相关论文: Convergence of dynamic programming principles for …
We describe an abstract control-theoretic framework in which the validity of the dynamic programming principle can be established in continuous time by a verification of a small number of structural properties. As an application we treat…
We prove the dynamic programming principle for a class of diffusion processes controlled up to the time of exit from a cylindrical region $[0,T)\times G$. It is assumed that the functional to be maximized is in the Lagrange form with…
We study a catching-up algorithm for a class of differential inclusions driven by maximal monotone operators with continuous perturbations. Using a decomposition of the monotone operator into the closed convex hull of its single-valued part…
Applying dynamic logics to program verifications is a challenge, because their axiomatic rules for regular expressions can be difficult to be adapted to different program models. We present a novel dynamic logic, called DLp, which supports…
Differential Dynamic Programming (DDP) has become a well established method for unconstrained trajectory optimization. Despite its several applications in robotics and controls however, a widely successful constrained version of the…
In this work, we approach the minimization of a continuously differentiable convex function under linear equality constraints by a second-order dynamical system with asymptotically vanishing damping term. The system is formulated in terms…
We investigate the existence of generalized solutions to coercive competing system driven by the (p,q) -Laplacian with unbounded perturbation corresponding to the leading term in the differential operator and with convection depending on…
Propositional dynamic logic (PDL) is an important modal logic used to specify and reason about the behavior of software. A challenging problem in the context of PDL is solving fixed-point equations, i.e., formulae of the form $x \equiv…
This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical…
Within the framework of viscosity solution, we study the relationship between the maximum principle (MP) in [9] and the dynamic programming principle (DPP) in [10] for a fully coupled forward-backward stochastic controlled system (FBSCS)…
We show optimal existence, nonexistence and regularity results for nonnegative solutions to Dirichlet problems as $$ \begin{cases} \displaystyle -\Delta_1 u = g(u)|D u|+h(u)f & \text{in}\;\Omega,\\ u=0 & \text{on}\;\partial\Omega,…
This paper investigates the relationship between Pontryagin's maximum principle and dynamic programming principle in the context of stochastic optimal control systems governed by stochastic evolution equations with random coefficients in…
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a domain. The zeroth-order "coefficient"…
We study the Dirichlet problem for p-harmonic functions on metric spaces with respect to arbitrary compactifications. A particular focus is on the Perron method, and as a new approach to the invariance problem we introduce Sobolev-Perron…
We consider the Dirichlet problem for the nonlinear $p(x)$-Laplacian equation. For axially symmetric domains we prove that, under suitable assumptions, there exist Mountain-pass solutions which exhibit partial symmetry. Furthermore, we show…
This paper studies the classical problem of detecting the locations of signal occurrences in a one-dimensional noisy measurement. Assuming the signal occurrences do not overlap, we formulate the detection task as a constrained likelihood…
The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…
We present a novel framework for optimal control in both classical and quantum systems. Our approach leverages the Dirac--Bergmann algorithm: a systematic method for formulating and solving constrained dynamical systems. In contrast to the…
We explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation we use the Hamilton--Jacobi--Bellman…
This paper is devoted to derive some necessary and suficient conditions for the existence of positive solutions to a singular second order system of dynamic equations with Dirichlet boundary conditions. The results are obtained by employing…