This paper is concerned with a discrete-time indefinite stochastic LQ problem in an infinite-time horizon. A generalized stochastic algebraic Riccati equation GSARE that involves the MoorePenrose inverse of a matrix and a positive semidefinite constraint is introduced. We mainly use a semidefinite-programmingSDPbased approach to study corresponding problems. Several relations among SDP compleme...

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E-mail: [email protected] Abstract: We determine the exact order of the p-average linear n-widths λ n (W r 2 , μ, Lq)p, 1 ≤ q < ∞, 0 < p <∞, of the Sobolev space W r 2 equipped with a Gaussian measure μ in the Lq-norm. Moreover, we also calculate the probabilistic linear (n, δ)-widths and p-average linear n-widths of the finitedimensional space R with the standard Gaussian measure in l q , i.e.,

In this paper we construct an infinite horizon LQ optimal controller for a linear stationary differential-algebraic equation (DAE) and prove that stabilizability from the given initial state is necessary and sufficient for the controller existence. We also solve the problem of finite horizon LQ optimal control. Our approach is based on ideas from linear geometric control theory that allows one ...

A general framework to solve both the continuous and discrete-time LQ and Hpreview control algorithms is presented in this paper. The obtained preview control form consists of a fill-state fwdback term which is identical to well known LQ and Hresults. The preview terms utilizes previewable disturbance signals to improve tracking or regulation performance. Simulation results of the tracking cont...

In this paper, optimal Lp − Lq estimates are obtained for operators which average functions over polynomial submanifolds, generalizing the k-plane transform. An important advance over previous work (e.g., [9]) is that full Lp − Lq estimates are obtained by methods which have traditionally yielded only restricted weak-type estimates. In the process, one is lead to make coercivity estimates for c...

We give necessary and sufficient conditions for uniform exponential dichotomy of evolution families in terms of the admissibility of the pair (Lp(R,X),Lq(R,X)). We show that the admissibility of the pair (Lp(R,X),Lq(R,X)) is equivalent to the uniform exponential dichotomy of an evolution family if and only if p ≥ q. As applications we obtain characterizations for uniform exponential dichotomy o...

The linear quadratic (LQ) optimal control problem is studied for a partial differential equation model of a time-varying plug flow tubular reactor. First some properties of the linearized model around a specific equilibrium profile are studied. Next, an LQ-control feedback is computed by using the corresponding operator Riccati differential equation, whose solution can be obtained via a related...

This paper is concerned with a stochastic linear–quadratic (LQ) control problem over a finite time horizon with Markovian jumps in the problem parameters. The problem is indefinite in that the cost weighting matrices for the state and control are allowed to be indefinite. A system of coupled generalized (differential) Riccati equations (CGREs) is introduced to cope with the indefiniteness of th...