相关论文: Discrete time pontryagin principles in banach spac…

We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…

In this paper, we consider a Banach space valued random coefficient autoregressive process. Our studies on this process involve existence, weak law of large numbers, strong law of large numbers, some exponential inequalities, central limit…

We derive the Pontryagin maximum principle and $Q$-functions for the relaxed control of noisy rough differential equations. Our main tool is the development of a novel differentiation procedure along `spike variation' perturbations of the…

This article is a continuation of a paper of the first author \cite{F} about complex structures on real Banach spaces. We define a notion of even infinite dimensional real Banach space, and prove that there exist even spaces, including HI…

In this article we present a geometric discrete-time Pontryagin maximum principle (PMP) on matrix Lie groups that incorporates frequency constraints on the controls in addition to pointwise constraints on the states and control actions…

In her recent work, Dittrich generalized Rovelli's idea of partial observables to construct Dirac observables for constrained systems to the general case of an arbitrary first class constraint algebra with structure functions rather than…

The main goal of this paper is to apply the machinery of variational analysis and generalized differentiation to study infinite horizon stochastic dynamic programming (DP) with discrete time in the Banach space setting without convexity…

This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…

Passive discrete-time systems with Hilbert spaces as an incoming and outgoing space and a Pontryagin space as a state space are investigated. A geometric characterization when the index of the transfer function coincides with the negative…

We obtain the dynamic programming equations and optimality conditions akin to Pontryagin's extremum principle for certain mathematical models of hybrid control systems.

It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…

Our goal of this note is to give an easy proof that spaces of predictable processes with values in a Banach space are isomorphic to spaces of progressive resp. adapted, measurable processes. This provides a straightforward extension of the…

We study abstract sufficient criteria for open-loop stabilizability of linear control systems in a Banach space with a bounded control operator, which build up and generalize a sufficient condition for null-controllability in Banach spaces…

The aim of this paper is to present two tools, Theorems 4 and 7, that make the task of finding equivalent polyhedral norms on certain Banach spaces easier and more transparent. The hypotheses of both tools are based on countable…

A stochastic procedure is developed which allows one to express Pontryagin's maximum principle for dissipative quantum system solely in terms of stochastic wave functions. Time-optimal controls can be efficiently computed without computing…

This paper investigates necessary and sufficient barrier-like conditions for infinite-horizon safety and reach-avoid verification of stochastic discrete-time systems, derived via a relaxation of the Bellman equations. Unlike prior…

We introduce the concept of shifting distance functions, and we establish a new fixed point theorem which generalizes the Banach contraction principle. An example is provided to illustrate our result.

In this paper we give a new approach to introduce switching strategies in a special class of optimal multiprocesses. Defined as the set of partitions of the time interval, switching strategies become the character of a classical control.…

This manuscript addresses the analysis and design of feedback laws for the stabilization of bilinear control systems in infinite-dimensional spaces. It first examines weak, strong, and polynomial stabilization within a Hilbert space…

In this paper, we use a Banach fixed point theorem to obtain suficient conditions satisfying the convergence and exponential convergence of solutions for the linear system of advanced differential equations. The considered system with…