相关论文: Ergodicity of robust switching control and nonline…
We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is…
The adiabatic theorem refers to a setup where an evolution equation contains a time-dependent parameter whose change is very slow, measured by a vanishing parameter $\epsilon$. Under suitable assumptions the solution of the…
It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…
For strictly entropic Riemann shock solutions of strictly hyperbolic systems of balance laws, we prove that exponential spectral stability implies large-time asymptotic orbital stability. As a preparation, we also prove similar results for…
In this article a stabilizing feedback control is computed for a semilinear parabolic partial differential equation utilizing a nonlinear model predictive (NMPC) method. In each level of the NMPC algorithm the finite time horizon open loop…
We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…
We study solutions to nonlinear hyperbolic systems with fully nonlinear relaxation terms in the limit of, both, infinitely stiff relaxation and arbitrary late time. In this limit, the dynamics is governed by effective systems of parabolic…
In this work, we show existence of invariant ergodic measure for switched linear dynamical systems (SLDSs) under a norm-stability assumption of system dynamics in some unbounded subset of $\mathbb{R}^{n}$. Consequently, given a stationary…
We consider time-dependent convection-diffusion problems with high P\'eclet number of order $\mathcal{O}(\varepsilon^{-1})$ in thin three-dimensional graph-like networks consisting of cylinders that are interconnected by small domains…
We consider a class of exit--time control problems for nonlinear systems with a nonnegative vanishing Lagrangian. In general, the associated PDE may have multiple solutions, and known regularity and stability properties do not hold. In this…
For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…
We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochastic formulation of cost-controllability and detectability…
We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…
The paper concerns boundary value problems for general nonautonomous first order quasilinear hyperbolic systems in a strip. We construct small global classical solutions, assuming that the right hand sides are small. In the case that all…
In this paper we study the vanishing inertia and viscosity limit of a second order system set in an Euclidean space, driven by a possibly nonconvex time-dependent potential satisfying very general assumptions. By means of a variational…
In this paper we deal with the asymptotic behavior as $t$ tends to infinity of solutions for linear parabolic equations whose model is $$ \begin{cases} u_{t}-\Delta u = \mu & \text{in}\ (0,T)\times\Omega,\\[0.7 ex] u(0,x)=u_0 & \text{in}\…
We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…
In this paper we give a representation formula for the limit of the fnite horizon problem as the horizon becomes infinite, with a nonnegative Lagrangian and unbounded data. It is related to the limit of the discounted infinite horizon…
The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…
We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary and sufficient conditions for this solution to be ergodic,…