Monotonicity and bounds for convex stochastic control models

We consider a general convex stochastic control model. Our main interest concerns monotonicity results and bounds for the value functions and for optimal policies. In particular, we show how the value functions depend on the transition kernels and we present conditions for a lower bound of an optimal policy. Our approach is based on convex stochastic orderings of probability measures. We derive several interesting sufficient conditions of these ordering concepts, where we make also use of the Blackwell ordering. The structural results are illustrated by partially observed control models and Bayesian information models.     

Distribution results for lattices in SL(2,ℚ p )

In this paper we study the ergodic properties of the linear action of lattices Γ of SL(2,ℚ_p) on ℚ_p × ℚ_p and distribution results for orbits of Γ. Following Serre, one can define a “geodesic flow” for an associated tree (actually associated to GL(2,ℚ_p)). The approach we use is based on an extension of this approach to “frame flows” which are a natural compact group extension of the geodesic flow.     

Robust H ∞ control for singular systems with time-varying uncertainties

In this paper, we investigate the problem of robust H _∞ control for singular systems with polytopic time-varying parameter uncertainties. By introducing the notion of generalized quadratic H _∞ performance, the relationship between the existence of a robust H _∞ dynamic state feedback controller and that of a robust H _∞ static state feedback controller is given. By using matrix inequalities, the existence conditions of robust H _∞ static state feedback and dynamic output feedback controllers are derived. Moreover, the design methods for such controllers are provided in terms of the solutions of matrix inequalities. An example is also presented to demonstrate the validity of the proposed methods. __________ Translated from Journal of Northeastern University (Natural Science), 2004, 25(2): 110–113     

Estimation of nonlinear autoregressive models using design-adapted wavelets

We estimate nonlinear autoregressive models using a design-adapted wavelet estimator. We show two properties of the wavelet transform adapted to an autoregressive design. First, in an asymptotic setup, we derive the order of the threshold that removes all the noise with a probability tending to one asymptotically. Second, with this threshold, we estimate the detail coefficients by soft-thresholding the empirical detail coefficients. We show an upper bound on thel ₂-risk of these soft-thresholded detail coefficients. Finally, we illustrate the behavior of this design-adapted wavelet estimator on simulated and real data sets. Financial support from the contract ‘Projet d'Actions de Recherche Concertées’ nr. 98/03-217 from the Belgian government, and from the IAP research network nr. P5/24 of the Belgian State (Federal Office for Scientific, Technical and Cultural Affairs) is gratefully acknowledged.     

Robust H∞ control for a class of switched nonlinear cascade systems via multiple Lyapunov functions approach

This paper addresses the problem of robust H_∞ control for a class of switched nonlinear cascade systems with parameter uncertainty using the multiple Lyapunov functions (MLFs) approach. Each subsystem under consideration is composed of two cascade-connected parts. The uncertain parameters are assumed to be in a known compact set and are allowed to enter the system nonlinearly. Based on the explicit construction of Lyapunov functions, which avoids solving the Hamilton-Jacobi equations, sufficient conditions for the solvability of the robust H_∞ control problem are presented. As an application, the hybrid robust H_∞ control problem for a class of uncertain non-switched nonlinear cascade systems is solved when no single continuous controller is effective. Finally, a numerical example is provided to demonstrate the feasibility of the proposed method.     

Failure of Plais-Smale condition and blow-up analysis for the critical exponent problem inR 2

Let Ω be a bounded smooth domain inR ². Letf:R→R be a smooth non-linearity behaving like exp{s ²} ass→∞. LetF denote the primitive off. Consider the functionalJ:H ₀ ¹ (Ω)→R given by

Adaptive wavelet schemes for an elliptic control problem with Dirichlet boundary control

An adaptive algorithm based on wavelets is proposed for the fast numerical solution of control problems governed by elliptic boundary value problems with Dirichlet boundary control. A quadratic cost functional representing Sobolev norms of the state and a regularization in terms of the control is to be minimized subject to linear constraints in weak form. In particular, the constraints are formulated as a saddle point problem that allows to handle the varying boundary conditions explicitly. In the framework of (biorthogonal) wavelets, a representer for the functional is derived in terms of ₂-norms of wavelet expansion coefficients and the constraints are written in form of an ₂ automorphism. Standard techniques from optimization are then used to deduce the resulting first order necessary conditions as a (still infinite) system in ₂. Applying the machinery developed in [8,9] which has been extended to control problems in [14], an adaptive method is proposed which can be interpreted as an inexact gradient method for the control. In each iteration step, in turn the primal and the adjoint saddle point system are solved up to a prescribed accuracy by an adaptive iterative Uzawa algorithm for saddle point problems which has been proposed in [10]. Under these premises, it can be shown that the adaptive algorithm containing now three layers of iterations is asymptotically optimal. This means that the convergence rate achieved for computing the solution up to a desired target tolerance is asymptotically the same as the wavelet-best N-term approximation of the solution, and the total computational work is proportional to the number of computational unknowns. AMS subject classification 65K10, 65N99, 93B40Angela Kunoth: This work has been supported partly by the Deutsche Forschungsgemeinschaft (SFB 611) at the Universität Bonn and by the European Communitys Human Potential Programme under contract HPRN-CT-2002-00286 Breaking Complexity.     

Tractability results for weighted Banach spaces of smooth functions

We study the L_∞-approximation problem for weighted Banach spaces of smooth d-variate functions, where d can be arbitrarily large. We consider the worst case error for algorithms that use finitely many pieces of information from different classes. Adaptive algorithms are also allowed. For a scale of Banach spaces we prove necessary and sufficient conditions for tractability in the case of product weights. Furthermore, we show the equivalence of weak tractability with the fact that the problem does not suffer from the curse of dimensionality.     

Delay-dependent robust control for uncertain discrete-time singular systems with time-delays

The robust memoryless state feedback H_∞ control problem for uncertain time-delay discrete-time singular systems is discussed. Under a series of equivalent transformation, the equivalence of this problem and the robust state feedback H_∞ control problem for standard state-space uncertain time-delay discrete-time systems is presented. In terms of matrix inequality, the delay-dependent sufficient condition for the solution of this problem is given, the design method of the memoryless state feedback controller and the controller are also given.     

Cone-valued Lyapunov functions and stability for impulsive functional differential equations

The stability criteria in terms of two measures for impulsive functional differential equations are established via cone-valued Lyapunov functions and Razumikhin technique. The stability can be deduced from the (Q₀,Q)-stability of comparison impulsive differential equations. An example is given to illustrate the advantages of the results obtained.     

Robust pole placement controller design in LMI region for uncertain and disturbed switched systems

This paper concerns the state feedback control for continuous-time, disturbed and uncertain linear switched systems with arbitrary switching rules. The main result of this work consists in getting a LMI (Linear Matrix Inequalities) condition guaranteeing a robust pole placement according to some desired specifications. Then, external disturbance attenuation with a fixed rate according to the H_∞ criterion is ensured. This is obtained thanks to the existence of a common quadratic Lyapunov function for all sub-systems. Finally, an academic example illustrates the efficiency of the developed approach.