相关论文: On Balder's Existence Theorem for Infinite-Horizon…

Rademacher's Theorem can be interpreted as an almost-everywhere \emph{little-$o$ improvement principle}: if a function admits a uniform pointwise first-order Lipschitz control at every point, then this control improves to a vanishing one at…

A special class of optimal control problems with complementarity constraints on the control functions is studied. It is shown that such problems possess optimal solutions whenever the underlying control space is a first-order Sobolev space.…

We consider the semilinear heat equation posed on a smooth bounded domain $\Omega$ of $\mathbb{R}^{N}$ with Dirichlet or Neumann boundary conditions. The control input is a source term localized in some arbitrary nonempty open subset…

The 1987 Bourgain-Tzafriri Restricted Invertibility Theorem is one of the most celebrated theorems in analysis. At the time of their work, the authors raised the question of a possible infinite dimensional version of the theorem. In this…

We establish necessary and sufficient conditions for viability of evolution inclusions with locally monotone operators in the sense of Liu and R\"ockner [J. Funct. Anal., 259 (2010), pp. 2902-2922]. This allows us to prove wellposedness of…

We establish a fundamental impossibility result for a `perfect hypervisor', one that (1) preserves every observable behavior of any program exactly as on bare metal and (2) adds zero timing or resource overhead. Within this model we prove…

In this note we consider a problem of stochastic optimal control with the infinite-time horizon. We present analogues of the Seierstad sufficient conditions of overtaking optimality based on the dual variables stochastic described by BSDEs…

We aim to generalize the results of Cai and Nitta (2007) by allowing both the utility and production function to depend on time. We also consider an additional intertemporal optimality criterion. We clarify the conditions under which the…

We consider linear systems on a separable Hilbert space $H$, which are null controllable at some time $T_0>0$ under the action of a point or boundary control. Parabolic and hyperbolic control systems usually studied in applications are…

In this paper, we solve the long-standing fundamental problem of irregular linear--quadratic (LQ) optimal control, which has received significant attention since the 1960s. We derive the optimal controllers via the key technique of finding…

This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…

In this paper we present explicit bounds for optimal control in a Lagrange problem without end-point constraints. The approach we use is due to Gamkrelidze and is based on the equivalence of the Lagrange problem and a time-optimal problem…

Derrick's theorem on the nonexistence of stable time-independent scalar field configurations [G. H. Derrick, J. Math. Phys. 5, 1252 (1964)] is generalized to finite systems of arbitrary dimension. It is shown that the "dilation" argument…

An optimal control problem with an infinite horizon quadratic cost functional for a linear system with a known additive disturbance is considered. The feature of this problem is that a weight matrix of the control cost in the cost…

Sufficient conditions for performing changes of the variable of integration when using the new definitions of improper integrals given in in "An Alternative Definition for Improper Integral with Infinite Limit" (arXiv:0805.3559v1) and "An…

Existence theorem is proven for the generating equations of the split involution constraint algebra. The structure of the general solution is established, and the characteristic arbitrariness in generating functions is described.

Verification theorems are key results to successfully employ the dynamic programming approach to optimal control problems. In this paper we introduce a new method to prove verification theorems for infinite dimensional stochastic optimal…

For a measure preserving automorphism $T$ of a probability space, we provide conditions on the tail function of $g\colon\Omega\to\mathbb R$ and $g-g\circ T$ which guarantee limit theorems among the weak invariance principle,…

The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…

The celebrated Fredholm alternative theorem works for the setting of identity compact operators. This idea has been widely used to solve linear partial differential equations \cite{Evans}. In this article, we demonstrate a generalized…