Solution of some problems of minimax control for a multivariate linear stochastic system
The Girsanov's theorem is useful as well in the general theory of stochastic analysis as well in its applications. We show here that it can be also applied to the theory of stochastic differential inclusions. In particular, we obtain some special properties of sets of weak solutions to some type of these inclusions.
This article is a proceedings version of the ongoing work [1], and has been the object of a talk of the second author during the Journées “Équations aux Dérivées Partielles” (Biarritz, 2012).We address the decay rates of the energy of the damped wave equation when the damping coefficient does not satisfy the Geometric Control Condition (GCC). First, we give a link with the controllability of the associated Schrödinger equation. We prove that the observability of the Schrödinger group implies that...
In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.
We address three null controllability problems related to the heat equation. First we show that the heat equation with a rapidly oscillating density is uniformly null controllable as the period of the density tends to zero. We also prove that the same result holds for the finite-difference semi-discretization in space of the constant coefficient heat equation as the step size tends to zero. Finally, we prove that the null controllability of the constant coefficient heat equation can be obtained...
In the paper the problem of mathematical properties of -operations and weak -operations introduced by the author for interpretation of connectives “and”, “or”, and “also” in fuzzy rules is considered. In previous author’s papers some interesting properties of fuzzy systems with these operations were shown. These operations are weaker than triangular norms used commonly for a fuzzy system described by set of rules of the type if – then. Monotonicity condition, required for triangular norms, is...
The matrix pencil completion problem introduced in [J. J. Loiseau, S. Mondié, I. Zaballa, and P. Zagalak: Assigning the Kronecker invariants to a matrix pencil by row or column completions. Linear Algebra Appl. 278 (1998)] is reconsidered and the latest results achieved in that field are discussed.
The problem of model matching by state feedback is reconsidered and some of the latest results are discussed.