These Infinite

This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. For these problems the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts, referred to here as overtaking optimality, weakly overtaking optimality, agreeable plans, etc. , have been proposed. The motivation for studying these problems arises primarily from the economic and biological sciences where models of this type arise naturally. Indeed, any bound placed on the time hori­ zon is artificial when one considers the evolution of the state of an economy or species. The responsibility for the introduction of this interesting class of problems rests with the economists who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey [152] who, in his seminal work on the theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a Lagrange problem with unbounded time interval. The advent of modern control theory, particularly the formulation of the famous Maximum Principle of Pontryagin, has had a considerable impact on the treat­ ment of these models as well as optimization theory in general.

The purpose of this volume is to give a detailed account of a series of re­ sults concerning some ergodic questions of quantum mechanics which have the past six years following the formulation of a generalized been addressed in Kolmogorov-Sinai entropy by A.Connes, H.Narnhofer and W.Thirring. Classical ergodicity and mixing are fully developed topics of mathematical physics dealing with the lowest levels in a hierarchy of increasingly random behaviours with the so-called Bernoulli systems at its apex showing a structure that characterizes them as Kolmogorov (K-) systems. It seems not only reasonable, but also inevitable to use classical ergodic theory as a guide in the study of ergodic behaviours of quantum systems. The question is which kind of random behaviours quantum systems can exhibit and whether there is any way of classifying them. Asymptotic statistical independence and, correspondingly, complete lack of control over the distant future are typical features of classical K-systems. These properties are fully characterized by the dynamical entropy of Kolmogorov and Sinai, so that the introduction of a similar concept for quantum systems has provided the opportunity of raising meaningful questions and of proposing some non-trivial answers to them. Since in the following we shall be mainly concerned with infinite quantum systems, the algebraic approach to quantum theory will provide us with the necessary analytical tools which can be used in the commutative context, too.

During the last fifty years, Gopinath Kallianpur has made extensive and significant contributions to diverse areas of probability and statistics, including stochastic finance, Fisher consistent estimation, non-linear prediction and filtering problems, zero-one laws for Gaussian processes and reproducing kernel Hilbert space theory, and stochastic differential equations in infinite dimensions.

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