Federico Poloni

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Consider a finite set of identical computational entities that can move freely in the Euclidean plane operating in Look-Compute-Move cycles. Let p(t) denote the location of entity p at time t; entity p can see entity q at time t if at that time no other entity lies on the line segment p(t)q(t). We consider the basic problem called Mutual Visibility:(More)
We describe a procedure based on the Krawczyk method to compute a verified enclosure for the stabilizing solution of a continuous-time algebraic Riccati equation AX + XA + Q = XGX building on the work of Hashemi (2012) and adding several modifications to the Krawczyk procedure. We show that after these improvements the Krawczyk method reaches results(More)
We introduce a numerical method for the numerical solution of the Lur’e equations, a system of matrix equations that arises, for instance, in linear-quadratic infinite time horizon optimal control. We focus on small-scale, dense problems. Via a Cayley transformation, the problem is transformed to the discrete-time case, and the structural infinite(More)
The numerical computation of Lagrangian invariant subspaces of large scale Hamiltonian matrices is discussed in the context of the solution of Lyapunov and Riccati equations. A new version of the low-rank alternating direction implicit method is introduced, which in order to avoid numerical difficulties with solutions that are of very large norm, uses an(More)
We describe a procedure based on the Krawczyk method to compute a verified enclosure for the stabilizing solution of a continuoustime algebraic Riccati equation A∗X + XA + Q = XGX, building on the work of [B. Hashemi, SCAN 2012] and adding several modifications to the Krawczyk procedure. Moreover, we describe a new O(n) direct method for verification, based(More)
Markov-modulated fluid queues are popular stochastic processes frequently used for modelling real-life applications. An important performance measure to evaluate in these applications is their steady-state behaviour, which is determined by the stationary density. Computing it requires solving a (nonsymmetric) M-matrix algebraic Riccati equation, and indeed(More)
The delay Lyapunov equation is an important matrix boundary-value problem which arises as an analogue of the Lyapunov equation in the study of time-delay systems ẋ(t) = A0x(t) +A1x(t− τ) +B0u(t). We propose a new algorithm for the solution of the delay Lyapunov equation. Our method is based on the fact that the delay Lyapunov equation can be expressed as a(More)
Lagrangian subspaces are linear subspaces that appear naturally in control theory applications, and especially in the context of algebraic Riccati equations. We introduce a class of semidefinite Lagrangian subspaces and show that these subspaces can be represented by a subset I ⊆ {1, 2, . . . , n} and a Hermitian matrix X ∈ Cn×n with the property that the(More)