Existence conditions for stabilizing and antistabilizing solutions to the nonautonomous matrix Riccati differential equation
We consider the flow of gas through pipelines controlled by a compressor station. Under a subsonic flow assumption we prove the existence of classical solutions for a given finite time interval. The existence result is used to construct Riemannian feedback laws and to prove a stabilization result for a coupled system of gas pipes with a compressor station. We introduce a Lyapunov function and prove exponential decay with respect to the L2-norm.
We consider the flow of gas through pipelines controlled by a compressor station. Under a subsonic flow assumption we prove the existence of classical solutions for a given finite time interval. The existence result is used to construct Riemannian feedback laws and to prove a stabilization result for a coupled system of gas pipes with a compressor station. We introduce a Lyapunov function and prove exponential decay with respect to the L2-norm.
The aim of this paper is to extend the classical linear condition concerning diagonal dominant bloc matrix to fully nonlinear equations. Even if assumptions are strong, we obtain an explicit condition which exactly extend the one known in linear case, and the setting allows also to consider bicontinuous operator instead of the schift and as particular case, we receive periodic or almost periodic solutions for discrete time equations.
Optimal nonanticipating controls are shown to exist in nonautonomous piecewise deterministic control problems with hard terminal restrictions. The assumptions needed are completely analogous to those needed to obtain optimal controls in deterministic control problems. The proof is based on well-known results on existence of deterministic optimal controls.
A necessary and sufficient condition for the existence of pole and zero structures in a proper rational matrix equation is developed. This condition provides a new interpretation of sufficient conditions which ensure decentralized stabilizability of an expanded system. A numerical example illustrate the theoretical results.
The paper is motivated by the study of interesting models from economics and the natural sciences where the underlying randomness contains jumps. Stochastic differential equations with Poisson jumps have become very popular in modeling the phenomena arising in the field of financial mathematics, where the jump processes are widely used to describe the asset and commodity price dynamics. This paper addresses the issue of approximate controllability of impulsive fractional stochastic differential...
In this paper, we study ϕ-Laplacian problems for differential inclusions with Dirichlet boundary conditions. We prove the existence of solutions under both convexity and nonconvexity conditions on the multi-valued right-hand side. The nonlinearity satisfies either a Nagumo-type growth condition or an integrably boundedness one. The proofs rely on the Bonhnenblust-Karlin fixed point theorem and the Bressan-Colombo selection theorem respectively. Two applications to a problem from control theory are...
We analyze the optimal sales process of a stochastic advertising and pricing model with constant demand elasticities. We derive explicit formulae of the densities of the (optimal) sales times and (optimal) prices when a fixed finite number of units of a product are to be sold during a finite sales period or an infinite one. Furthermore, for any time t the exact distribution of the inventory, i.e. the number of unsold items, at t is determined and will be expressed in terms of elementary functions....