No relaxation gap for peak estimation of time-delay systems

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Let TT and τ\tau satisfy T>τ>0T > \tau > 0, and let f(t,x0,X)f(t,x_0,X) denote the image of XX under x1↦f(t,x0,x1)x_1 \mapsto f(t,x_0,x_1) for fixed (t,x0)(t,x_0). Assume that A1–A5 hold and that

f(t,x0,X) is convex for all fixed t∈[0,T], x0∈X.f(t,x_0,X)\text{ is convex for all fixed }t\in[0,T],\ x_0\in X.

No-relaxation-gap conjecture. There is no relaxation gap between the trajectory formulation

andthemeasureformulationand the measure formulation

, so that p∗=P∗p^*=P^*.

This conjecture concerns whether the occupation-measure relaxation exactly captures the peak-estimation problem for time-delay systems under the stated convexity condition. The source motivates it by results on relaxation for differential equations, but provides no resolution.

References

Primary source

Jared Miller, Milan Korda, Victor Magron and Mario Sznaier, “Peak Estimation of Time Delay Systems using Occupation Measures”, arXiv:2303.12863 (2023).

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