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On the Argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies

Dietmar Ferger (2011)

Kybernetika

Let ϵ - ( Z ) be the collection of all ϵ -optimal solutions for a stochastic process Z with locally bounded trajectories defined on a topological space. For sequences ( Z n ) of such stochastic processes and ( ϵ n ) of nonnegative random variables we give sufficient conditions for the (closed) random sets ϵ n - ( Z n ) to converge in distribution with respect to the Fell-topology and to the coarser Missing-topology.

On the Bellman equation for asymptotics of utility from terminal wealth

Janusz Matkowski, Łukasz Stettner (2010)

Applicationes Mathematicae

The asymptotics of utility from terminal wealth is studied. First, a finite horizon problem for any utility function is considered. To study a long run infinite horizon problem, a certain positive homogeneity (PH) assumption is imposed. It is then shown that assumption (PH) is practically satisfied only by power and logarithmic utility functions.

On the best observation of wave and Schrödinger equations in quantum ergodic billiards

Yannick Privat, Emmanuel Trélat, Enrique Zuazua (2012)

Journées Équations aux dérivées partielles

This paper is a proceedings version of the ongoing work [20], and has been the object of the talk of the second author at Journées EDP in 2012.In this work we investigate optimal observability properties for wave and Schrödinger equations considered in a bounded open set Ω n , with Dirichlet boundary conditions. The observation is done on a subset ω of Lebesgue measure | ω | = L | Ω | , where L ( 0 , 1 ) is fixed. We denote by 𝒰 L the class of all possible such subsets. Let T > 0 . We consider first the benchmark problem of maximizing...

On the Charney Conjecture of Data Assimilation Employing Temperature Measurements Alone: The Paradigm of 3D Planetary Geostrophic Model

Aseel Farhat, Evelyn Lunasin, Edriss S. Titi (2016)

Mathematics of Climate and Weather Forecasting

Analyzing the validity and success of a data assimilation algorithmwhen some state variable observations are not available is an important problem in meteorology and engineering. We present an improved data assimilation algorithm for recovering the exact full reference solution (i.e. the velocity and temperature) of the 3D Planetary Geostrophic model, at an exponential rate in time, by employing coarse spatial mesh observations of the temperature alone. This provides, in the case of this paradigm,...

On the circle criterion for boundary control systems in factor form : Lyapunov stability and Lur’e equations

Piotr Grabowski, Frank M. Callier (2006)

ESAIM: Control, Optimisation and Calculus of Variations

A Lur’e feedback control system consisting of a linear, infinite-dimensional system of boundary control in factor form and a nonlinear static sector type controller is considered. A criterion of absolute strong asymptotic stability of the null equilibrium is obtained using a quadratic form Lyapunov functional. The construction of such a functional is reduced to solving a Lur’e system of equations. A sufficient strict circle criterion of solvability of the latter is found, which is based on results...

On the circle criterion for boundary control systems in factor form: Lyapunov stability and Lur'e equations

Piotr Grabowski, Frank M. Callier (2005)

ESAIM: Control, Optimisation and Calculus of Variations

A Lur'e feedback control system consisting of a linear, infinite-dimensional system of boundary control in factor form and a nonlinear static sector type controller is considered. A criterion of absolute strong asymptotic stability of the null equilibrium is obtained using a quadratic form Lyapunov functional. The construction of such a functional is reduced to solving a Lur'e system of equations. A sufficient strict circle criterion of solvability of the latter is found, which is based on...

On the coefficients of the max-algebraic characteristic polynomial and equation

Peter Butkovič (2003)

Kybernetika

No polynomial algorithms are known for finding the coefficients of the characteristic polynomial and characteristic equation of a matrix in max- algebra. The following are proved: (1) The task of finding the max-algebraic characteristic polynomial for permutation matrices encoded using the lengths of their constituent cycles is NP-complete. (2) The task of finding the lowest order finite term of the max-algebraic characteristic polynomial for a { 0 , - } matrix can be converted to the assignment problem....

On the constrained controllability of dynamical systems with multiple delays in the state

Beata Sikora (2003)

International Journal of Applied Mathematics and Computer Science

Linear stationary dynamical systems with multiple constant delays in the state are studied. Their relative and approximate controllability properties with constrained controls are discussed. Definitions of various types of controllability with constrained controls for systems with delays in the state are introduced. Some theorems concerning the relative and the approximate relative controllability with constrained controls for dynamical systems with delays in the state are established. Various types...

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