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Input-to-State Stability for Bilinear Feedback Systems 双线性反馈系统的输入到状态稳定性
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2024-05-09 DOI: 10.1137/23m155788x
René Hosfeld, Birgit Jacob, Felix L. Schwenninger, Marius Tucsnak
SIAM Journal on Control and Optimization, Volume 62, Issue 3, Page 1369-1389, June 2024.
Abstract. Input-to-state stability estimates with respect to small initial conditions and input functions for infinite-dimensional systems with bilinear feedback are shown. We apply the obtained results to controlled versions of a viscous Burger equation with Dirichlet boundary conditions, a Schrödinger equation, a Navier–Stokes system, and a semilinear wave equation.
SIAM 控制与优化期刊》第 62 卷第 3 期第 1369-1389 页,2024 年 6 月。 摘要。给出了具有双线性反馈的无穷维系统的小初始条件和输入函数的输入到状态稳定性估计。我们将得到的结果应用于具有 Dirichlet 边界条件的粘性 Burger 方程、薛定谔方程、Navier-Stokes 系统和半线性波方程的受控版本。
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引用次数: 0
Switching Controls for Conservative Bilinear Quantum Systems with Discrete Spectrum 具有离散频谱的保守双线性量子系统的开关控制
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2024-05-07 DOI: 10.1137/23m1588494
Nabile Boussaïd, Marco Caponigro, Thomas Chambrion
SIAM Journal on Control and Optimization, Ahead of Print.
Abstract. We analyze attainable sets of single-input bilinear conservative systems with piecewise constant controls. Under the assumption that the ambient space admits a Hilbert basis made of eigenvectors of the drift operator, we show that the closure of the attainable set does not depend on the set of admissible controls, provided the controls can take at least two or three values.
SIAM 控制与优化期刊》,提前印刷。摘要我们分析了具有片断常数控制的单输入双线性保守系统的可实现集。在假设环境空间允许一个由漂移算子特征向量构成的希尔伯特基的情况下,我们证明了可实现集的闭合与可接受控制集无关,前提是控制至少可以取两个或三个值。
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引用次数: 0
Gauss–Newton Oriented Greedy Algorithms for the Reconstruction of Operators in Nonlinear Dynamics 非线性动力学中算子重构的高斯-牛顿定向贪婪算法
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2024-05-03 DOI: 10.1137/23m1552929
Simon Buchwald, Gabriele Ciaramella, Julien Salomon
SIAM Journal on Control and Optimization, Volume 62, Issue 3, Page 1343-1368, June 2024.
Abstract. This paper is devoted to the development and convergence analysis of greedy reconstruction algorithms based on the strategy presented in [Y. Maday and J. Salomon, Joint Proceedings of the 48th IEEE Conference on Decision and Control and the 28th Chinese Control Conference, 2009, pp. 375–379]. These procedures allow the design of a sequence of control functions that ease the identification of unknown operators in nonlinear dynamical systems. The original strategy of greedy reconstruction algorithms is based on an offline/online decomposition of the reconstruction process and an ansatz for the unknown operator obtained by an a priori chosen set of linearly independent matrices. In the previous work [S. Buchwald, G. Ciaramella, and J. Salomon, SIAM J. Control Optim., 59 (2021), pp. 4511–4537], convergence results were obtained in the case of linear identification problems. We tackle here the more general case of nonlinear systems. More precisely, we introduce a new greedy algorithm based on the linearized system. We show that the controls obtained with this new algorithm lead to the local convergence of the classical Gauss–Newton method applied to the online nonlinear identification problem. We then extend this result to the controls obtained on nonlinear systems where a local convergence result is also proved. The main convergence results are obtained for dynamical systems with linear and bilinear control structures.
SIAM 控制与优化期刊》第 62 卷第 3 期第 1343-1368 页,2024 年 6 月。 摘要本文致力于基于[Y. Maday and J. Salomon, Joint Proceedings of 48th IASCAB, 2008]中提出的策略开发贪婪重构算法并分析其收敛性。Maday and J. Salomon, Joint Proceedings of the 48th IEEE Conference on Decision and Control and the 28th Chinese Control Conference, 2009, pp.]这些程序允许设计一系列控制函数,从而简化非线性动力系统中未知算子的识别。贪婪重构算法的原始策略基于重构过程的离线/在线分解,以及通过先验选择的线性独立矩阵集获得的未知算子的解析。在之前的工作中 [S. Buchwald, G. C.Buchwald, G. Ciaramella, and J. Salomon, SIAM J. Control Optim., 59 (2021), pp.在此,我们将处理非线性系统的更一般情况。更确切地说,我们引入了一种基于线性化系统的新贪婪算法。我们证明,用这种新算法获得的控制结果,会导致应用于在线非线性识别问题的经典高斯-牛顿方法的局部收敛。然后,我们将这一结果扩展到对非线性系统的控制,也证明了局部收敛结果。主要收敛结果是针对具有线性和双线性控制结构的动力系统得出的。
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引用次数: 0
Adaptive Stabilization of Noncooperative Stochastic Differential Games 非合作随机微分博弈的自适应稳定化
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2024-05-02 DOI: 10.1137/22m1530549
Nian Liu, Lei Guo
SIAM Journal on Control and Optimization, Volume 62, Issue 3, Page 1317-1342, June 2024.
Abstract. In this paper, we consider the adaptive stabilization problem for a basic class of linear-quadratic noncooperative stochastic differential games when the systems matrices are unknown to the regulator and the players. This is a typical problem of game-based control systems (GBCS) introduced and studied recently, which have a hierarchical decision-making structure: there is a controller at the upper level acting as a global regulator which makes its decision first, and the players at the lower level are assumed to play a typical zero-sum differential games. The main purpose of the paper is to study how the adaptive regulator can be designed to make the GBCS globally stable and at the same time to ensure a Nash equilibrium reached by the players, where the adaptive strategies of the players are assumed to be constructed based on the standard least squares estimators. The design of the global regulator is an integration of the weighted least squares parameter estimator, random regularization and diminishing excitation methods. Under the assumption that the system matrix pair [math] is controllable and there exists a stabilizing solution for the corresponding algebraic Riccati equation, it is shown that the closed-loop adaptive GBCS will be globally stable, and at the same time reach a Nash equilibrium by the players.
SIAM 控制与优化期刊》第 62 卷第 3 期第 1317-1342 页,2024 年 6 月。摘要本文考虑了一类基本的线性二次非合作随机微分博弈的自适应稳定问题,当系统矩阵对调节者和博弈者来说都是未知的。这是最近引入和研究的基于博弈的控制系统(GBCS)的一个典型问题,它具有分层决策结构:上层有一个控制器作为全局调节器,它首先做出决策,下层的博弈者被假定为玩典型的零和微分博弈。本文的主要目的是研究如何设计自适应调节器,使 GBCS 全局稳定,同时确保博弈者达到纳什均衡,其中博弈者的自适应策略假定是基于标准最小二乘估计器构建的。全局调节器的设计是加权最小二乘参数估计器、随机正则化和递减激励方法的集成。在系统矩阵对[math]可控且相应代数里卡提方程存在稳定解的假设下,研究表明闭环自适应 GBCS 将是全局稳定的,同时博弈者将达到纳什均衡。
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引用次数: 0
Optimal Control of Bistable Traveling Waves: Looking for the Best Spatial Distribution of a Killing Action to Block a Pest Invasion 双稳态行波的优化控制:寻找阻止害虫入侵的杀戮行动的最佳空间分布
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2024-04-22 DOI: 10.1137/22m1528410
Luis Almeida, Alexis Léculier, Grégoire Nadin, Yannick Privat
SIAM Journal on Control and Optimization, Volume 62, Issue 2, Page 1291-1315, April 2024.
Abstract. Some pests and vectors of many vector-borne diseases (like mosquitoes for malaria and dengue) are known to invade any homogeneous and favorable territory, following a traveling wave type dynamic. The density of individuals in the field is commonly modeled as the solution of a bistable reaction-diffusion equation on an unbounded domain. In this work, we are interested in finding an optimal strategy to block such a solution by means of a population elimination action in a prescribed subdomain (modeling, for instance, the effect of a mechanical action or an insecticide applied in a certain region to reduce the number of individuals in the population). We propose a complete description of the solutions of this problem, based on the precise analysis of the optimality conditions and on arguments for comparison between the possible strategies.
SIAM 控制与优化期刊》第 62 卷第 2 期第 1291-1315 页,2024 年 4 月。 摘要众所周知,一些害虫和许多病媒传播疾病的病媒(如疟疾和登革热的蚊子)会按照行波类型的动态入侵任何均质和有利的区域。该领域中的个体密度通常被模拟为无界域上双稳态反应-扩散方程的解。在这项工作中,我们感兴趣的是找到一种最佳策略,通过在规定的子域中采取种群消除行动(例如,模拟在特定区域施加机械行动或杀虫剂以减少种群个体数量的效果)来阻止这种解。我们基于对最优条件的精确分析,以及对各种可能策略进行比较的论证,对这一问题的解决方案提出了完整的描述。
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引用次数: 0
Local Time Pushed Mixed Equilibrium Strategies for Time-Inconsistent Stopping Problems 时间不一致停止问题的局部时间推动混合均衡策略
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2024-04-09 DOI: 10.1137/22m1506651
Andi Bodnariu, Sören Christensen, Kristoffer Lindensjö
SIAM Journal on Control and Optimization, Volume 62, Issue 2, Page 1261-1290, April 2024.
Abstract. We consider the game-theoretic approach to time-inconsistent stopping of a one-dimensional diffusion where the time-inconsistency is due to the presence of a nonexponential (weighted) discount function. In particular, we study (weak) equilibria for this problem in a novel class of mixed (i.e., randomized) stopping times based on a local time construction of the stopping intensity. For a general formulation of the problem we provide a verification theorem giving sufficient conditions for mixed (and pure) equilibria in terms of a set of variational inequalities, including a smooth fit condition. We apply the theory to prove the existence of (mixed) equilibria in a recently studied real options problem in which no pure equilibria exist.
SIAM 控制与优化期刊》第 62 卷第 2 期第 1261-1290 页,2024 年 4 月。 摘要。我们考虑用博弈论方法来解决一维扩散的时间不一致停止问题,其中时间不一致是由于非指数(加权)贴现函数的存在。特别是,我们基于停止强度的局部时间构造,研究了该问题在一类新型混合(即随机)停止时间中的(弱)均衡。对于问题的一般表述,我们用一组变分不等式(包括平稳拟合条件)给出了一个验证定理,给出了混合(和纯)均衡的充分条件。我们运用该理论证明了最近研究的一个不存在纯均衡的实物期权问题中(混合)均衡的存在。
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引用次数: 0
A Phase Theory of Multi-Input Multi-Output Linear Time-Invariant Systems 多输入多输出线性时不变系统的相位理论
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2024-04-08 DOI: 10.1137/22m148968x
Wei Chen, Dan Wang, Sei Zhen Khong, Li Qiu
SIAM Journal on Control and Optimization, Volume 62, Issue 2, Page 1235-1260, April 2024.
Abstract. In this paper, we define the phase response for a class of multi-input multi-output (MIMO) linear time-invariant (LTI) systems whose frequency responses are (semi-)sectorial at all frequencies. The newly defined phase subsumes the well-known notion of positive real systems and is closely related to the notion of negative imaginary systems. We formulate a small phase theorem for feedback stability, which complements the small gain theorem. The small phase theorem lays the foundation of a phase theory of MIMO systems. We also discuss time-domain interpretations of phase-bounded systems via both energy signal analysis and power signal analysis.
SIAM 控制与优化期刊》第 62 卷第 2 期第 1235-1260 页,2024 年 4 月。 摘要本文定义了一类多输入多输出(MIMO)线性时不变(LTI)系统的相位响应,该系统的频率响应在所有频率上均为(半)扇形。新定义的相位包含众所周知的正实系统概念,并与负虚系统概念密切相关。我们提出了反馈稳定性的小相位定理,它是对小增益定理的补充。小相位定理为多输入多输出系统的相位理论奠定了基础。我们还通过能量信号分析和功率信号分析讨论了相位约束系统的时域解释。
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引用次数: 0
Dynamic Programming in Probability Spaces via Optimal Transport 通过最优传输进行概率空间动态编程
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2024-04-03 DOI: 10.1137/23m1560902
Antonio Terpin, Nicolas Lanzetti, Florian Dörfler
SIAM Journal on Control and Optimization, Volume 62, Issue 2, Page 1183-1206, April 2024.
Abstract. We study discrete-time finite-horizon optimal control problems in probability spaces, whereby the state of the system is a probability measure. We show that, in many instances, the solution of dynamic programming in probability spaces results from two ingredients: (i) the solution of dynamic programming in the “ground space” (i.e., the space on which the probability measures live) and (ii) the solution of an optimal transport problem. From a multi-agent control perspective, a separation principle holds: “low-level control of the agents of the fleet” (how does one reach the destination?) and “fleet-level control” (who goes where?) are decoupled.
SIAM 控制与优化期刊》第 62 卷第 2 期第 1183-1206 页,2024 年 4 月。 摘要。我们研究概率空间中的离散时间有限视距最优控制问题,其中系统的状态是一个概率度量。我们证明,在许多情况下,概率空间中动态程序设计的解来自两个方面:(i) "地面空间"(即概率度量所在的空间)中动态编程的求解;(ii) 最佳传输问题的求解。从多代理控制的角度来看,分离原则是成立的:"车队代理的低级控制"(如何到达目的地?)和 "车队级控制"(谁去哪里?
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引用次数: 0
A Reversible Investment Problem with Capacity and Demand in Finite Horizon: Free Boundary Analysis 有限地平线上有能力和需求的可逆投资问题:自由边界分析
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2024-04-03 DOI: 10.1137/22m1469547
Xiaoru Han, Fahuai Yi, Jianbo Zhang
SIAM Journal on Control and Optimization, Volume 62, Issue 2, Page 1207-1234, April 2024.
Abstract. This paper investigates a reversible investment problem with finite horizon, in which a social planner aims to determine the project’s capacity level to minimize the expected total costs. These costs depend on the demand for the good, the supply in terms of production capacity, and the proportional costs. The issue of irreversible investment has been examined by Han and Yi [Commun. Nonlinear Sci. Numer. Simul., 109 (2022), 106302]. Mathematically, the reversible investment problem can be formulated as a singular stochastic control problem. The value function satisfies a two-dimensional parabolic variational inequality subject to gradient constraint, which leads to two time-dependent free boundaries representing optimal investment and disinvestment strategies. We employ a partial differential equation approach to characterize the continuity, monotonicity, and horizontal asymptotes of free boundaries, as well as establish the [math] regularity of the value function. To the best of our knowledge, the approach to analyze the behavior of free boundaries is novel in the literature.
SIAM 控制与优化期刊》,第 62 卷,第 2 期,第 1207-1234 页,2024 年 4 月。 摘要本文研究了一个有限时间跨度的可逆投资问题,其中社会规划者的目标是确定项目的产能水平,使预期总成本最小化。这些成本取决于对商品的需求、生产能力方面的供给以及比例成本。Han 和 Yi 研究了不可逆投资问题[Commun. Nonlinear Sci. Numer. Simul.从数学上讲,可逆投资问题可以表述为奇异随机控制问题。价值函数满足二维抛物线变分不等式,并受到梯度约束,这导致了两个与时间相关的自由边界,分别代表最优投资和取消投资策略。我们采用偏微分方程的方法来描述自由边界的连续性、单调性和水平渐近线,并建立价值函数的[数学]正则性。据我们所知,分析自由边界行为的方法在文献中尚属首次。
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引用次数: 0
Exponential Stability for a Class of Discrete-Time Switched Systems and Its Applications to Multiagent Systems 一类离散时间切换系统的指数稳定性及其在多代理系统中的应用
IF 2.2 2区 数学 Q1 Mathematics Pub Date : 2024-04-01 DOI: 10.1137/23m1546762
Tao Liu, Jie Huang
SIAM Journal on Control and Optimization, Volume 62, Issue 2, Page 1165-1182, April 2024.
Abstract. This paper studies the exponential stabilization problem for a class of discrete-time linear switched systems arising from establishing the output-based distributed observer and the output-based adaptive distributed observer for discrete-time linear leader systems over jointly connected switching networks. The existing results on distributed observers and adaptive distributed observers are state-based in the sense that they need to make use of the full state of the leader system, which is quite restrictive since, in many applications, only the output of the leader system is available. As an application, the output-based distributed observer is used to solve a leader-following consensus problem for discrete-time linear multiagent systems by distributed output feedback control.
SIAM 控制与优化期刊》第 62 卷第 2 期第 1165-1182 页,2024 年 4 月。 摘要本文研究了一类离散时间线性交换系统的指数稳定问题,该问题产生于为联合连接交换网络上的离散时间线性领导系统建立基于输出的分布式观测器和基于输出的自适应分布式观测器。关于分布式观测器和自适应分布式观测器的现有结果都是基于状态的,即它们需要利用领导者系统的全部状态,而这是相当有限制性的,因为在许多应用中,只有领导者系统的输出是可用的。作为一种应用,基于输出的分布式观测器被用于通过分布式输出反馈控制来解决离散时间线性多代理系统的领导者-跟随者共识问题。
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引用次数: 0
期刊
SIAM Journal on Control and Optimization
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