Results 131 to 140 of about 12,596 (166)

Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs

SIAM Journal on Control and Optimization, 1998
The authors consider an optimal control problem of a stochastic linear quadratic regulator with general control weights. The problem reduces to the solution of a stochastic Riccati equation, which is a backward stochastic differential equation. Sufficient conditions are given, under which the Riccati equation has a unique solution.
Chen, Shuping, Li, Xunjing, Zhou, Xun Yu
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Inverse Problems for Differential Operators with Indefinite Discontinuous Weights

Results in Mathematics, 2020
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Sturm-Liouville operators with an indefinite weight function

Proceedings of the Royal Society of Edinburgh: Section A Mathematics, 1977
SynopsisSpectral properties of the singular Sturm-Liouville equation –(p−1y′)′ + qy = λry with an indefinite weight function r are studied in . The main tool is the theory of definitisable operators in spaces with an indefinite scalar product.
Daho, K., Langer, H.
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Resonant nonlinear Neumann problems with indefinite weight

ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE, 2012
We consider nonlinear Neumann problems driven by the p-Laplacian plus an indefinite potential. First we develop the spectral properties of such differential operators. Subsequently, using these spectral properties and variational methods based on critical point theory, truncation techniques and Morse theory, we prove existence and multiplicity theorems ...
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Second cumulant statistical control with indefinite control weight

2008 47th IEEE Conference on Decision and Control, 2008
In linear-quadratic-Gaussian control, the positive definiteness of the control weighting matrix in the cost function has been assumed, however, it has been shown that solutions do exist for indefinite control weight matrices for the linear-quadratic-Gaussian case.
Chang-Hee Won, Ronald W. Diersing, null Hyo-Sung Ahn   +2 more
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Sturm–Liouville problems with indefinite weights and Everitt's inequality

Proceedings of the Royal Society of Edinburgh: Section A Mathematics, 1996
It is shown that spectral properties of Sturm–Liouville eigenvalue problems with indefinite weights are related to integral inequalities studied by Everitt. A result of Beals on indefinite problems leads to a sufficient condition for the validity of such an inequality.
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Weighted Matchings for Preconditioning Symmetric Indefinite Linear Systems

SIAM Journal on Scientific Computing, 2006
Maximum weight matchings have become an important tool for solving highly indefinite unsymmetric linear systems, especially in direct solvers. In this study we investigate the benefit of reorderings and scalings based on symmetrized maximum weight matchings as a preprocessing step for incomplete $\mathrm{LDL^T}$ factorizations.
Michael Hagemann, Olaf Schenk
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A weighting method for 0–1 indefinite quadratic bilevel programming

Operational Research, 2010
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Arora, S. R., Arora, Ritu
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Periodic-parabolic eigenvalue problems with indefinite weight functions

Archiv der Mathematik, 1997
The author proves an existence and uniqueness result for the positive principal eigenvalue of a periodic-parabolic equation with \(L_\infty\) coefficients and indefinite weight. He also establishes a result on the stability of the principal positive eigenvalue with respect to the perturbations.
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Generalized principal eigenvalues for indefinite-weight elliptic problems

Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 1998
Summary: We prove a necessary and a sufficient condition for the existence of a positive solution of the equation \((P-\mu W)u=0\) in \(\Omega\), where \(P\) is a critical, second-order, linear elliptic operator which is defined on a subdomain \(\Omega\) of a noncompact Riemannian manifold \(X\). It is assumed that \(W\in C^\alpha(\Omega)\) is a ``weak'
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