SIAM Journal on Control and Optimization最新文献_第9页

Stabilization for Wave Equation with Localized Kelvin–Voigt Damping on Cuboidal Domain: A Degenerate Case 立方体域上具有局部开尔文-伏依格特阻尼的波方程的稳定：退化情况

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-02-01 DOI: 10.1137/22m153210x

Zhong-Jie Han, Zhuangyi Liu, Kai Yu

引用次数: 0

A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation 无界可测成分的粘性遍历问题，第 1 部分：HJB 方程

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-02-01 DOI: 10.1137/22m1478069

Hicham Kouhkouh

引用次数: 0

A Stability Dichotomy for Discrete-Time Linear Switching Systems in Dimension Two 二维离散时间线性开关系统的稳定性二分法

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-01-31 DOI: 10.1137/23m1551225

Ian D. Morris

引用次数: 0

Nonlinear Consensus+Innovations under Correlated Heavy-Tailed Noises: Mean Square Convergence Rate and Asymptotics 相关重尾噪声下的非线性共识+创新：均方收敛率和渐近线

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-01-29 DOI: 10.1137/22m1543197

Manojlo Vukovic, Dusan Jakovetic, Dragana Bajovic, Soummya Kar

{"title":"Nonlinear Consensus+Innovations under Correlated Heavy-Tailed Noises: Mean Square Convergence Rate and Asymptotics","authors":"Manojlo Vukovic, Dusan Jakovetic, Dragana Bajovic, Soummya Kar","doi":"10.1137/22m1543197","DOIUrl":"https://doi.org/10.1137/22m1543197","url":null,"abstract":"SIAM Journal on Control and Optimization, Volume 62, Issue 1, Page 376-399, February 2024. <br/> Abstract. We consider distributed recursive estimation of consensus+innovations type in the presence of heavy-tailed sensing and communication noises. We allow that the sensing and communication noises are mutually correlated while independent and identically distributed in time, and that they may both have infinite moments of order higher than one (hence having infinite variances). Such heavy-tailed, infinite-variance noises are highly relevant in practice and are shown to occur, e.g., in dense internet of things deployments. We develop a consensus+innovations distributed estimator that employs a general nonlinearity in both consensus and innovations steps to combat the noise. We establish the estimator’s almost sure convergence, asymptotic normality, and mean squared error (MSE) convergence. Moreover, we establish and explicitly quantify for the estimator a sublinear MSE convergence rate. We then quantify through analytical examples the effects of the nonlinearity choices and the noises correlation on the system performance. Finally, numerical examples corroborate our findings and verify that the proposed method works in the simultaneous heavy-tail communication-sensing noise setting, while existing methods fail under the same noise conditions.","PeriodicalId":49531,"journal":{"name":"SIAM Journal on Control and Optimization","volume":"13 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139578867","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Learning Optimal Policies in Potential Mean Field Games: Smoothed Policy Iteration Algorithms 在潜在均值场博弈中学习最优策略：平滑政策迭代算法

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-01-24 DOI: 10.1137/22m1539861

Qing Tang, Jiahao Song

引用次数: 0

Maximum Principles for Optimal Control Problems with Differential Inclusions 带微分夹杂的最优控制问题的最大原则

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-01-23 DOI: 10.1137/22m1540740

A. D. Ioffe

{"title":"Maximum Principles for Optimal Control Problems with Differential Inclusions","authors":"A. D. Ioffe","doi":"10.1137/22m1540740","DOIUrl":"https://doi.org/10.1137/22m1540740","url":null,"abstract":"SIAM Journal on Control and Optimization, Volume 62, Issue 1, Page 271-296, February 2024. <br/> Abstract. There are three different forms of adjoint inclusions that appear in the most advanced necessary optimality conditions for optimal control problems involving differential inclusions: Euler–Lagrange inclusion (with partial convexification) [A. D. Ioffe, J. Optim. Theory Appl., 182 (2019), pp. 285–309], fully convexified Hamiltonian inclusion [F. H. Clarke, Mem. Amer. Math. Soc., 173 (2005), 816], and partially convexified Hamiltonian inclusion [P. D. Loewen and R. T. Rockafellar, SIAM J. Control Optim., 34 (1996), pp. 1496–1511], [A. D. Ioffe, Trans. Amer. Math. Soc., 349 (1997), pp. 2871–2900], [R. B. Vinter, SIAM J. Control Optim., 52 (2014), pp. 1237–1250] (for convex-valued differential inclusions in the first two references). This paper addresses all three types of necessary conditions for problems with (in general) nonconvex-valued differential inclusions. The first of the two main theorems, with the Euler–Lagrange inclusion, is equivalent to the main result of [A. D. Ioffe, J. Optim. Theory Appl., 182 (2019), pp. 285–309] but proved in a substantially different and much more direct way. The second theorem contains conditions that guarantee necessity of both types of Hamiltonian conditions. It seems to be the first result of such a sort that covers differential inclusions with possibly unbounded values and contains the most recent results of [F. H. Clarke, Mem. Amer. Math. Soc., 173 (2005), 816] and [R. B. Vinter, SIAM J. Control Optim., 52 (2014), pp. 1237–1250] as particular cases. And again, the proof of the theorem is based on a substantially different approach.","PeriodicalId":49531,"journal":{"name":"SIAM Journal on Control and Optimization","volume":"1 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-01-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139551726","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Sampled-Data Finite-Dimensional Observer-Based Control of 1D Stochastic Parabolic PDEs 基于采样数据的有限维观测器控制一维随机抛物多项式方程

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-01-23 DOI: 10.1137/22m1538247

Pengfei Wang, Emilia Fridman

{"title":"Sampled-Data Finite-Dimensional Observer-Based Control of 1D Stochastic Parabolic PDEs","authors":"Pengfei Wang, Emilia Fridman","doi":"10.1137/22m1538247","DOIUrl":"https://doi.org/10.1137/22m1538247","url":null,"abstract":"SIAM Journal on Control and Optimization, Volume 62, Issue 1, Page 297-325, February 2024. <br/> Abstract. Sampled-data control of PDEs has become an active research area; however, existing results are confined to deterministic PDEs. Sampled-data controller design of stochastic PDEs is a challenging open problem. In this paper we suggest a solution to this problem for 1D stochastic diffusion-reaction equations under discrete-time nonlocal measurement via the modal decomposition method, where both the considered system and the measurement are subject to nonlinear multiplicative noise. We present two methods: a direct one with sampled-data controller implemented via zero-order hold device, and a dynamic-extension-based one with sampled-data controller implemented via a generalized hold device. For both methods, we provide mean-square [math] exponential stability analysis of the full-order closed-loop system. We construct a Lyapunov functional [math] that depends on both the deterministic and stochastic parts of the finite-dimensional part of the closed-loop system. We employ corresponding Itô’s formulas for stochastic ODEs and PDEs, respectively, and further combine [math] with Halanay’s inequality with respect to the expected value of [math] to compensate for sampling in the infinite-dimensional tail. We provide linear matrix inequalities (LMIs) for finding the observer dimension and upper bounds on sampling intervals and noise intensities that preserve the mean-square exponential stability. We prove that the LMIs are always feasible for large enough observer dimension and small enough bounds on sampling intervals and noise intensities. A numerical example demonstrates the efficiency of our methods. The example shows that for the same bounds on noise intensities, the dynamic-extension-based controller allows larger sampling intervals, but this is due to its complexity (generalized hold device for sample-data implementation compared to zero-order hold for the direct method).","PeriodicalId":49531,"journal":{"name":"SIAM Journal on Control and Optimization","volume":"83 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-01-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139551608","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation 带部分观测的随机最优控制的离散时间逼近

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-01-23 DOI: 10.1137/23m1549018

Yunzhang Li, Xiaolu Tan, Shanjian Tang

引用次数: 0

MF-OMO: An Optimization Formulation of Mean-Field Games MF-OMO：均场博弈的优化公式

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-01-22 DOI: 10.1137/22m1524084

Xin Guo, Anran Hu, Junzi Zhang

引用次数: 0

Analysis of RHC for Stabilization of Nonautonomous Parabolic Equations Under Uncertainty 不确定条件下稳定非自主抛物方程的 RHC 分析