Optimal feedback control depending only on the system state is constructed for a control problem by the non-causal descriptor system for which optimal feedback control depending on state derivatives was considered in the paper (Meuller, 1998). To this end, a non-symmetric solution of the algebraic operator Riccati equation is used.
A martingale problem approach is used first to analyze compactness and continuous dependence of the solution set to stochastic differential inclusions of Ito type with convex integrands on the initial distributions. Next the problem of existence of optimal weak solutions to such inclusions and their dependence on the initial distributions is investigated.
We study some natural sets arising in the theory of ordinary differential equations in one variable from the point of view of descriptive set theory and in particular classify them within the Borel hierarchy. We prove that the set of Cauchy problems for ordinary differential equations which have a unique solution is -complete and that the set of Cauchy problems which locally have a unique solution is -complete. We prove that the set of Cauchy problems which have a global solution is -complete...