Related papers: A unified controllability/observability theory for…
In this paper, a pointwise weighted identity for some stochastic partial differential operators (with complex principal parts) is established. This identity presents a unified approach in studying the controllability, observability and…
This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…
This paper is addressed to a study of the null controllability for the semilinear parabolic equation with a complex principal part. For this purpose, we establish a key weighted identity for partial differential operators…
This paper deals with the controllability for a class of non-autonomous neutral differential equations of fractional order with infinite delay in an abstract space. The semi-group theory of bounded linear operators, fractional calculus, and…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…
We establish the null controllability for linear stochastic fourth order parabolic equations. Utilizing the duality argument, the null controllability is reduced to the observability for backward fourth order stochastic parabolic equations,…
In this paper, we establish a boundary observability estimate for stochastic Schr\"{o}dinger equations by means of the global Carleman estimate. Our Carleman estimate is based on a new fundamental identity for a stochastic…
This paper develops a variational inference framework for control of infinite dimensional stochastic systems. We employ a measure theoretic approach which relies on the generalization of Girsanov's theorem, as well as the relation between…
This paper is devoted to studying null controllability for a class of stochastic fourth order semi-discrete parabolic equations, where the spatial variable is discretized with finite difference scheme and the time is kept as a continuous…
It is well-known that the controllability of finite-dimensional nonlinear systems can be established by showing the controllability of the linearized system. However, this classical result does not generalize to infinite-dimensional…
This paper aims to establish null controllability for systems coupled by two backward fourth order stochastic parabolic equations. The main goal is to control both equations with only one control act on the drift term. To achieve this, we…
This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a…
In this paper, we study some controllability and observability problems for stochastic systems coupling fourth- and second-order parabolic equations. The main goal is to control both equations with only one controller localized on the drift…
This paper is addressed to studying the exact controllability for stochastic transport equations by two controls: one is a boundary control imposed on the drift term and the other is an internal control imposed on the diffusion term. By…
Based on a fundamental identity for stochastic hyperbolic-like operators, we derive in this paper a global Carleman estimate (with singular weight function) for stochastic wave equations. This leads to an observability estimate for…
This paper investigates the $H_{2}/H_{\infty}$ control problem for linear stochastic differential systems under partial observation. Unlike existing studies that assume full state accessibility, we consider the scenario where the controller…
In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…
The main purpose of this paper is to present a general method for the controllability of the stability of a system of fractional-order differential equations around its equilibrium states. This method is applied to analyze and control the…
This paper is addressed to studying the exact controllability for stochastic Schr\"{o}dinger equations by two controls. One is a boundary control in the drift term and the other is an internal control in the diffusion term. By means of the…