相关论文: H\"older equivalence of the value function for con…
The paper is concerned with two-person dynamic zero-sum games. We investigate the limit of value functions of finite horizon games with long run average cost as the time horizon tends to infinity, and the limit of value functions of…
We prove continuity of certain cost functions arising from optimal control of affine control systems. We give sharp sufficient conditions for this continuity. As an application, we prove a version of weak KAM theorem and consider the…
A general bilinear optimal control problem subject to an infinite-dimensional state equation is considered. Polynomial approximations of the associated value function are derived around the steady state by repeated formal differentiation of…
We present a new efficient computational approach for time-dependent first-order Hamilton-Jacobi-Bellman PDEs. Since our method is based on a time-implicit Eulerian discretization, the numerical scheme is unconditionally stable, but…
We use edge slidings and saturated disjoint Borel families to give a conceptually simple proof of Hjorth's theorem on cost attained: if a countable p.m.p. ergodic equivalence relation $E$ is treeable and has cost $n \in \mathbb{N} \cup…
The control system described by Urysohn type integral equation is considered where the system is nonlinear with respect to the phase vector and is affine with respect to the control vector. The control functions are chosen from the closed…
We consider impulse control problems in finite horizon for diffusions with decision lag and execution delay. The new feature is that our general framework deals with the important case when several consecutive orders may be decided before…
We prove that the approximate null-controllability with uniform cost of the hypoelliptic Ornstein-Uhlenbeck equations posed on $\mathbb R^n$ is characterized by an integral thickness geometric condition on the control supports. We also…
The long-time average behavior of the value function in the calculus of variations is known to be connected to the existence of the limit of the corresponding Abel means. Still in the Tonelli case, such a limit is in turn related to the…
Using techniques from the theory of von Neumann algebras, we propose a framework for addressing questions of controllability of bilinear systems on infinite dimensional Hilbert spaces. In the setup, we assume only that the drift and control…
We study the relative value iteration for the ergodic control problem under a near-monotone running cost structure for a nondegenerate diffusion controlled through its drift. This algorithm takes the form of a quasilinear parabolic Cauchy…
In this paper we investigate the Hierarchical null controllability of a coupled degenerate semilinear parabolic equation in domains which are moving in time. We show the local null controllability of the semilinear system using Liusternik's…
In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose control actions are given by $L^1$-functions. We verify that the value function is locally Lipschitz. The equivalence between dynamic…
We study a continuous-time dynamical system which arises as the limit of a broad class of nonlinearly preconditioned gradient methods. Under mild assumptions, we establish existence of global solutions and derive Lyapunov-based convergence…
In this paper, we analyze the drift-implicit (or backward) Euler numerical scheme for a class of stochastic differential equations with unbounded drift driven by an arbitrary $\lambda$-H\"older continuous process, $\lambda\in(0,1)$. We…
For the positive solutions of the competitive Gross-Pitaevskii system of two equations, we prove that L^\infty boundedness implies uniform H\"older boundedness as the competition parameter goes to infinity. Moreover we prove that the…
In this paper we give a direct proof that for a restricted affine control system on a connected manilfold M, the associated reachable sets up to time t varies continuously with the Haudorff metric.
We study the existence and approximate controllability of a class of fractional nonlocal delay semilinear differential systems in a Hilbert space. The results are obtained by using semigroup theory, fractional calculus, and Schauder's fixed…
High-dimensional stochastic optimal control (SOC) becomes harder with longer planning horizons: existing methods scale linearly in the horizon $T$, with performance often deteriorating exponentially. We overcome these limitations for a…
The ergodic control problem for a non-degenerate controlled diffusion controlled through its drift is considered under a uniform stability condition that ensures the well-posedness of the associated Hamilton-Jacobi-Bellman (HJB) equation. A…