Related papers: On an application of the Boundary control method t…
In this paper we study regularity estimates for the solution to an obstacle problem arising in stochastic impulse control theory. We prove using elementary methods the known sharp $C_{loc}^{1,1}$ estimate for the solution. The new proof is…
We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…
We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
This article deals with variational optimal-control problems on time scales in the presence of delay in the state variables. The problem is considered on a time scale unifying the discrete, the continuous and the quantum cases. Two examples…
The fundamental problem of the calculus of variations on time scales concerns the minimization of a delta-integral over all trajectories satisfying given boundary conditions. This includes the discrete-time, the quantum, and the…
We study feedback control of classical Hamiltonian systems with the controlling parameter varying slowly in time. The control aims to change system's energy. We show that the control problems can be solved with help of an adiabatic…
This manuscript transfers the main aspects of Prony's method from finitely-supported measures to the classes of signed or non-negative measures supported on algebraic varieties of any dimension. In particular, we show that the Zariski…
We consider small nonlinear perturbations of linear systems on a time scale with the phase space being finite or infinite-dimensional. For $\Delta$-differential operators, corresponding to linear dynamic systems we consider their…
This dissertation presents and prove the viability of a non-standard method for controlling the state of a quantum system by modifying its boundary conditions instead of relying on the action of external fields. The standard approach to…
This paper addresses the classical problem of determining the sets of possible states of a linear discrete-time system subject to bounded disturbances from measurements corrupted by bounded noise. These so-called uncertainty sets evolve…
We consider a class of stochastic optimal control problems with partial observation, and study their approximation by discrete-time control problems. We establish a convergence result by using weak convergence technique of Kushner and…
In this work, the Dirac-type integro di{\S}erential system with one classical boundary condition and another nonlocal integral boundary condition is considered. We obtain the asymptotic formulae for the solutions, eigenvalues and nodal…
No quantum measurement can give full information on the state of a quantum system; hence any quantum feedback control problem is neccessarily one with partial observations, and can generally be converted into a completely observed control…
We study a time-inconsistent singular control problem originating from irreversible reinsurance decisions with non-exponential discount. A novel definition of equilibrium for time-inconsistent singular control problems is introduced. For…
We show that the classical mechanics of an algebraic model are implied by its quantizations. An algebraic model is defined, and the corresponding classical and quantum realizations are given in terms of a spectrum generating algebra.…
We expose in full detail a constructive procedure to invert the so--called "finite Markov moment problem". The proofs rely on the general theory of Toeplitz matrices together with the classical Newton's relations.
In this paper we consider an intrinsic point of view to describe the equations of motion for higher-order variational problems with constraints on higher-order trivial principal bundles. Our techniques are an adaptation of the classical…
This paper deals with a class of time inconsistent stochastic linear quadratic (SLQ) optimal control problems in Markovian framework. Three notions, i.e., closed-loop equilibrium controls/strategies, open-loop equilibrium controls and their…
The statistical mechanics of quantum-classical systems with holonomic constraints is formulated rigorously by unifying the classical Dirac bracket and the quantum-classical bracket in matrix form. The resulting Dirac quantum-classical…