative port-Hamiltonian descriptor systems subject to control and terminal state constraints. To this end, after reducing the problem to an ODE…
We analyse the asymptotic properties of a continuous-time, two-timescale stochastic approximation algorithm designed for stochastic bilevel optimisation problems in continuous-time models. We obtain the weak convergence rate of this…
We prove that the 2d Euler equation is globally well-posed in a space of vector fields having spatial asymptotic expansion at infinity of any a priori given order. The asymptotic coefficients of the solutions are holomorphic functions of…
We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…