相关论文: On the solvability of the Yakubovich linear-quadra…
In this paper we consider the problem of minimizing a quadratic functional for a discrete-time linear stochastic system with multiplicative noise, on a standard probability space, in infinite time horizon. We show that the necessary and…
We consider matrix Riccati inequality arising in the theory of absolute stability, $H_\infty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati…
In the present paper, the reducibility is derived for the wave equations with finitely smooth and time-quasi-periodic potential subjects to periodic boundary conditions. More exactly, the linear wave equation $u_{tt}-u_{xx}+Mu+\varepsilon…
We introduce the concept of {\it generalized reducibility}, which provides a flexible framework for analyzing the long-time behavior of solutions to quadratic quantum Hamiltonians. As an application of this notion, for many prescribed…
In this paper, we address the problem of solving infinite-dimensional harmonic algebraic Lyapunov and Riccati equations up to an arbitrary small error. This question is of major practical importance for analysis and stabilization of…
We consider the infinite horizon risk-sensitive problem for nondegenerate diffusions with a compact action space, and controlled through the drift. We only impose a structural assumption on the running cost function, namely…
Using a homologically link theorem in variational theory and iteration inequalities of Maslov-type index, we prove the existences of a sequence of subharmonic solutions for one type of sub-quadratic non-autonomous Hamiltonian systems.…
We study the quadratic regulator problem for linear control systems in Hilbert spaces, where the cost functional is in some sense unbounded. Our motivation comes from delay equations with the feedback part containing discrete delays or, in…
Under weaker regularity and compactness assumptions, we find the mountain-pass essential point, which is a novel extension of the classical Ambrosetti-Rabinowitz mountain pass theorem. We study the reversible superquadratic autonomous…
We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…
We consider small nonlinear perturbations of linear systems on a time scale with the phase space being finite or infinite-dimensional. For $\Delta$-differential operators, corresponding to linear dynamic systems we consider their…
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…
We study the linear Zakharov--Kuznetsov equation with periodic boundary conditions. Employing some tools from the nonharmonic Fourier series we obtain several internal observability theorems. Then we prove various exact controllability and…
Solving inverse scattering problem for a discrete Sturm-Liouville operator with the fast decreasing potential one gets reflection coefficients $s_\pm$ and invertible operators $I+H_{s_\pm}$, where $ H_{s_\pm}$ is the Hankel operator related…
It is well known in classical mechanics that, the frequencies of a periodic system can be obtained rather easily through the action variable, without completely solving the equation of motion. The equivalent quantum action variable…
We consider one-dimensional systems in the presence of a quasi-periodic perturbation, in the analytical setting, and study the problem of existence of quasi-periodic solutions which are resonant with the frequency vector of the…
The paper deals with the problem of the existence of a normal form for a nearly-integrable real-analytic Hamiltonian with aperiodically time-dependent perturbation decaying (slowly) in time. In particular, in the case of an isochronous…
In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular linear-quadratic control problems, considering both finite…
In this paper some existence results for the minimal P-symmetric periodic solutions are proved for first order autonomous Hamiltonian systems when the Hamiltonian function is superquadratic, asymptotically linear and subquadratic. These are…
In this paper, for the Hamilton-Jacobi-Bellman equation with an infinite horizon and state constraints, we construct a suitably regular representation. This allows us to reduce the problem of existence and uniqueness of solutions to the…