Weakly Chained Matrices, Policy Iteration, and Impulse Control

Weakly Chained Matrices and Impulse Control

This work is motivated by numerical solutions to Hamilton-Jacobi-Bellman quasivariational inequalities (HJBQVIs) associated with combined stochastic and impulse control problems. In particular, we consider (i) direct control, (ii) penalized, and (iii) explicit control schemes applied to the HJBQVI problem. Scheme (i) takes the form of a Bellman problem involving an operator which is not necessa...

Error bounds for linear complementarity problems of weakly chained diagonally dominant B-matrices

In this paper, new error bounds for the linear complementarity problem are obtained when the involved matrix is a weakly chained diagonally dominant B-matrix. The proposed error bounds are better than some existing results. The advantages of the results obtained are illustrated by numerical examples.

Optimal adaptive leader-follower consensus of linear multi-agent systems: Known and unknown dynamics

In this paper, the optimal adaptive leader-follower consensus of linear continuous time multi-agent systems is considered. The error dynamics of each player depends on its neighbors’ information. Detailed analysis of online optimal leader-follower consensus under known and unknown dynamics is presented. The introduced reinforcement learning-based algorithms learn online the approximate solution...

Modified Halpern Iteration of Asymptotically Non-Expansive Mappings

Inequalities for the minimum eigenvalue of M-matrices

Let A be a nonsingular M -matrix, and τ(A) denote its minimum eigenvalue. Shivakumar et al. [SIAM J. Matrix Anal. Appl., 17(2):298-312, 1996] presented some bounds of τ(A) when A is a weakly chained diagonally dominant M -matrix. The present paper establishes some new bounds of τ(A) for a general nonsingular M -matrix A. Numerical examples show that the results obtained are an improvement over ...