OPTIMAL CONTROL FOR LINEAR SYSTEM WITH QUADRATIC INDEFINITE CRITERION ON HILBERT SPACES

In this paper we consider optimal control problems for linear system on real separableHilbert spaces with quadratic criterion,in which the state weighted operators are indefinite.Wellposedness and solvability,existence and uniqueness of optimal control are discussed.Weprove that the closed-loop syntheses of optimal control are state linear feedback.Existence ofsolutions of related operator Riccati equations is investigated.     

Discrete Optimal Control: Second Order Optimality Conditions

In this paper, we present a survey and refinement of our recent results in the discrete optimal control theory. For a general nonlinear discrete optimal control problem (P) , second order necessary and sufficient optimality conditions are derived via the nonnegativity ( I S 0) and positivity ( I >0) of the discrete quadratic functional I corresponding to its second variation. Thus, we fill the gap in the discrete-time theory by connecting the discrete control problems with the theory of conjugate intervals, Hamiltonian systems, and Riccati equations. Necessary conditions for I S 0 are formulated in terms of the positivity of certain partial discrete quadratic functionals, the nonexistence of conjugate intervals, the existence of conjoined bases of the associated linear Hamiltonian system, and the existence of solutions to Riccati matrix equations. Natural strengthening of each of these conditions yields a characterization of the positivity of I and hence, sufficiency criteria for the original problem (P) . Finally, open problems and perspectives are also discussed.     

随机度量理论及其应用在我国最近进展的综述

本旨在全面综述随机度量理论及其应用过去十年在我国发展过程中所获得的主要结果与思想方法。全由十节组成,第一节对我们工作的背景－概率度量空间与随机度量空间理论和一简单的介绍;第二节给出某些有关随机泛函分析及取值于抽象空间的可测函数的预备知识;第三节阐明随机泛函分析与原始随机度量理论（本称之为F－随机度量理论）的整体关系：主要结果是在随机元生成空间给出自然且合理的随机度量与随机范数的构造,从而将随机元与随机算子理论的研究纳入随机度量理论框架;主要思想是将随机泛函分析视为随机度量空间体系上的分析学而统一地发展,从而形成了发展随机泛函分析的一个新的途径－空间随机化途径;除此之外,在本节我们也从随机过程理论观点出发首次提出对应于随机度量理论原始版本的一种新的随机共轭空间理论（叫作F－ 随机共轭空间理论）,它的突出优点是能保持象随机过程的样本性质这样更精细的特性（本节由作的工作构成）;在第四节,基本作最近提出的随机度量理论的一个新的版本（本称之为E－随机度量理论）,从传统泛函分析的角度对过去已被发展起来的随机共轭空间理论（本称之为E－随机共轭空间理论）,从传统泛函分析的角度对过去已被发展起来的随机共轭空间理论（本称之为E－随机共轭空间理论）的基本结果进行系统整理并给以全新的处理（本节内容整体上由作最近后篇论构成,也尤其提到朱林户等人的重要工作）;在本节我们也相当的篇幅论述F－随机共轭空间理论与E－随机共轭空间理论的内存关系与本质差异。在下紧跟的两节,致力于E－随机共轭空间理论深层次的结果,尤其突出了E－随机赋范模与传统的赋范空间、E－随机共轭空间与经典共轭空间之间的内存联系;在第五节给出了几类E－随机赋范模的E－随机共轭空间的表示定理（主要由作的工作,作与游兆永及林熙合作的工作,还有巩馥州与刘清荣合作的工作组成）;在第六节给出完备E－随机赋范模为随机自反的特征化定理（主要由作及合作的工作组成）;在第六节给出完备E－随机赋范模为随机自反的特征化定理（主要由作及合作的工作组成）。尤其在第五及第六节中,我们给出随机度量理论在随机泛函分析及经典Banach空间中若干实质性的应用;第七节简要给出E－随机赋半范模及E－随机对偶系理论初步;第八节简单阐明随机度量理论与泛函分析的关系;第九节阐明了随机度量理论与概率度量空间理论的关系。最后在第十节结合随机度量理论,Banach空间理论及随机泛函分析对发展随机泛函分析的空间随机化途径的合理性与优越性作了进一步的分析。     

随机度量理论及其应用在我国最近进展的综述

本旨在全面综述随机度量理论及其应用过去十年在我国发展过程中所获得的主要结果与思想方法,本由十节组成,第一节对我们工作的背景-概率度量空间与随机度量空间理论作一简单的介绍;第二节给出某些有关随机泛函分析及取值于抽象空间的可测函数的预备知识,第三节阐明随机泛函分析与原始随机度量理论（本称之为F-随机度量理论）的整体关系,主要结果是在随机元生成空间上给出自然且合理的随机度量与随机范数的构造,从而将随机元与随机算子理论的研究纳入随机度量理论框架,主要思想是将随机泛函分析视为随机度量空间体系上的分析学而统一地发展;从而形成了发展随机泛函分析的一个新的途径-空间随机化途径;除此之外,在本节我们也从随机过程理论的观点出发首次提出对应于随机度量理论原始版本的一种新的随机共轭空间理论（叫作F-随机共轭空间理论）,它的突出优点是能保持象随机过程的样本性质这样更精细的特性（本节由作的工作构成）,在第四节,基于作最近提出的随机度量理论的一个新的版本（本称之为E-随机度量理论）,从传统泛函分析的角度对过去已被发展起来的随机共轭空间理论（本称之为E-随机共轭空间理论）的基本结果进行系统整理并给以全新的处理（本节内容整体上由作最近的一篇论构成,也尤其提到朱林户等人的重要工作）,在本节我们也以相当的篇幅论述F-随机共轭空间理论与E-随机共轭空间理论的内在关系与本质差异,在下面紧跟的两节,致力于E-随机共轭空间理论深层次的结果,尤其突出了E-随机赋范模与传统的赋范空间、E-随机共轭空间与经典共轭空间之间的内在联系;在第五节给出了几类E-随机赋范模的E-随机共轭空间的表示定理（主要由作的工作,作与游兆水及林熙合作的工作,还有巩馥州与刘清荣合作的工作组成）,在六节给出完备E-随机赋范模为随机自反的特征化定理（主要由作及合作的工作组成）,尤其是第五及第六节中,我们给出随机度量理论在随机泛函分析及经典Banach空间中若干实质性的应用;第七节简要给出E-随机赋半范模及E-随机对偶系理论初步;第八节简单阐明随机度量理论与泛函分析的关系;第九节简单阐明了随机度量理论与概率度量空间理论的关系,最后在第十节结合随机度量理论,Banach空间理论及随机泛函分析对发展随机泛函分析的空间随机化途径的合理性与优越性作了进一步的分析。     

随机参数和随机资金流环境下基于二次效用函数的投资组合优化

研究完全市场下基于二次效用最大化的带有随机资金流的动态投资组合选择问题,其中假设无风险利率、股票收益率和波动率矩阵都是一致有界随机过程.通过应用线性二次控制方法和向后随机微分方程理论得到了最优投资组合的解析表达式.     

MIXED MONOTONE ITERATIVE TECHNIQUES FOR SEMILINEAR EVOLUTION EQUATIONS IN BANACH SPACES

This paper is concerned with initial value problems for semilinear evolution equations in Banach spaces. The abstract iterative schemes are constructed by combining the theory of semigroups of linear operators and the method of mixed monotone iterations. Some existence results on minimal and maximal (quasi)solutions are established for abstract semilinear evolution equations with mixed monotone or mixed quasimonotone nonlinear terms. To illustrate the main results, applications to ordinary differential equations and partial differential equations are also given.     

基于二次效用函数的投资组合问题研究

设无风险利率、股票收益率和波动率都是一致有界随机过程,在股票价格服从跳跃一扩散过程时,同时考虑具有随机资金流的介入,研究了二次效用的动态投资组合选择优化问题,通过随机线性二次控制和倒向随机微分方程得到了最优投资组合策略的解析表达式.     

Deformation in locally convex topological linear spaces

We are concerned with a deformation theory in locally convex topological linear spaces. A special "nice" partition of unity is given. This enables us to construct certain vector fields which are locally Lipschitz continuous with respect to the locally convex topology. The existence, uniqueness and continuous dependence of flows associated to the vector fields are established. Deformations related to strongly indefinite functionals are then obtained. Finally, as applications, we prove some abstract critical point theorems.     

Linear Operators Generated by a Countable Number of Quasi-differential Expressions

The theory of linear ordinary quasi-differential operators has been considered in Lebesgue locally integrable spaces on a single interval of the real line. Such spaces are not Banach spaces but can be considered as complete, locally convex, linear topological spaces where the topology is derived from a countable family of semi-norms. The first conjugate space can also be defined as a complete, locally convex, linear topological space but now with the topology derived as a strict inductive limit. This article extends the previous single interval results to the case when a finite or countable number of intervals of the real line is considered. Conjugate and preconjugate linear quasi-differential operators are defined and relationships between these operators are developed.     

How to solve the polynomial ordinary differential equations

This paper discussed how to solve the polynomial ordinary differential equations. At first, we construct the theory of the linear equations about the unknown one variable functions with constant coefficients. Secondly, we use this theory to convert the polynomial ordinary differential equations into the simultaneous first order linear ordinary differential equations with constant coefficients and quadratic equations. Thirdly, we work out the general solution of the polynomial ordinary differential equations which is no longer concerned with the differential. Finally, we discuss the necessary and sufficient condition of the existence of the solution.     

Second Order Sufficiency Criteria for a Discrete Optimal Control Problem

In this work, we derive second order necessary and sufficient optimality conditions for a discrete optimal control problem with one variable endpoint and the other fixed, and with equality control constraints. In particular, the positivity of the second variation, which is a discrete quadratic functional with appropriate boundary conditions, is characterized in terms of the nonexistence of intervals conjugate to 0, the existence of a certain conjoined basis of the associated linear Hamiltonian difference system, or the existence of a symmetric solution to the implicit and explicit Riccati matrix equations. Some results require a certain minimal normality assumption, and are derived using the sensitivity analysis technique.     

Several applications of the theory of random conjugate spaces to measurability problems

The central purpose of this paper is to illustrate that combining the recently developed theory of random conjugate spaces and the deep theory of Banach spaces can, indeed, solve some difficult measurability problems which occur in the recent study of the Lebesgue (or more general, Orlicz)-Bochner function spaces as well as in a slightly different way in the study of the random functional analysis but for which the measurable selection theorems currently available are not applicable. It is important that this paper provides a new method of studying a large class of the measurability problems, namely first converting the measurability problems to the abstract existence problems in the random metric theory and then combining the random metric theory and the relative theory of classical spaces so that the measurability problems can be eventually solved. The new method is based on the deep development of the random metric theory as well as on the subtle combination of the random metric theory with classical space theory.     

Existence for an abstract control problem in banach spaces

This paper is concerned with existence in L¹ for a control problem with a lower semicontinuous cost functional associated with a general linear process of causal type in Banach space.

The state system considered includes several standard infinite dimensional systems such as: linear evolution equation, wave equation, linear functional differentional equation. In particular, linear distributed parameter systems are included. The existence results are consequences of an intricate analysis regarding the lower semicontinuity and compactness of level sets of Bolza functional in L¹ spaces. All these results are given under minimal requirements and using sharp functional methods. Specialized to finite dimensional problems the results given here extend some recent results of Ioffe and Rockafellar, but the proofs are quite different.     

Measure of noncompactness and semilinear nonlocal functional differential equations in Banach spaces

This paper is concerned with the measure of noncompactness in the spaces of continuous functions and semilinear functional differential equations with nonlocal conditions in Banach spaces.The relationship between the Hausdorff measure of noncompactness of intersections and the modulus of equicontinuity is studied for some subsets related to the semigroup of linear operators in Banach spaces.The existence of mild solutions is obtained for a class of nonlocal semilinear functional differential equations without the assumption of compactness or equicontinuity on the associated semigroups of linear operators.     

Compact adjoint operators and approximation properties

This paper is concerned with the space of all compact adjoint operators from dual spaces of Banach spaces into dual spaces of Banach spaces and approximation properties. For some topology on the space of all bounded linear operators from separable dual spaces of Banach spaces into dual spaces of Banach spaces, it is shown that if a bounded linear operator is approximated by a net of compact adjoint operators, then the operator can be approximated by a sequence of compact adjoint operators whose operator norms are less than or equal to the operator norm of the operator. Also we obtain applications of the theory and, in particular, apply the theory to approximation properties.     

On some analogs of Sturm's and Kneser's theorems for nonlinear systems

Analogs of certain conjugate point properties in the calculus of variations are developed for optimal control problems. The main result in this direction is concerned with the characterization of a parameterized family of extremals going through the first backward conjugate point, t_c. A corollary of this result is that for the linear quadratic problem (LQP) there exists at least a one-parameter family of extremals going though the conjugate point which gives the same cost as the candidate extremal, i.e., the extremal control is optimal but nonunique on [t_c, t_f]. An analysis of the effect on the conjugate point of employing penalty functions for terminal equality constraints in the LQP is presented, also. It is shown that the sequence of approximate conjugate points is always conservative, and it converges to the conjugate point of the constrained problem. Furthermore, it is proved that the addition of terminal constraints has the effect of causing the conjugate point to move backward (or remain the same).     

Characterization of the Darboux point for particular classes of problems

A minimal sufficient condition for global optimality involving the Darboux point, analogous to the minimal sufficient condition of local optimality involving the conjugate point, is presented. The Darboux point is then characterized for optimal control problems with linear dynamics, cost functionals with a general terminal state term and an integrand quadratic in the state and control, and general terminal conditions. The Darboux point is shown to be the supremum of a sequence of conjugate points. If the terminal state term is quadratic, along with a scalar quadratic boundary condition, then the Darboux point is also the time at which the Riccati matrix becomes unbounded, giving a characterization of the unboundedness of the Riccati matrix at points which are not in general conjugate points.This research was supported by the National Science Foundation under Grant No. GK-30115.This is Definition 2.1 of Ref. 1.     

Positive fixed points for a class of nonlinear operators and applications

In this paper, we study the existence and uniqueness of positive solutions for a class of nonlinear operator equations on ordered Banach spaces. Various applications are also considered to illustrate our obtained results (existence of solutions to quadratic integral equations with a linear modification of the argument, positive solution of second-order Neumann boundary value problem, and positive definite solutions of a class of nonlinear matrix equations).     

Existence of Global Solutions for a Class of Abstract Second-Order Nonlocal Cauchy Problem with Impulsive Conditions in Banach Spaces

In this paper, we are concerned with a class of abstract second-order nonlocal Cauchy problem with impulsive conditions in Banach spaces. First, we study the existence of mild solutions for a class of second-order nonlocal Cauchy problem with impulsive conditions in Banach spaces on an interval [0,a]. Later, we study a couple of cases where we can establish the existence of global solutions for a class of abstract second-order nonlocal Cauchy problem with impulsive conditions in Banach spaces. We apply our theory to study the existence of solutions for impulsive partial differential equations.     

关于随机共轭空间的各种定义及随机线性泛函各种有界性的某些评论

中心目的是详细廉政论在随机共轭空间理论形成过程中所经历的三个阶段的工作，尤其指出了这三个阶段工作之间的联系及本质差别；给出了强有界、拓扑有界及几乎处处有界随机线性泛函之间的关系；亦指出了在概率赋范空间上线性算子理论研究中目前存在的不足．