相关论文: Aubry set for sub-Riemannian control systems
We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…
We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a…
This paper explores the asymptotic properties of non-autonomous Lagrangian systems, assuming that the associated Tonelli Lagrangian converges to a time-periodic function. Specifically, given a continuous initial condition, we provide a…
The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. First, we recast the model as a singularly perturbed dynamics which we embed in a family of controlled…
We study discounted Hamilton Jacobi equations on networks, without putting any restriction on their geometry. Assuming the Hamiltonians continuous and coercive, we establish a comparison principle and provide representation formulae for…
An abstract framework guaranteeing the local continuous differentiability of the value function associated with optimal stabilization problems subject to abstract semilinear parabolic equations subject to a norm constraint on the controls…
We study the semi-discrete approximation of Aubry and Mather sets for Tonelli Lagrangians on the flat torus. Starting from the discrete Lax--Oleinik equation, we introduce natural discrete analogues of these sets and analyze their…
In an optimal control framework, we consider the value $V_T(x)$ of the problem starting from state $x$ with finite horizon $T$, as well as the value $V_\lambda(x)$ of the $\lambda$-discounted problem starting from $x$. We prove that uniform…
In the paper we study the following problem: given a Hamilton-Jacobi equation where the Hamiltonian is convex with respect to the last variable, are there any optimal control problems representing it? In other words, we search for an…
This paper mainly establishes the finite-horizon stochastic bounded real lemma, and then solves the $H_{\infty}$ control problem for discrete-time stochastic linear systems defined on the separable Hilbert spaces, thereby unifying the…
This paper is concerned with the axiomatic foundation and explicit construction of a general class of optimality criteria that can be used for investment problems with multiple time horizons, or when the time horizon is not known in…
The control algebraic Riccati equation is studied for a class of systems with unbounded control and observation operators. Using a dichotomy property of the associated Hamiltonian operator matrix, two invariant graph subspaces are…
We consider a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…
In this paper we consider the notion of commutation for a pair of continuous and convex Hamiltonians, given in terms of commutation of their Lax- Oleinik semigroups. This is equivalent to the solvability of an associated multi- time…
We establish relationships between the classical moments problems which are problems of a construction of a measure supported on a real line, on a half-line or on an interval from prescribed set of moments with the Boundary control approach…
We consider a vibrating string that is fixed at one end with Neumann control action at the other end. We investigate the optimal control problem of steering this system from given initial data to rest, in time T , by minimizing an objective…
This paper investigates the convergence properties of the upwind difference scheme for the Hamilton--Jacobi--Bellman (HJB) equation, a central partial differential equation in optimal control theory. First, assuming the existence of a…
We study the exploratory Hamilton--Jacobi--Bellman (HJB) equation arising from the entropy-regularized exploratory control problem, which was formulated by Wang, Zariphopoulou and Zhou (J. Mach. Learn. Res., 21, 2020) in the context of…
An abstract framework guaranteeing the continuous differentiability of local value functions on $H^1(\Omega)$ associated with optimal stabilization problems subject to abstract semilinear parabolic equations in the presence of norm…
We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique…