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Related papers: The infinite-dimensional dissipation inequality

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In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular linear-quadratic control problems, considering both finite…

Optimization and Control · Mathematics 2024-09-04 Mengzhen Li , Tianyang Nie , Zhen Wu

We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros

We investigate linear boundary value problems for first-order one-dimensional hyperbolic systems in a strip. We establish conditions for existence and uniqueness of bounded continuous solutions. For that we suppose that the non-diagonal…

Analysis of PDEs · Mathematics 2025-12-10 R. Klyuchnyk , I. Kmit

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

This paper considers two different problems in trajectory tracking control for linear systems. First, if the control is not unique which is most input energy efficient. Second, if exact tracking is infeasible which control performs most…

Systems and Control · Computer Science 2019-12-20 Sebastian Bernhard , Jürgen Adamy

The theory of dissipativity has been primarily developed for controllable systems/behaviors. For various reasons, in the context of uncontrollable systems/behaviors, a more appropriate definition of dissipativity is in terms of the…

Optimization and Control · Mathematics 2011-10-11 Selvaraj Karikalan , Madhu N. Belur , Rihab Abdulrazak

Inverse optimal control problem emerges in different practical applications, where the goal is to design a cost function in order to approximate given optimal strategies of an expert. Typical application is in robotics for generation of…

Optimization and Control · Mathematics 2024-06-21 Frédéric Jean , Sofya Maslovskaya

We investigate the stability and stabilization concepts for infinite dimensional time fractional differential linear systems in Hilbert spaces with Caputo derivatives. Firstly, based on a family of operators generated by strongly continuous…

Optimization and Control · Mathematics 2020-03-09 Hanaa Zitane , Ali Boutoulout , Delfim F. M. Torres

Dissipativity is an input-output (IO) characterization of nonlinear systems that enables compositional robust control through Vidyasagar's Network Dissipativity Theorem (VDNT). However, determining the dissipativity of a system is an…

Systems and Control · Electrical Eng. & Systems 2025-12-15 Amy K. Strong , Leila Bridgeman

This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…

Optimization and Control · Mathematics 2021-04-13 Jingrui Sun , Zhen Wu , Jie Xiong

This paper presents a quadratic approximation for the optimal power flow in power distributions systems. The proposed approach is based on a linearized load flow which is valid for power distribution systems including three-phase unbalanced…

Optimization and Control · Mathematics 2016-10-05 Alejandro Garces

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

Optimization and Control · Mathematics 2025-10-17 Michael Kartmann , Stefan Volkwein

This paper is concerned with a discrete-time mean-field stochastic linear-quadratic optimal control problem arose from financial application. Through matrix dynamical optimization method, a group of linear feedback controls is investigated.…

Optimization and Control · Mathematics 2017-06-15 Xun Li , Allen H. Tai , Fei Tian

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

We study a system of stochastically forced infinite-dimensional coupled harmonic oscillators. Although this system formally conserves energy and is not explicitly dissipative, we show that it has a nontrivial invariant probability measure.…

Mathematical Physics · Physics 2009-11-11 Jonathan C. Mattingly , Toufic M. Suidan , Eric Vanden-Eijnden

In this paper, we investigate the well-posedness and positivity property of infinite-dimensional linear system with unbounded input and output operators. In particular, we characterize the internal and external positivity for this class of…

Optimization and Control · Mathematics 2023-10-12 Yassine El Gantouh

We consider funnel control for linear infinite-dimensional systems that are impedance passive, meaning that they satisfy an energy balance in which the stored energy equals the squared norm of the state and the supplied power is the inner…

Optimization and Control · Mathematics 2025-10-02 Thavamani Govindaraj , Anthony Hastir , Lassi Paunonen , Timo Reis

In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…

Probability · Mathematics 2025-05-14 Andrey A. Dorogovtsev , Yuecai Han , Kateryna Hlyniana , Yuhang Li

In this paper an approach is proposed to represent a class of dissipative mechanical systems by corresponding infinite-dimensional Hamiltonian systems. This approach is based upon the following structure: for any non-conservative classical…

Mathematical Physics · Physics 2011-03-08 Tianshu Luo , Yimu Guo

We study the exponential decay of relative entropy functionals for zero-range processes on the complete graph. For the standard model with rates increasing at infinity we prove entropy dissipation estimates, uniformly over the number of…

Probability · Mathematics 2010-10-11 Pietro Caputo , Gustavo Posta