相关论文: On Coercivity and the Frequency Domain Condition i…
In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the…
The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…
A quasi-equilibrium problem is an equilibrium problem where the constraint set does depend on the reference point. It generalizes important problems such as quasi-variational inequalities and generalized Nash equilibrium problems. We study…
The quantum harmonic oscillator with time-dependent frequency is a paradigmatic model of driven quantum dynamics and one of the few nontrivial systems that admits an exact analytical solution. In this review paper, we present a unified…
The purpose of this paper is to extend the hypocoercivity results for the kinetic Fokker-Planck equation in $H^1$ space in Villani's memoir \cite{Villani} to higher order Sobolev spaces. As in the $L^2$ and $H^1$ setting, there is lack of…
The goal of this paper is to assess the robustness of an uncertain linear time-varying (LTV) system on a finite time horizon. The uncertain system is modeled as a connection of a known LTV system and a perturbation. The input/output…
In this paper, we concern with the ergodic linear-quadratic closed-loop optimal control problems, in which the state equation is the mean-field stochastic differential equation with periodic coefficients. We first study the asymptotic…
This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…
In this paper, we study the simultaneous controllability of wave systems in an open domain of R d , d $\in$ N *. We obtain a partial controllability result on a co-finite dimensional space for wave equations coupled by a single control…
We analyze the consequences that the so-called turnpike property has on the long-time behavior of the value function corresponding to a finite-dimensional linear-quadratic optimal control problem with general terminal cost and constrained…
The Bounded Real Lemma, i.e., the state-space linear matrix inequality characterization (referred to as Kalman-Yakubovich-Popov or KYP inequality) of when an input/state/output linear system satisfies a dissipation inequality, has recently…
This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…
We establish the convergence to the equilibrium for various linear collisional kinetic equations (including linearized Boltzmann and Landau equations) with physical local conservation laws in bounded domains with general Maxwell boundary…
A general framework is presented for analyzing the stability and performance of nonlinear and linear parameter varying (LPV) time delayed systems. First, the input/output behavior of the time delay operator is bounded in the frequency…
We give a new perspective on the existence of viscosity solutions for a stationary and a time-dependent first-order Hamilton-Jacobi equation. Following recent comparison principles, we work in a framework in which we consider a subsolution…
In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…
Constrained symplectic quantization is a functional formulation of quantum field theory in which quantum fluctuations are sampled through a deterministic Hamiltonian flow in an auxiliary intrinsic time $\tau$. In this paper we extend the…
We study Hamilton Jacobi Bellman equations in an infinite dimensional Hilbert space, with Lipschitz coefficients, where the Hamiltonian has superquadratic growth with respect to the derivative of the value function, and the final condition…
As the benchmark of data-driven control methods, the linear quadratic regulator (LQR) problem has gained significant attention. A growing trend is direct LQR design, which finds the optimal LQR gain directly from raw data and bypassing…
We consider a class of singular ordinary differential equations describing analytic systems of arbitrary finite dimension, subject to a quasi-periodic forcing term and in the presence of dissipation. We study the existence of response…