Related papers: A unified controllability/observability theory for…
We propose and analyze a new discretization technique for a linear-quadratic optimal control problem involving the fractional powers of a symmetric and uniformly elliptic second oder operator; control constraints are considered. Since these…
In this paper, we present a new Carleman estimate for the adjoint equations associated to a class of super strong degenerate parabolic linear problems. Our approach considers a standard geometric imposition on the control domain, which can…
This paper addresses the challenge of time-inconsistent stochastic control within a continuous-time framework. Its primary focus lies in uncovering a probabilistic representation, specifically in the shape of a system of backward stochastic…
This work proposes a decision-making framework for partially observable systems in continuous time with discrete state and action spaces. As optimal decision-making becomes intractable for large state spaces we employ approximation methods…
The paper introduces a limit version of multiple stopping options such that the holder selects dynamically a weight function that control the distribution of the payments (benefits) over time. In applications for commodities and energy…
We consider a class of optimal control problems, with finite or infinite horizon, for a continuous-time Markov chain with finite state space. In this case, the control process affects the transition rates. We suppose that the controlled…
In this paper, we study the null controllability of weakly degenerate coupled parabolic systems with two different diffusion coefficients and one control force. To obtain this aim, we develop first new global Carleman estimates for…
This work presents a scalable control framework based on nonlinear Model Predictive Control for high-dimensional dynamical systems. The proposed approach addresses the key challenges of model scalability and partial observability by…
This paper considers the problem of controlling a piecewise continuously differentiable system subject to time-varying uncertainties. The uncertainties are decomposed into a time-invariant, linearly-parameterized portion and a time-varying…
This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem…
This paper explores the controllability and state tracking of ensembles from the perspective of optimal transport theory. Ensembles, characterized as collections of systems evolving under the same dynamics but with varying initial…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
It is by now well known that the use of Carleman estimates allows to establish the control-lability to trajectories of nonlinear parabolic equations. However, by this approach, it is not clear how to decide whether a given function is…
We address the design and synthesis of optimal control strategies for high-dimensional stochastic dynamical systems. Such systems may be deterministic nonlinear systems evolving from random initial states, or systems driven by random…
This paper discusses the approximate controllability of a fractional differential control problem driven by a nonlinear hemivariational inequality in a Hilbert space. First, we prove the existence of a mild solution for a fractional control…
Closed-loop control of nonlinear dynamical systems with partial-state observability demands expert knowledge of a diverse, less standardized set of theoretical tools. Moreover, it requires a delicate integration of controller and estimator…
In this paper we study the approximate controllability and existence of optimal control of impulsive fractional semilinear delay differential equations with non-local conditions. We use Sadovskii's fixed point theorem, semigroup theory of…
This project investigates the approximate controllability of a class of stochastic integrodifferential equations in Hilbert space with non-local beginning conditions. In a departure from the conventional concerns expressed in the…
In this article we investigate the controllability for neutral stochastic functional integro-differential equations with finite delay, driven by a fractional Brownian motion with Hurst parameter lesser than $1/2$ in a Hilbert space. We…
Carleman linearization is a mathematical technique that transforms nonlinear dynamical systems into infinite-dimensional linear systems, enabling simplified analysis. Initially developed for ordinary differential equations (ODEs) and later…