Related papers: On an application of the Boundary control method t…
We consider the Hamburger, Stieltjes and Hausdorff moment problems, that are problems of the construction of a Borel measure supported on a real line, on a half-line or on an interval $(0,1)$, from a prescribed set of moments. We propose a…
In this review, we extend the Boundary Control method\, -- \,an approach to inverse problems based on control theory for dynamical systems \, -- \,to inverse problems for discrete dynamical systems. We apply our results to classical moment…
We consider the complex moment problem, that is the problem of constructing a positive Borel measure on $\mathbb{C}$ from a given set of moments. We relate this problem to the dynamic inverse problem for the discrete system associated with…
We consider applications of the Boundary Control (BC) method to generalized spectral estimation problems and to inverse source problems. We derive the equations of the BC method for this problems and show that solvability of this equations…
The boundary control (BC-) method is an approach to inverse problems based upon their deep relations to control and system theory. We show that the classical integral equations of inverse problem theory (Gelfand-Levitan, Krein and Marchenko…
We consider the inverse dynamical problem for the dynamical system with discrete time associated with the semi-infinite Jacobi matrix. We solve the inverse problem for such a system and answer a question on the characterization of the…
We consider the dynamic problems for the discrete systems with discrete time associated with finite and semi-infinite Jacobi matrices. The result of the paper is a procedure of association of special Hilbert spaces of functions, namely de…
We study the inverse problems for the second order hyperbolic equations of general form with time-dependent coefficients assuming that the boundary data are given on a part of the boundary. The main result of this paper is the determination…
We describe the relation between block Jacobi matrices and minimization problems for discrete time optimal control problems. Using techniques developed for the continuous case, we provide new algorithms to compute spectral invariants of…
In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…
A complete analytic solution for the time-optimal control problem for nonlinear control systems of the form $\dot x_1=u$, $\dot x_j=x_1^{j-1}$, $j=2,\ldots,n$, is obtained for arbitrary $n$. The main goal of the paper is to present the…
We establish connections between different approaches to inverse spectral problems: the classical Gelfand--Levitan theory, the Krein method, the Simon theory, the approach proposed by Remling and the Boundary Control method. We show that…
The effective approach to quantum dynamics allows a reformulation of the Dirac quantization procedure for constrained systems in terms of an infinite-dimensional constrained system of classical type. For semiclassical approximations, the…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
We consider the inverse problem of determining a compact Riemannian manifold with boundary from fixed time observations of the solution, restricted to a small subset in space, for the Navier-Stokes system with a local source on the…
We show that Boundary Control method, a method for hyperbolic inverse problems, is also capable of dealing directly with certain classes of elliptic and parabolic Inverse Boundary Value Problems; thus pointing towards Boundary Control…
This is a comprehensive exposition of the classical moment problem using methods from the theory of finite difference operators. Among the advantages of this approach is that the Nevanlinna functions appear as elements of a transfer matrix…
The generalized problem of moments is a conic linear optimization problem over the convex cone of positive Borel measures with given support. It has a large variety of applications, including global optimization of polynomials and rational…
We derive special representation for Weyl functions for finite and semi-infinite Jacobi matrices with bounded entries based on a relationship between spectral problem for Jacobi matrices and initial-boundary value problem for auxiliary…