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On conformally compact manifolds of arbitrary signature, we use conformal geometry to identify a natural (and very general) class of canonical boundary problems. It turns out that these encompass and extend aspects of already known…

Differential Geometry · Mathematics 2015-11-05 A. Rod Gover , Andrew Waldron

In this paper, we focus on a class of time-inconsistent stochastic control problems, where the objective function includes the mean and several higher-order central moments of the terminal value of state. To tackle the time-inconsistency,…

Mathematical Finance · Quantitative Finance 2025-05-08 Yike Wang , Jingzhen Liu , Alain Bensoussan , Ka-Fai Cedric Yiu , Jiaqin Wei

We discuss a class of linear control problems in a Hilbert space setting, which covers diverse systems such as hyperbolic and parabolic equations with boundary control and boundary observation even including memory terms. We introduce…

Optimization and Control · Mathematics 2014-08-04 Rainer Picard , Sascha Trostorff , Marcus Waurick

This paper addresses optimal feedback stabilizing control for bounded Jacobian nonlinear discrete-time (DT) systems with nonlinear observations, affected by state and process noise. Instead of directly stabilizing the uncertain system, we…

Systems and Control · Electrical Eng. & Systems 2024-10-15 Mohammad Khajenejad

In this paper we obtain a description of all solutions of truncated matricial moment problems on a finite interval in a general case (no conditions besides solvability are assumed). We use the basic results of M.G. Krein and I.E. Ovcharenko…

Classical Analysis and ODEs · Mathematics 2009-10-21 Sergey M. Zagorodnyuk

This review surveys previous and recent results on null controllability and inverse problems for parabolic systems with dynamic boundary conditions. We aim to demonstrate how classical methods such as Carleman estimates can be extended to…

Optimization and Control · Mathematics 2024-09-17 S. E. Chorfi , L. Maniar

In this paper we study the truncated matrix trigonometric moment problem. We obtained a bijective parameterization of all solutions of this moment problem (both in nondegenerate and degenerate cases) via an operator approach. We use…

Functional Analysis · Mathematics 2010-12-08 Sergey M. Zagorodnyuk

We consider the inverse problem of the determining the potential in the dynamical Schr\"odinger equation on the interval by the measurement on the whole boundary. Provided that source is \emph{generic} using the Boundary Control method we…

Mathematical Physics · Physics 2011-11-11 S. A. Avdonin , V. S. Mikhaylov , K. Ramdani

In this article we study control problems with systems that are governed by ordinary differential equations whose vector fields depend linearly in the time derivatives of some components of the control. The remaining components are…

Optimization and Control · Mathematics 2012-10-17 Maria Soledad Aronna , Franco Rampazzo

Quantum theory depends on an external classical time, and there ought to exist an equivalent reformulation of the theory which does not depend on such a time. The demand for the existence of such a reformulation suggests that quantum theory…

Quantum Physics · Physics 2012-10-31 Tejinder P. Singh

We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…

Optimization and Control · Mathematics 2024-05-21 Niklas Schmid , Marta Fochesato , Tobias Sutter , John Lygeros

We propose an approach to process data from interferometric measurements on a closed quantum system at random times. For this purpose a time correlation matrix is introduced which enables us to extract dynamical properties of the quantum…

Quantum Physics · Physics 2021-04-28 K. Ziegler

Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…

Optimization and Control · Mathematics 2025-02-06 Anthony Hastir , Birgit Jacob , Hans Zwart

This paper is a continuation of our previous investigations on the truncated matrix trigonometric moment problem in Ukrainian Math. J., 2011, \textbf{63}, no. 6, 786-797, and Ukrainian Math. J., 2013, \textbf{64}, no. 8, 1199-1214. In this…

Functional Analysis · Mathematics 2015-05-19 Sergey M. Zagorodnyuk

This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández

In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…

Analysis of PDEs · Mathematics 2015-05-30 Guy Barles , Hiroyoshi Mitake , Hitoshi Ishii

The main goal of this paper is to reconsider a phenomenon which was treated in earlier work of the authors' on several truncated matricial moment problems. Using a special kind of Schur complement we obtain a more transparent insight into…

Classical Analysis and ODEs · Mathematics 2017-12-20 Bernd Fritzsche , Bernd Kirstein , Conrad Mädler

In this article we study a class of generalised linear systems of difference equations with given boundary conditions and assume that the boundary value problem is non-consistent, i.e. it has infinite many or no solutions. We take into…

Dynamical Systems · Mathematics 2016-10-27 Nicholas Apostolopoulos , Fernando Ortega , Grigoris Kalogeropoulos

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

It is well-known that the standard WKB approximation fails to provide semiclassical solutions in the vicinity of turning points. However, turning points arise in many cosmological scenarios. In a previous work, we obtained a new class of…

General Relativity and Quantum Cosmology · Physics 2016-02-12 Antonin Coutant
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