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We consider the inverse dynamic problem for a dynamical system with discrete time associated with a semi-infinite complex Jacobi matrix. We propose two approaches of recovering coefficients from dynamic response operator and answer a…

Analysis of PDEs · Mathematics 2025-05-28 A. S. Mikhaylov , V. S. Mikhaylov

A novel method to solve inverse problems for the wave equation is introduced. The method is a combination of the boundary control method and an iterative time reversal scheme, leading to adaptive imaging of coefficient functions of the wave…

Analysis of PDEs · Mathematics 2007-05-23 Kenrick Bingham , Yaroslav Kurylev , Matti Lassas , Samuli Siltanen

This paper presents an optimal dynamic control framework for bounded Jacobian nonlinear discrete-time (DT) systems with nonlinear observations affected by both state and process noise. Rather than directly stabilizing the uncertain system,…

Systems and Control · Electrical Eng. & Systems 2025-05-01 Mohammad Khajenejad

The derivation of the brackets among coordinates and momenta for classical constrained systems is a necessary step toward their quantization. Here we present a new approach for the determination of the classical brackets which does neither…

High Energy Physics - Theory · Physics 2015-06-22 Zahir Belhadi , Ferhat Ménas , Alain Bérard , Herve Mohrbach

We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

Optimization and Control · Mathematics 2021-07-09 Laurent Pfeiffer , Xiaolu Tan , Yulong Zhou

Multi-wave inverse problems are indirect imaging methods using the interaction of two different imaging modalities. One brings spatial accuracy, and the other contrast sensitivity. The inversion method typically involve two steps. The first…

Analysis of PDEs · Mathematics 2023-01-05 Yves Capdeboscq , Tianrui Dai

In this paper we study the linear functional $S$ on complex polynomials which is associated to a bounded complex Jacobi matrix $J$. The associated moment problem is considered: find a positive Borel measure $\mu$ on $\mathbb{C}$ subject to…

Classical Analysis and ODEs · Mathematics 2023-02-24 Sergey M. Zagorodnyuk

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…

Probability · Mathematics 2022-12-12 Holger Dette , Dominik Tomecki , Martin Venker

In this work we investigate explicit and implicit difference equations and the corresponding infinite time horizon linear-quadratic optimal control problem. We derive conditions for feasibility of the optimal control problem as well as…

Optimization and Control · Mathematics 2017-10-30 Daniel Bankmann , Matthias Voigt

A surprising "duality" of the Newton equation with time-dependent forces and the stationary Schroedinger equation is discussed. Wide classes of exact solutions not known before for few-body Newton equations are generated directly from…

Quantum Physics · Physics 2007-05-23 B. N. Zakhariev , V. M. Chabanov

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum…

Mathematical Finance · Quantitative Finance 2017-04-05 Mauricio Contreras , Rely Pellicer , Marcelo Villena

The paper considers the suboptimal H-infinity control problem for a general discrete-time system (whose transfer function matrix is allowed to be improper or polynomial). The parametrization of output feedback controllers is given in a…

Optimization and Control · Mathematics 2014-03-31 Sebastian F. Tudor , Cristian Oara , Serban Sabau

Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…

Optimization and Control · Mathematics 2013-05-07 Jiongmin Yong

A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…

Mathematical Finance · Quantitative Finance 2021-10-13 Hongyan Cai , Danhong Chen , Yunfei Peng , Wei Wei

Nonlinear control-affine systems described by ordinary differential equations with bounded measurable input functions are considered. The solvability of general boundary value problems for these systems is formulated in the sense of…

Optimization and Control · Mathematics 2025-06-17 Alexander Zuyev , Peter Benner

A new framework for deriving equations of motion for constrained quantum systems is introduced, and a procedure for its implementation is outlined. In special cases the framework reduces to a quantum analogue of the Dirac theory of…

Quantum Physics · Physics 2013-09-13 Dorje C. Brody , Anna C. T. Gustavsson , Lane P. Hughston

In the context of classical or quantum many-body problems involving identical bodies, a linear change of coordinates can be constructed with the properties that it includes the center-of-mass as one of the new coordinates and preserves the…

Mathematical Physics · Physics 2020-01-08 Erik Amorim

This work proposes an open-loop methodology to solve chance constrained stochastic optimal control problems for linear systems with a stochastic control matrix. We consider a joint chance constraint for polytopic time-varying target sets…

Systems and Control · Electrical Eng. & Systems 2023-08-15 Shawn Priore , Meeko Oishi

We consider the stabilization problem for driftless control-affine systems under the bracket-generating condition. In our previous works, a class of time-varying feedback laws has been constructed to stabilize the equilibrium of a…

Optimization and Control · Mathematics 2026-01-15 Alexander Zuyev , Victoria Grushkovskaya