Related papers: On an application of the Boundary control method t…
Equivalences are known between problems of singular stochastic control (SSC) with convex performance criteria and related questions of optimal stopping, see for example Karatzas and Shreve [SIAM J. Control Optim. 22 (1984)]. The aim of this…
Applying the method of moments to the chemical master equation (CME) appearing in stochastic chemical kinetics often leads to the so-called closure problem. Recently, several authors showed that this problem can be partially overcome using…
Ensemble systems, pervasive in diverse scientific and engineering domains, pose challenges to existing control methods due to their massive scale and underactuated nature. This paper presents a dynamic moment approach to addressing…
We consider dynamic inverse problems for a dynamical system associated with a finite Jacobi matrix and for a system describing propagation of waves in a finite Krein-Stieltjes string. We offer three methods of recovering unknown parameters:…
We study some connections between the random moment problem and the random matrix theory. A uniform draw in a space of moments can be lifted into the spectral probability measure of the pair (A,e) where A is a random matrix from a classical…
In this paper, we present a control synthesis framework for a general class of nonlinear, control-affine systems under spatiotemporal and input constraints. First, we study the problem of fixed-time convergence in the presence of input…
We review and develop the classical theory of moments of configurations of weighted points with a focus on systems with an identically vanishing first moment. The latter condition produces equations for equilibrium configurations of systems…
This paper is a continuation of our previous investigation on the truncated matrix trigonometric moment problem in Ukrainian Math. J., 2011, 63, no.6, 786-797. In the present paper we obtain a Nevanlinna-type formula for this moment problem…
In this paper, we solve constructively the bivariate truncated moment problem (TMP) of even degree on reducible cubic curves, where the conic part is a hyperbola. According to the classification from our previous work, these represent three…
This work explores the implications of assuming time symmetry and applying bridge-type, time-symmetric temporal boundary conditions to deterministic laws of nature with random components. The analysis, drawing on the works of Kolmogorov and…
In this paper, we study the control of a class of time-invariant linear ensemble systems whose natural dynamics are linear in the system parameter. This class of ensemble control systems arises from practical engineering and physical…
We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…
Control and learning are key to technological advancement, both in the classical and quantum domains, yet their interrelationship is insufficiently clear in the literature, especially between classical and quantum definitions of control and…
We introduce a method of solving inverse boundary value problems for wave equations on Lorentzian manifolds, and show that zeroth order coefficients can be recovered under certain curvature bounds. The set of Lorentzian metrics satisfying…
This note is devoted to inverse spectral problems for canonical Hamiltonian systems on the half-line. An approach to inverse spectral problems based on the use of truncated Toeplitz operators has been especially effective in the case when…
This paper focuses on the application of time domain decomposition to solve partial differential equations constrained optimization problems and controllability problems. After clarifying the link between these two types of problems, we…
We summarize significant classical results on (in)determinacy of measures in terms of their finite positive integer order moments. Well-known is the role of the smallest eigenvalues of Hankel matrices, starting from Hamburger's results a…
In this paper, balancing based model order reduction (MOR) for large-scale linear discrete-time time-invariant systems in prescribed finite time intervals is studied. The first main topic is the development of error bounds regarding the…
We explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation we use the Hamilton--Jacobi--Bellman…
In this paper, we explore cooperative and competitive coupled obstacle systems, which, up to now, are new type obstacle systems and formed by coupling two equations belonging to classical obstacle problem. On one hand, applying the…