Related papers: On an application of the Boundary control method t…
In this paper we study the truncated operator trigonometric moment problem. All solutions of the moment problem are described by a Nevanlinna-type parameterization. In the case of moments acting in a separable Hilbert space, the matrices of…
This paper derives recursion equations for a robust smoothing problem for a class of nonlinear systems with uncertainties in modeling and exogenous noise sources. The systems considered operate in discrete-time and the uncertainties are…
The chaos control problem of continuous time Rabinovich chaotic system is addressed. An instantaneous control input has been designed using predictive control principle to guarantee the convergence of the chaotic trajectory towards an…
The Helmholtz equation is notoriously difficult to solve with standard numerical methods, increasingly so, in fact, at higher frequencies. Controllability methods instead transform the problem back to the time-domain, where they seek the…
We characterize the existence of the $L^1$ solutions of the truncated moments problem in several real variables on unbounded supports by the existence of the maximum of certain concave Lagrangian functions. A natural regularity assumption…
In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…
A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…
This article is devoted to the analysis of inverse source problems for Stokes systems in unbounded domains where the corresponding velocity flow is observed on a surface. Our main objective is to study the unique determination of general…
We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness for the solution. We also express the solution in terms of an explicit formula. Moving boundaries may generate singularities when they touch. We…
This paper considers time-inconsistent problems when control and stopping strategies are required to be made simultaneously (called stopping control problems by us). We first formulate the timeinconsistent stopping control problems under…
We recall criteria on the spectrum of Jacobi matrices such that the corresponding isospectral torus consists of periodic operators. Motivated by those known results for Jacobi matrices, we define a new class of operators called GMP…
Balanced truncation, a technique from robust control theory, is a systematic method for producing simple approximate models of complex linear systems. This technique may have significant applications in physics, particularly in the study of…
The letter submitted is an executive summary of our previous paper. To solve the Einstein Podolsky Rosen 'paradox' the two boundary quantum mechanics is taken as self consistent interpretation of quantum dynamics. The difficulty with this…
In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…
A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…
We study semi Lagrangian approximation schemes for Hamilton Jacobi Bellman equations arising from finite horizon optimal control problems. Classical error estimates for these schemes include the term $\frac{1}{\Delta t}$ which leads to…
In this paper, we prove the existence of classical solutions to second boundary value prob- lems for generated prescribed Jacobian equations, as recently developed by the second author, thereby obtaining extensions of classical solvability…
A moment problem is presented for a class of signed measures which are termed pseudo-positive. Our main result says that for every pseudo-positive definite functional (subject to some reasonable restrictions) there exists a representing…
We study the truncated two-dimensional moment problem (with rectangular data): to find a non-negative measure $\mu(\delta)$, $\delta\in\mathfrak{B}(\mathbb{R}^2)$, such that $\int_{\mathbb{R}^2} x_1^m x_2^n d\mu = s_{m,n}$, $0\leq m\leq…
The admissible positional control problem for the canonical system with geometrical restrictions on the control is considered. The investigation is performed with the help of the controllability function method. We obtain controllability…