Full Information H2 Control of Borel-Measurable Markov Jump Systems with Multiplicative Noises

This paper addresses an H2 optimal control problem for a class of discrete-time stochastic systems with Markov jump parameter and multiplicative noises. The involved Markov jump parameter is a uniform ergodic Markov chain taking values in a Borel-measurable set. In the presence of exogenous white noise disturbance, Gramian characterization is derived for the H2 norm, which quantifies the stationary variance of output response for the considered systems. Moreover, under the condition that full information of the system state is accessible to measurement, an H2 dynamic optimal control problem is shown to be solved by a zero-order stabilizing feedback controller, which can be represented in terms of the stabilizing solution to a set of coupled stochastic algebraic Riccati equations. Finally, an iterative algorithm is provided to get the approximate solution of the obtained Riccati equations, and a numerical example illustrates the effectiveness of the proposed algorithm.

On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs

We consider the linear programming approach for constrained and unconstrained Markov decision processes (MDPs) under the long-run average-cost criterion, where the class of MDPs in our study have Borel state spaces and discrete countable action spaces. Under a strict unboundedness condition on the one-stage costs and a recently introduced majorization condition on the state transition stochastic kernel, we study infinite-dimensional linear programs for the average-cost MDPs and prove the absence of a duality gap and other optimality results. Our results do not require a lower-semicontinuous MDP model. Thus, they can be applied to countable action space MDPs where the dynamics and one-stage costs are discontinuous in the state variable. Our proofs make use of the continuity property of Borel measurable functions asserted by Lusin’s theorem.

Regularization methods for ill-posed problems of general physics

On the example of a specific physical problem of noise reduction associated with losses, dark counts, and background radiation, a summary of methods for regularizing ill-posed problems is given in the statistics of photocounts of quantum light. The mathematical formulation of the problem is presented by an operator equation of the first kind. The operator is generated by a matrix with countable elements. In the sense of Hadamard, the problem of reconstructing the number of photons of quantum light is due to the compactness of the operator of the mathematical model. A rigorous definition of a regularizing operator (regularizer) is given. The problem of stable approximation to the exact solution of the operator equation with inaccurately given initial data can be overcome by one of the most well-known regularization methods, the theoretical foundations of which were laid in the works of A.N. Tikhonov. The selection of an important class of regularizing algorithms is based on the construction of a parametric family of functions that are Borel measurable on the semiaxis and satisfy some additional conditions. The set of regularizers in this family includes most of the known regularization methods. The main ones are given in the work.

Legitimate equilibrium

We present a general existence result for a type of equilibrium in normal-form games, which extends the concept of Nash equilibrium. We consider nonzero-sum normal-form games with an arbitrary number of players and arbitrary action spaces. We impose merely one condition: the payoff function of each player is bounded. We allow players to use finitely additive probability measures as mixed strategies. Since we do not assume any measurability conditions, for a given strategy profile the expected payoff is generally not uniquely defined, and integration theory only provides an upper bound, the upper integral, and a lower bound, the lower integral. A strategy profile is called a legitimate equilibrium if each player evaluates this profile by the upper integral, and each player evaluates all his possible deviations by the lower integral. We show that a legitimate equilibrium always exists. Our equilibrium concept and existence result are motivated by Vasquez (2017), who defines a conceptually related equilibrium notion, and shows its existence under the conditions of finitely many players, separable metric action spaces and bounded Borel measurable payoff functions. Our proof borrows several ideas from (Vasquez (2017)), but is more direct as it does not make use of countably additive representations of finitely additive measures by (Yosida and Hewitt (1952)).

Restriction of Laplace–Beltrami Eigenfunctions to Arbitrary Sets on Manifolds

Given a compact Riemannian manifold $(M, g)$ without boundary, we estimate the Lebesgue norm of Laplace–Beltrami eigenfunctions when restricted to a wide variety of subsets $\Gamma $ of $M$. The sets $\Gamma $ that we consider are Borel measurable, Lebesguenull but otherwise arbitrary with positive Hausdorff dimension. Our estimates are based on Frostman-type ball growth conditions for measures supported on $\Gamma $. For large Lebesgue exponents $p$, these estimates provide a natural generalization of $L^p$ bounds for eigenfunctions restricted to submanifolds, previously obtained in [ 8, 18, 19, 32]. Under an additional measure-theoretic assumption on $\Gamma $, the estimates are shown to be sharp in this range. As evidence of the genericity of the sharp estimates, we provide a large family of random, Cantor-type sets that are not submanifolds, where the above-mentioned sharp bounds hold almost surely.

On a Lindenbaum Composition Theorem

We discuss several questions about Borel measurable functions on a topological space. We show that two Lindenbaum composition theorems [Lindenbaum, A. Sur les superpositions des fonctions représentables analytiquement, Fund. Math. 23 (1934), 15–37] proved for the real line hold in perfectly normal topological space as well. As an application, we extend a characterization of a certain class of topological spaces with hereditary Jayne-Rogers property for perfectly normal topological space. Finally, we pose an interesting question about lower and upper Δ02-measurable functions.

On the geometry and regularity of invariant sets of piecewise-affine automorphisms on the Euclidean space

In this paper, we derive geometric and analytic properties of invariant sets, including orbit closures, of a large class of piecewise-affine maps $T$ on $\mathbb{R}^{d}$. We assume that (i) $T$ consists of finitely many affine maps defined on a Borel measurable partition of $\mathbb{R}^{d}$, (ii) there is a lattice $\mathscr{L}\subset \mathbb{R}^{d}$ that contains all of the mutual differences of the translation vectors of these affine maps, and (iii) all of the affine maps have the same linear part that is an automorphism of $\mathscr{L}$. We prove that finite-volume invariant sets of such piecewise-affine maps always consist of translational tiles relative to this lattice, up to some multiplicity. When the partition is Jordan measurable, we show that closures of bounded orbits of $T$ are invariant and yield Jordan measurable tiles, again up to some multiplicity. In the latter case, we show that compact $T$-invariant sets also consist of Jordan measurable tiles. We then utilize these results to quantify the rate of convergence of ergodic averages for $T$ in the case of bounded single tiles.