相关论文: Verifying fundamental solution groups for lossless…
We address in this paper the approximation problem of distributed delays. Such elements are convolution operators with kernel having bounded support, and appear in the control of time-delay systems. From the rich literature on this topic,…
We give an effective sufficient condition for a variational problem with infinite horizon on a compact Riemannian manifold M to admit a smooth optimal synthesis, i. e. a smooth dynamical system on M whose positive semi-trajectories are…
The low-energy dynamics of any system admitting a continuum of static configurations is approximated by slow motion in moduli (configuration) space. Here, following Ferrell and Eardley, this moduli space approximation is utilized to study…
Travelling wave solutions of reaction-diffusion equations are widely used to model the spatial spread of populations and other phenomena in biology and physics. In this article, we reinterpret the classical variational principle approach…
In many problems in optimal control, one seeks to minimise an objective function subject to constraints on the velocity of the system. Imposing these constraints directly -- the ``hard-constrained'' approach -- is often analytically and…
Optimal control problem with a goal to squeeze wave packet of a trapped quantum particle is considered and solved analytically using adiabatic approximation. The analytical solution that drives the particle into a highly localized final…
In the underlying study it is shown how the linear method of the Yosida-approximation of the derivative applies to solve possibly nonlinear and multivalued functional differential equations like: \begin{eqnarray*} u^\prime(t) &\in&…
This paper is concerned with uniform stabilization and social optimality for general mean field linear quadratic control systems, where subsystems are coupled via individual dynamics and costs, and the state weight is not assumed with the…
We study linear backward stochastic Volterra integral equations (BSVIEs) on the infinite time horizon. By introducing weighted function spaces with exponential decay, we establish existence and uniqueness of adapted M-solutions. We…
We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…
In this paper, we consider the portfolio optimization problem in a financial market where the underlying stochastic volatility model is driven by n-dimensional Brownian motions. At first, we derive a Hamilton-Jacobi-Bellman equation…
This study is concerned with the numerical solution of a class of infinite-horizon linear regulation problems with state equality constraints and output feedback control. We propose two numerical methods to convert the optimal control…
We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…
An algorithm for irreducible decomposition of representations of finite groups over fields of characteristic zero is described. The algorithm uses the fact that the decomposition induces a partition of the invariant inner product into a…
Enhancing and essentially generalizing previous results on a class of (1+1)-dimensional nonlinear wave and elliptic equations, we apply several new techniques to classify admissible point transformations within this class up to the…
This note introduces a new analytic approach to the solution of a very general class of finite-horizon optimal control problems formulated for discrete-time systems. This approach provides a parametric expression for the optimal control…
Hydrodynamic modulation of short ocean surface waves by longer ambient waves significantly influences remote sensing, interpretation of in situ wave measurements, and numerical wave forecasting. This paper revisits the wave crest and action…
In this work, we demonstrate that the Bochner integral representation of the Algebraic Riccati Equations (ARE) are well-posed without any compactness assumptions on the coefficient and semigroup operators. From this result, we then are able…
Equivalences are known between problems of singular stochastic control (SSC) with convex performance criteria and related questions of optimal stopping, see for example Karatzas and Shreve [SIAM J. Control Optim. 22 (1984)]. The aim of this…
It is well-known that linear dynamical systems with Gaussian noise and quadratic cost (LQG) satisfy a separation principle. Finding the optimal controller amounts to solving separate dual problems; one for control and one for estimation.…