arXiv subjects

Guilherme Mazanti

Publications and source records attributed to Guilherme Mazanti.

43 records · Page 3Linked to original sources

arXiv2019

Sharp semi-concavity in a non-autonomous control problem and $L^p$ estimates in an optimal-exit MFG

This paper studies a mean field game inspired by crowd motion in which agents evolve in a compact domain and want to reach its boundary minimizing the sum of their travel time and a given boundary cost. Interactions between agents occur through their dynamic, which depends on the distribution of all agents. We start by considering the associated optimal control problem, showing that semi-concavity in space of the corresponding value function can be obtained by requiring as time regularity only a lower Lipschitz bound on the dynamics. We also prove differentiability of the value function along optimal trajectories under extra regularity assumptions. We then provide a Lagrangian formulation for our mean field game and use classical techniques to prove existence of equilibria, which are shown to satisfy a MFG system. Our main result, which relies on the semi-concavity of the value function, states that an absolutely continuous initial distribution of agents with an $L^p$ density gives rise to an absolutely continuous distribution of agents at all positive times with a uniform bound on its $L^p$ norm. This is also used to prove existence of equilibria under fewer regularity assumptions on the dynamics thanks to a limit argument.

math.OC↗

arXiv2019

Minimal-time mean field games

This paper considers a mean field game model inspired by crowd motion where agents want to leave a given bounded domain through a part of its boundary in minimal time. Each agent is free to move in any direction, but their maximal speed is bounded in terms of the average density of agents around their position in order to take into account congestion phenomena. After a preliminary study of the corresponding minimal-time optimal control problem, we formulate the mean field game in a Lagrangian setting and prove existence of Lagrangian equilibria using a fixed point strategy. We provide a further study of equilibria under the assumption that agents may leave the domain through the whole boundary, in which case equilibria are described through a system of a continuity equation on the distribution of agents coupled with a Hamilton--Jacobi equation on the value function of the optimal control problem solved by each agent. This is possible thanks to the semiconcavity of the value function, which follows from some further regularity properties of optimal trajectories obtained through Pontryagin Maximum Principle. Simulations illustrate the behavior of equilibria in some particular situations.

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arXiv2018

Approximate and exact controllability of linear difference equations

In this paper, we study approximate and exact controllability of the linear difference equation $x(t) = \sum\_{j=1}^N A\_j x(t - Λ\_j) + B u(t)$ in $L^2$, with $x(t) \in \mathbb C^d$ and $u(t) \in \mathbb C^m$, using as a basic tool a representation formula for its solution in terms of the initial condition, the control $u$, and some suitable matrix coefficients. When $Λ\_1, \dotsc, Λ\_N$ are commensurable, approximate and exact controllability are equivalent and can be characterized by a Kalman criterion. This paper focuses on providing characterizations of approximate and exact controllability without the commensurability assumption. In the case of two-dimensional systems with two delays, we obtain an explicit characterization of approximate and exact controllability in terms of the parameters of the problem. In the general setting, we prove that approximate controllability from zero to constant states is equivalent to approximate controllability in $L^2$. The corresponding result for exact controllability is true at least for two-dimensional systems with two delays.

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arXiv2018

Decay rates for stabilization of linear continuous-time systems with random switching

For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative Ergodic Theorem applied to an associated system in discrete time. This result is related to the stabilizability problem for linear persistently excited systems.

math.DS↗

arXiv2017

Relative controllability of linear difference equations

In this paper, we study the relative controllability of linear difference equations with multiple delays in the state by using a suitable formula for the solutions of such systems in terms of their initial conditions, their control inputs, and some matrix-valued coefficients obtained recursively from the matrices defining the system. Thanks to such formula, we characterize relative controllability in time $T$ in terms of an algebraic property of the matrix-valued coefficients, which reduces to the usual Kalman controllability criterion in the case of a single delay. Relative controllability is studied for solutions in the set of all functions and in the function spaces $L^p$ and $\mathcal C^k$. We also compare the relative controllability of the system for different delays in terms of their rational dependence structure, proving that relative controllability for some delays implies relative controllability for all delays that are "less rationally dependent" than the original ones, in a sense that we make precise. Finally, we provide an upper bound on the minimal controllability time for a system depending only on its dimension and on its largest delay.

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arXiv2016

Stability of non-autonomous difference equations with applications to transport and wave propagation on networks

In this paper, we address the stability of transport systems and wave propagation on networks with time-varying parameters. We do so by reformulating these systems as non-autonomous difference equations and by providing a suitable representation of their solutions in terms of their initial conditions and some time-dependent matrix coefficients. This enables us to characterize the asymptotic behavior of solutions in terms of such coefficients. In the case of difference equations with arbitrary switching, we obtain a delay-independent generalization of the well-known criterion for autonomous systems due to Hale and Silkowski. As a consequence, we show that exponential stability of transport systems and wave propagation on networks is robust with respect to variations of the lengths of the edges of the network preserving their rational dependence structure. This leads to our main result: the wave equation on a network with arbitrarily switching damping at external vertices is exponentially stable if and only if the network is a tree and the damping is bounded away from zero at all external vertices but at most one.

math.AP↗

arXiv2015

Persistently damped transport on a network of circles

In this paper we address the exponential stability of a system of transport equations with intermittent damping on a network of $N \geq 2$ circles intersecting at a single point $O$. The $N$ equations are coupled through a linear mixing of their values at $O$, described by a matrix $M$. The activity of the intermittent damping is determined by persistently exciting signals, all belonging to a fixed class. The main result is that, under suitable hypotheses on $M$ and on the rationality of the ratios between the lengths of the circles, such a system is exponentially stable, uniformly with respect to the persistently exciting signals. The proof relies on an explicit formula for the solutions of this system, which allows one to track down the effects of the intermittent damping.

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