相关论文: H\"older equivalence of the value function for con…

We develop the dynamic programming approach for a family of infinite horizon boundary control problems with linear state equation and convex cost. We prove that the value function of the problem is the unique regular solution of the…

We study a finite horizon optimal control problem for the continuity equation under a weighted integral state constraint on the mass outside a fixed set. The model is cast in a Hilbert framework for densities. On a suitable invariant…

In this article, a novel adaptive controller is designed for Euler-Lagrangian systems under predefined time-varying state constraints. The proposed controller could achieve this objective without a priori knowledge of system parameters and,…

We study optimal control problems in infinite horizon when the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (inspired by traffic models). We adapt the results in [H. M.…

We propose a time value related decision function to treat a classical option pricing problem raised by Hutchinson-Lo-Poggio. In numerical experiments, the new decision function significantly improves the original model of…

We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…

We consider a time-varying first-order autoregressive model with irregular innovations, where we assume that the coefficient function is H\"{o}lder continuous. To estimate this function, we use a quasi-maximum likelihood based approach. A…

Time-inhomogeneous controlled diffusion processes in both cylindrical and noncylindrical domains are considered. Bellman's principle and its applications to proving the continuity of value functions are investigated.

In the present article we study strong approximation of solutions of scalar stochastic differential equations (SDEs) with bounded and $\alpha$-H\"older continuous drift coefficient and constant diffusion coefficient at time point $1$.…

Designing optimal controllers for nonlinear dynamical systems often relies on reinforcement learning and adaptive dynamic programming (ADP) to approximate solutions of the Hamilton Jacobi Bellman (HJB) equation. However, these methods…

We prove a Carleman estimate for a one-dimensional parabolic equation which degenerates at one extremity of the domain and has a bounded, time dependent coefficient multiplying the diffusion term. Then we use the estimate to show the null…

In this paper, we study the simultaneous controllability of wave systems in an open domain of R d , d $\in$ N *. We obtain a partial controllability result on a co-finite dimensional space for wave equations coupled by a single control…

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…

We consider a simply-supported Euler-Bernoulli beam with viscous and Kelvin--Voigt damping. Our objective is to attenuate the effect of an unknown distributed disturbance using one piezoelectric actuator. We show how to design a suitable…

We introduce a framework for approximate dynamic programming that we apply to discrete time chains on $\mathbb{Z}_+^d$ with countable action sets. Our approach is grounded in the approximation of the (controlled) chain's generator by that…

Time dependent quantum systems have become indispensable in science and its applications, particularly at the atomic and molecular levels. Here, we discuss the approximation of closed time dependent quantum systems on bounded domains, via…

Kullback-Leibler (KL) control enables efficient numerical methods for nonlinear optimal control problems. The crucial assumption of KL control is the full controllability of the transition distribution. However, this assumption is often…

Motivated by recent results on the (possibly conditional) regularity for time-dependent hypoelliptic equations, we prove a parabolic version of the Poincar\'e inequality, and as a consequence, we deduce a version of the classical Moser…

This project investigates the approximate controllability of a class of stochastic integrodifferential equations in Hilbert space with non-local beginning conditions. In a departure from the conventional concerns expressed in the…

This work provides a framework for data-driven control of discrete time systems with unknown input-output dynamics and outputs controllable by the inputs. This framework leads to stable and robust real-time control of the system such that a…